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Wednesday, March 1, 2023

THE 0DTE “GRIND” IS UNMERCIFUL

 

“Once the fire starts, no telling how long it lasts!!”

The rules are changing in “Stock Bellies” … close to close VIX is dropping

… intraday swings to the high or low multiple times are rising, therefore intra day

VIX is surging … over at ZH in their closing commentary yesterday, a great

explanation of what I’ve been writing about for weeks now … the link directly

below.


https://www.zerohedge.com/markets/formidable-feb-data-fks-bond-bulls-fed

-pivot-puke-weighs-stocks-commodities


And once the “grind” up / down starts, if you’re on the wrong side of things,

they’ll beat you to death and kill your account with a thousand paper cuts!

… more than likely, there won’t be any “corrective activity” so you can get in or

out, just a painful in your face, steady move that brings MAX pain … yesterday a

perfect example.


Prices got slammed on the close yesterday, but no matter cuz as soon as the

dust settled and the new day started 2 hours later, it’s 10 hours and counting on

the H1 of prices being higher … the steady grind, in your face, higher … no doubt

100% explainable by looking at 0DTE call volume, followed by the obligatory

dealer rebalancing of delta & gamma … and even though we’re 3+ hours to the

criminal NYSE open, it looks and feels like the Chipmunks are gonna feed today

and opening prices will be higher in the “Stock Bellies” … could be dead wrong

of course, cuz in 5 minutes the tide could change drastically as the large hedge

fund  / institutional crowd decide it’s time to start buying puts en masse, and away

we go to the downside as dealer scum panics reshuffling their delta & gamma

exposure, and prices can now grind lower … “anybody but me see a pattern

here?”


ISM and global PMI today after the open at 9:45 AM EST and 10 AM EST, so there

could be a delay in prices moving, but on the other hand, who cares about

“fun-durr-mentals” anymore? … all that matters is who’s stuck and getting their

cashews squeezed, and how much exposure do dealer scum like JPM & Vampire

Squid have … everything else, AND I DO MEAN EVERYTHING! … is bullshit!

… what you have to remember now, is that these large fund managers don’t care

about making money on the puts / calls … the millions they spend on premium is

“Chump change” … they care about moving trillions of dollars of market value

the way they want it to go so they can execute bigger plans … in other words,

they got bigger fish to fry … maybe it’s to rebalance a large portfolio, or maybe

it’s simply to try and manipulate market sentiment cuz they have so much

exposure to falling prices. 


And if you’re that fund manager with $20+ billion under your wings, what a

refreshing sight to see the dealer community scum scurry like rats jumping off a

burning, sinking ship to protect their new exposure [thanks to you], and it’s not

you who gets to panic, it’s them! … cuz remember, “He who panics FIRST, gets to

panic again later!” … welcome to the new casino paradigm, where traditional

measures of VIX, volume, and price movement have been turned upside down on

their collective heads, and we got a new Sheriff in town … the 0DTE Sheriff! … on

any given trading day fully 50+% of the volume in the “Spoos” is 0DTE related

… yesterday saw a pathetic range for the day, yet at the same time, we came within

a few index points in all of the “Stock Bellies” of seeing a QUADRUPLE REVERSAL

DAY … last week we saw a QUINTUPLE REVERSAL DAY … and it now feels like if

we don’t get at least a TRIPLE REVERSAL DAY, that things are somewhat slow and

uneventful … what kind of casino bullshit is that? … EASY PEEZEE: “It’s called

the new “NORM” inside “The Twilight Zone” [TZ], and nothing is gonna change

this new paradigm anytime soon … in fact, it’s only gonna get worse!”


Increasingly, whether you like it or not, the trading world gets more and more

“Quant” oriented … and if you don’t really understand the “Greeks” of options

trading and when somebody says “delta” or “gamma” your head spins, it’s time

to bring yourself into the new century and get “edumacated” … if you don’t, this

new paradigm will leave you in the dust and create profound losses … and with

the “Quants” running the world, it’s only a matter of time before we get our next

1987 style market crash, only the amounts of money floating around that will get

destroyed are far, far higher than back in the 80’s … got no idea when, but when

you have billions upon billions being bet, soon to be trillions, like it’s a $5 chip at

a craps table, when SHTF there will be nobody who can clean the mess up … and

that’s where all of this bullshit is pointing towards … “the real question is, is it by

coincidence, or has this been planned all along by global elites?” … and are the

ChiComs in any way involved in this “scumbaggery & fuckery”, in order to

destabilize the West? … and before you scoff at this, it’s the ChiComs who

released the “Wuhan Kung Fu Flu” that’s killed millions, and it’s the ChiComs

who own TikTok, a worthless / useless social media app watched by hundreds of

millions of dumbed down kids and adults, with the aim of turning them into

complete non thinking Dopes, where they can sit all day and night and watch

other idiots light their farts on fire … yes, so it’s worth asking if the ChiComs

were instrumental in fostering 0DTE options on the financial world.


I have made a small modification in the v2.0 trading algorithm … this Sunday on

the blog update, I’ll have the new v2.1 algorithm uploaded in “Download Links”

for documentation … basically, I’ve loaded more pertinent information onto the

MT4, without cluttering the screen up … here, in a nutshell, is the v2.1 algorithm.


HAS indicator on the MT4, nothing changes here … in the pdf manual there are 2

tick volume indicators, one histogram format, the other line graph format … take

whichever of the indicators you like best, and discard the other … in “Levels” at

Coinexx, I use the values for NDX100 of -18 and 18, for SP500 values of -10 and 10,

and for the DOW30 values of -5 and 5 … these values will be different and HIGHER

at SIMPLE FX, AND I’LL HAVE THOSE VALUES THIS WEEKEND IN V2.1 … on my

charts I use the color yellow, but use whichever color you want … [personally, I

like the histogram better, but whatever floats your boat of the two] … use the

input parameters I show in the manual … this measures “TICK VOLUME” as a

ratio oscillator, and the value above “0” means there are more offers being

bought on upticks than bids being sold on downticks … likewise, the value below

“0” means there are more bids being sold on downticks than offers being bought

on upticks … this indicator is basically a real time snapshot of buying versus

selling WITHOUT REGARD TO VOLUME SIZE OF THE TRADES, JUST UPTICKS

OR DOWNTICKS. 


Now add the indicator from the MT4 library under “volume”, the “Money Flow

Index”, a/k/a the “Dumb Money Index” … this is a familiar indicator that

measures in oscillator form between values of 0 - 100, the RATIO OF VOLUME

BUYS TO VOLUME SELLS … use period 4, levels 10 and 90, and whatever color

you want … DIRECTLY BELOW, pre open in the NDX100 at SIMPLE FX is a

screenshot from this morning.


click on chart to enlarge

In the histogram at SIMPLE FX for NDX100, the levels values are -100 and 100

… at Coinexx they are -18 and 18 … the difference in the histogram levels for

ratios is cuz of the LP’s they each use … however, the shape of the histogram is

the same … now, with these 2 indicators, we have the relationship between

volume buying & selling AND TICK VALUES … a study of the screenshot and I’m

pretty sure many of you will immediately realize how to use this info … in any

event, I’ll have full details and explanations in the v2.1 manual come

Sunday’s update.


The Mrs. & Miss Gimpy used this yesterday [the Mrs. in the “Spoos”, and Miss

Gimpy in the NDX100, and both did very well scalping … at 10 * the index for both,

this is a slam dunk … using both indicators together, you’re using volume shifts

to predict price swings, and it’s these price swings we take advantage of in

scalping … trade only during the most active parts of the day and leave the rest

alone … for “Stock Bellies” that’s NYSE hours, and for FX it’s European open to

the London Fix, and maybe an hour or so after if it’s active … volume and ticks

can be notoriously disproportionate in the off hours and give unreliable readings.


Turning to today’s casino action … a 10 hour runup in price overnight [what else

is new?] in “Stock Bellies”, a grind higher that makes no sense from yesterday’s

bloodbath close to the downside … markets now waiting for ISM & global SP PMI

coming right after the open … place your roulette bets! … and suddenly we start

to waterfall with about an hour to the open … apparently put buyers are in control

for the moment, as we grind lower m1 after m1 for the last half hour with nary a

rally in sight … welcome to the new normal.


All you can do is laugh … 2 hours into this clusterfark of orgasmic 0DTE options

trading, and it’s straight up / straight down, turn on a fucking dime then rinse and

repeat .., simply an absolute joke pretending there is any “market” here … sheer

panic both ways, as “Stock Bellies” grind lower, then put in rip your face off rallies

out of nowhere ,,, we already got 2 reversals in the DOW30, how many more today,

and it ain’t even lunch time in New York! … once you understand the new

dynamics of trading, all of this makes perfect sense … otherwise, nothing

makes sense.


Well, that escalated quickly didn’t it? … new lows for the day [DOW30] to a new

high for the day in 33 minutes of STRAIGHT UP … can you say TRIPLE

REVERSAL? … I can almost see the laughter and cheering going on in the

background at some of the large fund manager offices, as they watch with glee

as JPM, Squid, and a host of other scumbag Wall Street bucket shops panic

while hedging delta & gamma risk on their call shorts sold about 33 minutes ago

… Bwahahahaha! … let me join in on the laughter as these Bozos panic into the

tape … well, like I said, that’s the 3rd reversal of the day, how many frickin’ more?

… all of course, inside a rinky-dink range of about 200 index points

… close-to-close VIX dropping like a stone in water … intra day VIX, thanks to

the 0DTE jockeys, vaulting to new levels of stratospheric stupidity … and trust

me, it’s only gonna get worse!


And worse it has gotten, cuz since that rally, it’s been an hour and half [that’s 90

minutes for you Biden voters] of “Loser Formation” sideways action, followed by

the grind lower down the hill … you just have to recognize bear market trading

action and how the dynamics play out in the greater scheme of things … sure,

0DTE is accounting for most of the move up and down, but quite frankly it would

still look like this without it … bear markets grind lower, and rallies are quick,

ferocious, and have no follow through when they are over … longs get frustrated

with getting bled to death over time and liquidate on the spikes lower … shorts

get taken out back and shot in the head … “how do you want to die, quick or

slow?” … sometimes you can capture the rallies, but often times they happen so

fast and have no warning, they race higher as you are blinking your eyes … today

so far has seen 2 blistering rallies of short duration that only lasted minutes

… everything else has been a grind lower … all again I will remind you, inside

pathetic ranges.


Meanwhile over in GBPJPY [Cable/Yen], it looks like the POLS & Apparatchiks at

the central bank have had their fun for a while … the N. Ireland clusterfark seems

to have gone away, and the BOE frustrated longs and created some long position

liquidation in Cable and their crosses … ranges have been decent, today seeing

about 165 PIPS, which is right on the button with this weeks 20 Day Range MA of

164 PIPS … we don’t need to see the cross with this high of a range to do well

trading it, but this kind of VIX does make for excellent trading conditions … as

readers well know, my love / hate affair with “The Widow Maker” [Cable] is well

documented over the years here in the blog … as long as the Asshat POLS and

corrupt Apparatchiks can keep from fucking things up, it’s a good trading vehicle

… throw in politics, like BREXIT FOR 5 YEARS, and talking heads at the central

bank that talk out of their asses instead of their mouths, and things can get

dicey quickly … meaning gaps in price that are unwelcome to say the least … like

I said, it appears Cable/Yen via Cable in the numerator has settled down, and the

brief mistress fund add-ons successful to keep the 20 something Babes happy in

Barbados … the spread at Coinexx is as good as it gets, and latency via the VPS

is acceptable, and slippage is not a problem in the sense that it’s high or

outrageous … before the London Fix today, the Mrs. was up early along with me,

and traded some Cable /Yen and had no problems at all … v2.1 algorithm signals

excellent and the pair moves well … having said that, and cuz it appears danger

levels from POLS & Apparatchiks have been alleviated, I’m gonna go back into

GBPJPY starting with tomorrow’s trading.


I came into today wondering if the low range bullshit and horrible trading

conditions in the “Stock Bellies” was due to month end dollar flows and portfolio

restructuring, and if a new month would see something better than what we’ve

seen lately … well, that didn’t happen, and with this “grind bullshit” taking center

stage most of the day, the action in “Stock Bellies” [any & all of ‘em!] are not only

frustrating, they’re pissing me off to no end … as I said in previous blogs, if

Coinexx had 10 * the index trading for the CFD’s it would be different, but they

don’t … “why should I fuck around getting screwed by Coinexx LP’s in the

“Stock Bellies” CFD’s, where I’m gonna suffer “bigly & yuge” slippage on

[for them] big volume trades, when I can easily do much bigger volumes in

GBPJPY, “NO PROBLEMO!?”, and not have any problems with a much tighter

spread and no slippage?” … the only caveat is whether or not there’s anything

on the horizon that can involve POLS or Apparatchiks to fuck things up … if

not, it makes no sense to trade “Stock Bellies” and attempt to scalp [or short

term trade], when there’s better conditions and action elsewhere that can get

the job done just as well, if not better! … come the FED pivot or pause in rate

hikes, EVERYTHING ON THE BOARD EXPLODES!


I’m not gonna waste days / weeks / and perhaps months waiting for “Stock

Bellies” to get their shit together and trade decently, especially since 0DTE

dynamics are taking the trading space over … onto Cable/Yen with tonight’s

new trade date.


No trades for the PAMM today … how many chances do you give a market to act

rationally? … yea, the buy signals are there for “Stock Bellies”, but they don’t do

me much good cuz the CFD’s only trade at 1 * the index … and I’m not doing size

trades with Coinexx cuz I know how that would turn out … FX a completely

different story … besides, with GBPJPY, there’s no bias long or short, cuz both

sides are equally valid in the eyes of the v2.1 trading algorithm … I still prefer to

trade Cable/Yen from the long side, however, simply cuz the interest rate

differentials favor Cable over Yen … if the BOE hints or starts cutting rates, I’d

switch and primarily trade from the short side … in any event, ranges and

conditions are good, and it’s time to hit it! … onto tomorrow.


… OUTTA HERE … “The future’s so bright I need 2 pairs of sunglasses 😎😎,

and my own Brinks armored truck” 💓!! … Onward & Upward!! 


-vegas





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