The Weekly Market Sentiment Report: 17th March - 21st March 2025

The Weekly Market Sentiment Report: 17/03/2025 - 21/03/2025

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CONTENTS

• EVOLUTION & NATURE OF THE REPORT

• ECONOMIC CALENDAR

• MARKET SNAPSHOT

• SPOTLIGHT

  • THE COT REPORT STRATEGY

  • PUT-CALL RATIO SENTIMENT INDEX

  • THE GAMMA EXPOSURE INDEX

  • VIX

  • SECTOR ROTATION GRAPH

  • THE AAII INVESTOR SENTIMENT SURVEY

  • THE CRYPTO RSI INDEX

  • BITCOIN FEAR & GREED INDEX

  • BITCOIN DOMINANCE CHART

  • IMPLIED CORRELATION INDEX

  • BOFA HIGH YIELD INDEX

  • INFLATION RATE MID-TERM MODEL

• THE COT REPORT STRATEGY TRACK RECORD

• CORRELATION HEATMAP

• CLOSED OPPORTUNITIES

• DISCLAIMER

EVOLUTION & NATURE OF THE REPORT

New sentiment models are constantly added while taking into account their overall utility. Feel free to leave a feedback (e.g. nature of the document, its usefulness, its time interval, its content, language, etc.). If you want to see more explanatory details on the report, you can refer to the following post:

ECONOMIC CALENDAR

An economic calendar is a tool used in finance and economics to track and display upcoming economic events, announcements, and indicators that are relevant to the financial markets and the broader economy. The following shows what to expect for the coming week:

MARKET SNAPSHOT

The below table summarizes the weekly percentage changes of the key markets:

This week, EURUSD moved around 0.4 % while equity markets shaped a -2.55 % move as evidenced by the S&P 500 index. Meanwhile, Bitcoin had a 0.58 % move. The safe haven proxy Gold shaped a 3.06 % move. On the fixed income part, Tnote-10 shaped a 0.01 % move. Lastly, Oil had a performance of 0.22 %.

SPOTLIGHT

The following points summarize the key ideas you need to know for the report:

🗞️ Equity markets seem to continue to suffer. Sentiment indicators are still showing a rather bullish view since the extreme bearish sentiment looming around. Recovery however still remains expected for the coming days/weeks. The real question is when and at which level. Technically, we should not be very far from support areas.

🗞️ New opportunities on BITCOIN and USDZAR.

💡On-going project: A new section about individual US stocks.

💡On-going project: A new section about seasonality of markets through time.

💡On-going project: A new section about a global volatility (stress) indicator on different markets.