3309 Drysdale Ct
Edwardsville, IL 62025
Speculative (non-commercial) SPX & ES futures & options positioning. Lowest net short since late last year. That's now a +0.92 1 year Z-Score.
SPX specs almost to net long with a 1Y Z-Score of 1.90x.
Gold specs 1Y Z-Score = 2.06x
$USD specs 1Y Z-Score = -2.10x
All in the 2 standard deviation range here, which suggests caution and reversion risk.
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Speculative (non-commercial) SPX & ES
Posted by a_l_ on 26th of Apr 2016 at 12:06 am
Speculative (non-commercial) SPX & ES futures & options positioning. Lowest net short since late last year. That's now a +0.92 1 year Z-Score.
SPX specs almost to net
Posted by a_l_ on 2nd of May 2016 at 11:51 am
SPX specs almost to net long with a 1Y Z-Score of 1.90x.
Gold specs 1Y Z-Score = 2.06x
$USD specs 1Y Z-Score = -2.10x
All in the 2 standard deviation range here, which suggests caution and reversion risk.