hanging over my trading station to keep the bulls away, for the time being.
this is one scared market, VIX hit 24.25 this morning. still suggest staying short.
surf
The Surf Report
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hanging over my trading station to keep the bulls away, for the time being.
this is one scared market, VIX hit 24.25 this morning. still suggest staying short.
surf
looks like we are setting up for the perfect storm to strike the DJIA anytime now. This is unreal, technical damage may be severe, not seen anything like this before, stay SHORT.
surf
surf
yes agree scary times... was in a holding pattern but even now thats way too risky i would rather hold cash.
we believe that the big wave down will begin on a day that the futures are up, atleast for part of the pre-open, similar to today.
suggest staying short.
surf
suggest staying short.
surf
yeah, man. this is one scary market, but i strongly believe there is a heavy heavy down bias and if you can stomach the severe reactionary rallies, YOU WILL catch the BIG ONE.
Gotta be in to win.
best wishes,
surf
hold the course, shorts. ALL bear markets are punctuated with euphoric, hyperness in the upmoves, then they fade and fade again. i HAVE seen this before, and it's happening again to the best of my ability to discern.
stay short from the system entry,,,,,
surf
stay short from the system entry,,,,,
surf
The DOW 3 days in a row same pattern high spike then fades by end of day....scary....if youre not watching all the time it could be a finacial disaster....
Credit Suisse/Tremont Hedge Fund Index Performance
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Hedge Fund Index 436.07 2.00% 0.52% 4.90% 10.75% 7.46% 0.91
Convertible Arbitrage 307.08 1.50% -5.22% -4.96% 8.09% 4.90% 0.85
Dedicated Short Bias 79.51 0.86% 2.69% 12.62% -1.58% 16.79% -0.33
Emerging Markets 372.50 2.14% -1.99% 9.82% 9.55% 15.40% 0.36
Equity Market Neutral 389.96 1.10% 3.22% 7.86% 9.90% 2.79% 2.14
Event Driven 476.12 1.89% -0.97% 1.91% 11.43% 5.56% 1.35
Distressed 563.74 1.50% -0.86% -0.62% 12.75% 6.12% 1.44
Multi-Strategy 438.08 2.20% -1.11% 3.39% 10.79% 6.06% 1.13
Risk Arbitrage 297.11 -0.18% 3.52% 7.32% 7.85% 4.10% 0.95
Fixed Income Arbitrage 225.76 1.26% -3.65% -3.36% 5.81% 4.07% 0.46
Global Macro 654.18 1.80% 7.08% 17.83% 13.91% 10.39% 0.96
Long/Short Equity 505.31 2.91% 0.86% 4.93% 11.89% 9.81% 0.81
Managed Futures 263.22 1.44% 9.60% 11.49% 6.94% 11.92% 0.25
Multi-Strategy 353.43 1.20% -2.12% -0.16% 9.32% 4.37% 1.23
Credit Suisse/Tremont Blue Chip Index Performance
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Blue Chip Index 133.67 1.83% 0.11% 1.38% 6.19% 3.54% 0.86
Convertible Arbitrage 104.07 1.26% -12.85% -16.33% 0.83% 6.50% -0.35
Dedicated Short Bias 78.67 1.64% 2.70% 12.42% -4.84% 13.71% -0.58
Emerging Markets 224.03 1.84% -4.96% 7.58% 18.16% 9.11% 1.65
Equity Market Neutral 112.62 0.05% -3.93% -5.55% 2.49% 2.33% -0.27
Event Driven 156.65 2.10% 0.34% -1.45% 9.73% 4.50% 1.47
Fixed Income Arbitrage 116.53 1.19% 2.58% 7.71% 3.22% 3.43% 0.03
Global Macro 132.66 2.64% 8.21% 16.13% 6.02% 5.49% 0.53
Long/Short Equity 138.33 2.16% -3.07% -4.31% 6.94% 6.07% 0.63
Managed Futures 124.75 1.88% 7.25% 9.20% 4.68% 11.75% 0.13
Multi-Strategy 133.89 1.55% -1.94% -2.98% 6.22% 4.13% 0.75
Disclaimer
Credit Suisse/Tremont AllHedge Index and Sector Indices Performance
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont AllHedge Index 131.98 1.86% -0.44% 1.74% 7.86% 4.32% 0.95
Convertible Arbitrage 99.85 1.88% -9.73% -13.51% -0.04% 6.08% -0.63
Dedicated Short Bias 93.92 0.84% 1.31% 11.38% -1.70% 13.17% -0.42
Emerging Markets 169.01 1.78% -5.48% 5.95% 15.39% 9.90% 1.17
Equity Market Neutral 113.84 0.23% -2.57% -1.27% 3.60% 2.11% -0.09
Event Driven 141.86 2.13% 0.79% 0.23% 10.01% 4.50% 1.39
Fixed Income Arbitrage 105.37 1.19% 0.82% -0.68% 1.44% 4.60% -0.51
Global Macro 123.03 2.38% 5.63% 14.57% 5.82% 5.26% 0.39
Long/Short Equity 140.07 2.05% -1.98% -0.39% 9.63% 6.76% 0.86
Managed Futures 133.54 1.84% 7.65% 11.28% 8.21% 10.39% 0.43
Multi-Strategy 127.81 1.39% -4.10% -3.45% 6.92% 4.32% 0.73
Global Growth Opportunities Basket 133.06 2.09% 0.91% 5.51% 9.59% 5.10% 1.14
Markets Defender Basket
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Hedge Fund Index 436.07 2.00% 0.52% 4.90% 10.75% 7.46% 0.91
Convertible Arbitrage 307.08 1.50% -5.22% -4.96% 8.09% 4.90% 0.85
Dedicated Short Bias 79.51 0.86% 2.69% 12.62% -1.58% 16.79% -0.33
Emerging Markets 372.50 2.14% -1.99% 9.82% 9.55% 15.40% 0.36
Equity Market Neutral 389.96 1.10% 3.22% 7.86% 9.90% 2.79% 2.14
Event Driven 476.12 1.89% -0.97% 1.91% 11.43% 5.56% 1.35
Distressed 563.74 1.50% -0.86% -0.62% 12.75% 6.12% 1.44
Multi-Strategy 438.08 2.20% -1.11% 3.39% 10.79% 6.06% 1.13
Risk Arbitrage 297.11 -0.18% 3.52% 7.32% 7.85% 4.10% 0.95
Fixed Income Arbitrage 225.76 1.26% -3.65% -3.36% 5.81% 4.07% 0.46
Global Macro 654.18 1.80% 7.08% 17.83% 13.91% 10.39% 0.96
Long/Short Equity 505.31 2.91% 0.86% 4.93% 11.89% 9.81% 0.81
Managed Futures 263.22 1.44% 9.60% 11.49% 6.94% 11.92% 0.25
Multi-Strategy 353.43 1.20% -2.12% -0.16% 9.32% 4.37% 1.23
Credit Suisse/Tremont Blue Chip Index Performance
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont Blue Chip Index 133.67 1.83% 0.11% 1.38% 6.19% 3.54% 0.86
Convertible Arbitrage 104.07 1.26% -12.85% -16.33% 0.83% 6.50% -0.35
Dedicated Short Bias 78.67 1.64% 2.70% 12.42% -4.84% 13.71% -0.58
Emerging Markets 224.03 1.84% -4.96% 7.58% 18.16% 9.11% 1.65
Equity Market Neutral 112.62 0.05% -3.93% -5.55% 2.49% 2.33% -0.27
Event Driven 156.65 2.10% 0.34% -1.45% 9.73% 4.50% 1.47
Fixed Income Arbitrage 116.53 1.19% 2.58% 7.71% 3.22% 3.43% 0.03
Global Macro 132.66 2.64% 8.21% 16.13% 6.02% 5.49% 0.53
Long/Short Equity 138.33 2.16% -3.07% -4.31% 6.94% 6.07% 0.63
Managed Futures 124.75 1.88% 7.25% 9.20% 4.68% 11.75% 0.13
Multi-Strategy 133.89 1.55% -1.94% -2.98% 6.22% 4.13% 0.75
Disclaimer
Credit Suisse/Tremont AllHedge Index and Sector Indices Performance
Index / Sub Strategies Value May 08 YTD 1 Year Annl* Std Dev* Sharpe*
Credit Suisse/Tremont AllHedge Index 131.98 1.86% -0.44% 1.74% 7.86% 4.32% 0.95
Convertible Arbitrage 99.85 1.88% -9.73% -13.51% -0.04% 6.08% -0.63
Dedicated Short Bias 93.92 0.84% 1.31% 11.38% -1.70% 13.17% -0.42
Emerging Markets 169.01 1.78% -5.48% 5.95% 15.39% 9.90% 1.17
Equity Market Neutral 113.84 0.23% -2.57% -1.27% 3.60% 2.11% -0.09
Event Driven 141.86 2.13% 0.79% 0.23% 10.01% 4.50% 1.39
Fixed Income Arbitrage 105.37 1.19% 0.82% -0.68% 1.44% 4.60% -0.51
Global Macro 123.03 2.38% 5.63% 14.57% 5.82% 5.26% 0.39
Long/Short Equity 140.07 2.05% -1.98% -0.39% 9.63% 6.76% 0.86
Managed Futures 133.54 1.84% 7.65% 11.28% 8.21% 10.39% 0.43
Multi-Strategy 127.81 1.39% -4.10% -3.45% 6.92% 4.32% 0.73
Global Growth Opportunities Basket 133.06 2.09% 0.91% 5.51% 9.59% 5.10% 1.14
Markets Defender Basket
holding the course.
remember, expect it when they least expect it.
s
remember, expect it when they least expect it.
s
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