RegentQuant Essential Indicators All In One Page

Chart 1: [Predict 🐂/🐻 Market] Split-Adjusted Aggregated Leveraged ETFs Short Sale Volume (QQQ)

Data as of 2025-02-14

This indicator is extremely effective at predicting bull and bear markets. Data never lies, especially short sale data of risky assets. The calculation of aggregated short sale volume includes the following 10 leveraged ETFs: TQQQ, SOXL, QLD, SSO, FNGU, SPXL, TECL, UPRO, TNA, and FAS. We found that there is a correlation between increasing short volume in these leveraged ETFs and a market downturn. When the 21-day moving average of aggregated short sale volume is increasing, it suggests a bear market. Conversely, when it is decreasing, it suggests a bull market.

Volatility | QQQ Expected Moves for Next Trading Day

Data as of 2025-02-14

±0.60%

Predicted by ATM Straddle

+0.57%

Predicted by ATM Call

-0.13%

Predicted by ATM Put

Volatility | QQQ IV

Data as of 2025-02-18

The grey line series represents the realized 30-day volatility, while the colored line series represents the 30-day implied volatility of QQQ. The colored line is red when the implied volatility rank or percentile is above 75%, and green otherwise.

Volatility | SPY Straddle Cost

Data as of 2025-02-14

Tracking SPY straddle cost is crucial because it provides insights into market expectations for volatility. A rising straddle cost suggests increased uncertainty and potential large price swings, while a lower cost indicates stability. This metric helps traders gauge implied volatility, assess risk, and identify potential trading opportunities, especially around key economic events or earnings reports. Additionally, comparing straddle costs with the VIX can highlight discrepancies in market sentiment, aiding in strategic decision-making for options traders and portfolio managers.