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John P's Market Laboratory
An SI Board Since January 2000
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Emcee:  John P Type:  Moderated







Global DevelopmentsThis chart shows where the various central banks are in their monetary policy stance (on a relative basis).



Source: @JohnKicklighter




THE 10 YEAR WEEKLY CHART OF THE "BIG 3 " Global Bond Markets

The turn on a dime top in price --- bottom in Yield in the Big 3 Global Bond Markets






The 1 year chart of daily YIELD action amplifies the wild thrashing by Japan and Germany (the ECB)







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This is a VERY PROFOUND CHART...... In has Implications for Equity Prices, Commodity prices,
Interest Rate directions and also will be impacting the Major Currencies.




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Here is the my Proprietary SPX JJP ATR cross of the Eur/JPY :$WTIC correlation chart. The methodology
reinforces the case that we experienced a bear market and has a very good track record. I explained how
the chart works in a post on 3/16/17 which I have re posted below the update chart, which has become even more bullish




---
this is my proprietary model that uses the EUR/JPY crossrate and then correlates it to WTIC.... so you
have 4 of the deepest largest markets in the world..... the Eur/JPY "RIsk On Risk Off" proxy then as a ratio
of the single most important global commodity input crude.

I have shown this 2 or 3 times this past 15 months............ but it's just esoteric enough that it does not
get traction in the layman and even the professional traders mind.



and it has had a very good record..... when the 14 week Average true range goes below the long term 200
week average true range with is calculated on the EUR/JPY Cross-rate and then divided as a ratio of
$WTIC.... what that calculation in KISS (KEEP it SIMPLE STUPID) is doing is showing when the relative
volatility of 3 of the worlds biggest pricing components stabilizes.... it creates the necessary price
stability in corporate planning models and in Global Macro Institutional Investor Models to expand risk
exposure...that is long US equity exposure.



To Clarify the signals are generated when the Blue 14 period ATR goes below the long term 200 period
Moving average.... and that generates a buy a the Average True Range of the EUR/JPY cross / by WTIC is
coming down.. what is nice about this model is that you can have signals that are in effect for 2 years or so
at a time.



The 72 Year Master Cycle in the US Bond Market








A chart from the Oct 2016 34th presentation at the New Orleans investment symposium



..

Since we are in the 7th year of long talked of Decennial Pattern we should expect pretty
serious pullback the last 6 weeks of Q3... and remember that October is often the month of
lows. Have some profits taken and some powder dry as you prepare for a real price check back.

7th & 9th Years of the Decennial Pattern


















The above charts start from 1915 and go to 2016.
Each decade is shown separately. As you can see the 7th and 9th years have been highlighted in yellow.
The reason for this was to show that highs have been made in the 7th and 9th years of a decade.
In some cases a high was made in the 6th year as in 1916-17, 1946, 1956-57, 1966 and 1976-77.

Odds that we rally straight up from Here.... Sunday June 24th into November 2017 are statistically
very very low. So asset allocation models have you rebalancing as your outperforming areas should
get pruned back into what the true allocation should be ... do not get endlessly pulled into asset class
"drift" and for sectors that have dramatically outperformed.. do not get pulled into "sector drift"




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ReplyMessage PreviewFromRecsPosted
19787Algorithmic and High-frequency trading: an overview Interesting reading if youDon Green-yesterday
19786I hope the market related algos are a bit more sophisticated!! <g> I wouDon Green-yesterday
19785Gaming the algorithm: Message 31232665 I hope the market related algos are a bThe Ox-yesterday
19784markets.businessinsider.comSultan-Monday
19783Hi John: Believe it or not this was my book in grade school. The same old, sarichardred2Monday
19782coindesk.comSultan1Sunday
19781Hello John. I agree with your opinion on Michael Lewis. Liars Poker created quisixty2nds3last Saturday
19780THE VIX JUST DID THIS FOR THE THIRD TIME IN HISTORY It's rare for the stockDon Green1last Friday
19779I think we are about to see more sector rotations going forward. The massive doThe Ox2last Friday
19778reuters.com Australia proposes stronger money laundering rules, includes bitcoinThe Ox1last Friday
19777Hi sixty, alll of Michael Lewis's books are mandatory reading, he has a trJohn P-last Friday
19776And just another small update to the Bitcoin - Bitcoin Cash Aug 1st fork. BitcoElroy1last Thursday
19775The book The Undoing Project by Michael Lewis is rec'd reading. eomsixty2nds1last Thursday
19774 <i>what's to keep your Bitcoins from vanishing into the volcano the wElroy1last Thursday
19773I was more thinking in the general terms of a company trying to "justify&quThe Ox3last Thursday
19772Hi Ox, just like Bernie Madoff, Allan Stanford and Jon Corezine were looking outJohn P2last Thursday
19771It has to be the concern of many-even those holding and trading Bitcoin-that theThe Ox-last Thursday
19770Hi Elroy....... the cryptocurrencies are amazing..... why is it that coinbaseJohn P3last Thursday
19769And in the continuing saga of perhaps the biggest bubble the entire planet has eElroy1last Thursday
19768The EUR/USD The Fibonacci Price projection grids, for me are much more powerfulJohn P1last Thursday
19767DR COPPER at an important juncture... and daily USD looking like an upward corrJohn P2last Wednesday
19766I haven't seen any studies but I would bet that long standing belief is beinDon Green-last Wednesday
19765DOW CLOSES BACK ABOVE 22K AS RATE-HIKE EXPECTATIONS COOL Gold futures bounced bDon Green-last Wednesday
19764THE VIX OPTIONS VOLUME RECORD THAT MIGHT SURPRISE YOU Cumulative 20-day VIX calDon Green-last Wednesday
19763 Mass Psychology is the basis on which markets move.... there are cycles and wavDon Green-last Wednesday
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