מדד נאסד"ק Composite
שורט

Financial Crisis 2023

2642
Firstly,

September 2007 - Lehman Brothers collapse
March 2023 - Silicon Valley Bank collapse

Asset correlations (bottom pane):
  • Gold ( red ) - on a slow rise in 2007, same as today
  • Dollar strength ( blue ) - bearish in 2007, same as today
  • Nasdaq (orange) - bearish in 2007, same as today


Indicators' inference:

  • The top pane shows a logarithmic version of an indicator called MACD leader (zero lag). 2006 - 2007 and 2022 - 2023 have so far been the only years which produce inconclusive monthly signals since 1988.

  • The middle pane's aim is to signal simultaneous movements of securities and spread graph equations. Each line represents the correlation coefficient between the main chart and a financial instrument. Spread graphs attempt to illustrate peaks in inflows/outflows from equities --> safe heavens through correlation.


Similar to spread graph equations, the idea of accounting for the movement of capital to different assets was applied to make the main chart:
TVC:IXIC*10000000*((TVC:US30Y-TVC:US10Y+TVC:US10Y-TVC:US02Y+5)*TVC:GOLD)^-1

Finally,

Current Retest(D):
תמונת-בזק

Same chart - Longer Period (3M):
תמונת-בזק


Feel free to drop a question. Thanks for your time!

כתב ויתור

המידע והפרסומים אינם אמורים להיות, ואינם מהווים, עצות פיננסיות, השקעות, מסחר או סוגים אחרים של עצות או המלצות שסופקו או מאושרים על ידי TradingView. קרא עוד בתנאים וההגבלות.