The indicator that no one talked about this week

BY ANDREW GIOVINAZZI

February 2, 2025

Yo Pit Crazies,

 

It is Sunday, you are reading my newsletter and you think this world is crazy with plane crashes, tariffs, goofy Senate confirmations and basically lots of uncertainty.  In a world of uncertainty learning how to allocate for trades is a huge skill.  Learn that here.

 

Just recently I wrote that the most unexpected thing would be a decline in realized volatility.  That might have happened on the surface, 10 day SPX realized volatility is 13,  but intraday moves in SPX are still very high, more like a 24 VIX.

 

100 point intraday moves in SPX are more like a 24% VIX.  That is a big number.  The Friday headlines would indicate that it is not going away.  But the narrative that sank stocks in December was not tariffs and massive halts in government spending.

SPX weekly chart

It was inflation.  And for inflation we need to look at this.

Keep an eye out for the Bond Vigilantes

The iShares Lehman 20+ year Government Bond (Ticker: ETF) has been about the same price since Jan 20th.  Bond Traders are looking for clues if D.O.G.E. can really do the job.  The Friday tariff news notwithstanding, bonds are not going much and in about the same place as a month ago.

TLT 30 day chart with 1 day candles

Stable bond prices will lead to higher stock prices.  Keep an eye out for this as the noise factor heats up as the first 100 days of the Trump adm gets going.

 

To Your Trading Success,

 

AG

Andrew Giovinazzi

30-Year Trading Pro

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Andrew Giovinazzi

Andrew Giovinazzi

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About the Author

Andrew Giovinazzi

Andrew Giovinazzi

Former CBOE floor trader and CIO at Karman Line Capital. Author of ‘The Option Traders Hedge Fund’ with over 30 years of options trading experience.

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