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Sunday, October 7, 2018

SUNDAY UPDATE: GOLD CORRELATIONS & VOLATILITY

“Give my Chief of Staff [CoS] a cubicle and let him loose!”

Some really good data on XAUUSD, that we’ll be bringing to readers each 
week, and while we could supply endless reams of data, better still to make all 
of it visual in nature … a picture really is worth a thousand words! Directly 
below, in visual format for all of 2018, volatility of 20 day ranges for first the 
daily range, and second for the 8 hour range between 7AM - 3PM EST in New 
York … daily range MA’s in orange, and 8 hour ranges in blue.

click to enlarge

And as you can see, New York is by far the greatest 8 hour time period to trade 
… as well as that in the first part of the year, when 1) the dollar hadn’t yet 
picked up any steam on the upside, and 2) the US stock market was in 
correction mode, gold [either spot via XAUUSD or futures] had some good 
volatility going … when Spring came and the dollar started to jettison higher, 
not only did gold go lower, but daily volatility shrunk more than New York 
volatility, bottoming out in Summer in July.

Last year at this time, right before the hurricanes swept through the 
Caribbean and I got to witness two [2] CAT5 hurricanes within 2 weeks, the 
second being a “direct hit” leaving me on “Gilligan’s Island” for approximately 
8 weeks, I did some research on the correlation between USDJPY and gold 
… in the time since, that correlation has broken down completely, and in its 
place, the Chinese offshore Yuan, a/k/a the “Reminbi”, has taken on added 
significance to the gold trade … in short, gold is mapping and moving to 
moves in USDCNH.

It’s important to understand that USDCNH is inverted, meaning a rise in 
USDCNH means the Yuan is going down, or depreciating … a fall in the price 
of USDCNH mens the Yuan is rallying, and subsequently the Yuan is 
strengthening against the US dollar … therefore the relationship between 
USDCNH & XAUUSD is inverted … how much correlation is there? The first 
chart below is a daily candlestick of USDCNH for April - September 2018, and 
the second chart is the same time period for XAUUSD. The white dates and 
time correlate exactly with the orange dates and times on both charts. When 
one rallies, the other drops, and vice versa. Give both of these a good look and 
study.

click to enlarge
click to enlarge

Now, correlations are great, but nobody knows when the trade decides to 
“uncorrelate” itself from another market or group of markets … I remember 
back in my futures pit trading days, when everybody in the gold pit watched 
the overhead boards to see what soybeans were doing … every time soybeans 
rallied a penny, gold rallied, and every time soybeans dropped, gold dropped 
… the theory here was that soybeans were a good proxy for consumer inflation 
“how’s that workin’ out”?

Having said this, though, there is good reason to expect the inverse correlation 
between gold and the Yuan will continue and get stronger in the future 
… IMHO, China moves markets with their purchasing power, and they are big 
buyers of gold consistently … my opinion is that some day China plans to back 
their currency with gold, and in the process reduce the West [most notably the 
US, which runs trillion dollar deficits, while the nations debt skyrockets] to 
third world status without ever firing a shot across the bow.

In any event, you’ll notice from a careful study of both daily charts above, that 
the correlation is striking … now, the $64,000 question is, “Does Yuan move 
gold, or does gold move the Yuan”? … some days it’s hard to know, but overall 
volumes in Yuan are bigger than gold most days, so I’m giving the edge to Yuan 
trading influencing the gold trade, especially among the dealer community. 
What this means, is that gold isn’t going to move “bigly & yuge” unless the 
Yuan does the same … when, not if, the US stock market crashes, expect Yuan 
[and by circumstance the Reminbi] to rally hard, other FX pairs to rally, and 
gold to soar … if China surprises the FX market and does a “one time” 
devaluation against the dollar, of say 10%+, expect gold to get “monkey 
hammered” lower.

Our algorithm trading in gold doesn’t depend on this correlation, but I bring it 
up cuz it matters in the marketplace. To be sure, there are other factors 
influencing gold day-to-day, but you need to keep your eyes on USDCNH for 
possible directional clues … I guarantee you the gold dealers do.

As I stated last week, the C2 signals will be in the front month futures contract 
of gold, traded at the CME, cuz C2 can’t get involved with spot gold 
[XAUUSD], cuz of CFTC & NFA rules passed when Obama was Preezy in 
2010 [Dodd Frank legislation]. As a US brokerage house, they are prohibited 
from offering anything in XAUUSD … “yes, the nanny state government and 
all that shit … simply put, it’s simply a payoff to the CME from homeboy Hussein 
… follow the money”.

I forgot this rule, when I went to trade gold for the PAMM last Thursday 
… I’m starting out using their “e micro gold futures” contracts that are 10 OZ. 
contract sizes … liquidity seems ample, and there’s enough trading in this to 
mirror the regular contract of 100 OZ. … if I trade it, and find we’re getting 
 “ripped”, I’ll simply switch over to the full contract for signals. Both XAUUSD 
& the nearest front month will move exactly the same, the only difference 
between the 2, is that spot is right now, and the futures are forward to the 
delivery date, and has interest & storage charges factored in to the price 
… that’s it, no other difference. Again, I will remind readers who are signed up 
at C2 for our advisory, TO EMAIL ME AND GET ANOTHER FREE MONTH 
OF SIGNAL SERVICE, CUZ WE HAVE CHANGED MARKETS 
PERMANENTLY TO GOLD, AND HAVE MISSED SOME TRADING DAYS. 
This will give everybody a fresh start, with most signals coming between 
7AM - 3PM EST … if Asia picks up, I’ll take it on a case by case basis. 
Anybody has any questions, simply email me.

This will be our first full week trading gold, and I much prefer the trading 
action here versus currency FX, where every 10 minutes some PIE HOLE 
and/or Apparatchik is trying to fund the mistress account … volatility here is 
higher and the moves smoother, with the added bonus of not getting screwed 
by a bunch of scumbag LP banks on fills … so far, so good, and I don’t expect 
this to change anytime soon. Until tomorrow mi amigos 
… Onward & Upward!!

PAMM Spreadsheet directly below.

click to enlarge

Have a great rest of your weekend everybody!!

-vegas

OUR TURNKEY FOREX “PAMM/MAM” IS NOW OPEN AND
OPERATIONAL; SEE “PAMM/MAM MONEY PROGRAM” IN
“DOWNLOAD LINKS” SECTION IN RIGHT HAND COLUMN
FOR DETAILS [VIEW ONLINE AND/OR DOWNLOAD] AND
START YOUR JOURNEY FROM WHERE YOU ARE AT TO
“ESCAPE TO SUCCESS”!



 






 





 

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