The Weekly Market Sentiment Report: 13th January - 17th January 2025

The Weekly Market Sentiment Report: 13/01/2025 - 17/01/2025

CONTENTS

• EVOLUTION & NATURE OF THE REPORT

• ECONOMIC CALENDAR

• MARKET SNAPSHOT

• SPOTLIGHT

  • THE COT REPORT STRATEGY

  • PUT-CALL RATIO SENTIMENT INDEX

  • THE GAMMA EXPOSURE INDEX

  • THE MOVING AVERAGE PERCENTAGE INDEX

  • THE RSI PERCENTAGE INDEX

  • EQUITY YEARLY MILESTONE INDEX

  • THE S&P 500 VOLATILITY BAND INDEX 🆕

  • VOLATILITY INDICES

  • IMPLIED CORRELATION INDEX

  • BOFA HIGH YIELD INDEX

  • INFLATION RATE MID-TERM MODEL

  • BITCOIN FEAR & GREED INDEX

  • THE AAII INVESTOR SENTIMENT SURVEY

  • THE ISM PURCHASING MANAGER’S INDEX (ISM PMI)

• 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.).

The directional views are represented using the following convention and are followed by their charts:

⚡ This symbol represents a new tactical directional opportunity.

🔁 This symbol represents an on-going tactical directional opportunity.

✅ This symbol represents a recently closed tactical opportunity at a profit.

❌ This symbol represents a recently closed tactical opportunity at a loss.

⛓️‍💥 This symbol represents a neutralized opportunity before seeing its target due to new conflicting technical elements (if the view is neutralized at a loss compared to its entry price, it will be considered as a loss and will have the symbol from the previous step).

The directional views presented must simply be used to help confirm the overall expected direction of the analyzed market. The support and resistance zones are not hard levels, they are merely areas of expected reactions (reversals), and hence for risk management purposes, you are advised to place your stops as you see fit. Some noise may occur around the support and resistance levels.

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 -0.65 % while equity markets shaped a -2.14 % move as evidenced by the S&P 500 index. Meanwhile, Bitcoin had a -5.93 % move. The safe haven proxy Gold shaped a 2.74 % move. On the fixed income part, Tnote-10 shaped a -1.05 %. Lastly, oil had a performance of 3.53 %.

SPOTLIGHT

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

🗞️ A new section about individual US stocks will be added soon.