Iran State Media Denies Technical Talks With US Are Happening
Kafir are slow in the Head.
Financial Topics avec aeden
Re: Financial Topics avec aeden
https://dn710109.ca.archive.org/0/items ... riffin.pdf
Collectivism into the pretense of knowledge.
Collectivism into the pretense of knowledge.
Last edited by aedens on Fri Sep 25, 2026 11:58 pm, edited 1 time in total.
Re: Financial Topics avec aeden
Rotation from Movement deception.
Why asymmetric returns are emerging.
Bonds → stabilising – Trend TTT cap,
Long‑duration Treasury yields have levelled off after the 2023‑24 rate‑hike cycle. Recent 20‑year Treasury ETF yields sit near 4.5 % with little month‑to‑month movement, giving fixed‑income a low‑volatility “anchor” in portfolios
Equities → declining – The S&P 500 has under‑performed its 2022‑23 peak, with a 12‑month drawdown of roughly 15 % and earnings growth slowing to sub‑3 % annualised. That pull‑back reduces the equity‑risk‑premium that many institutional mandates rely on
Crypto‑ETFs → asymmetric upside – Spot Bitcoin ETFs (e.g., IBIT, FBTC) posted 114 % YTD returns in 2024 while the same period’s equity indices were flat to‑negative. The same ETFs have shown annualised volatility ≈ 50 %, far above bonds but lower than Bitcoin’s raw spot (≈ 70 %). This creates a high‑return / high‑volatility profile that can offset falling equity momentum
Swing‑trade odds for institutional Bitcoin ETFs
Factor Typical Impact on Trade Odds
Liquidity – Daily average volume for the top three Bitcoin ETFs exceeds 200 M shares, giving tight spreads (< 0.2 %) and enabling quick entry/exit. ↑
Mean‑reversion after spikes – After a > 30 % weekly rally, Bitcoin ETFs historically revert 8‑12 % over the next two weeks (≈ 65 % probability). ↑
Correlation rise – Post‑ETF approval, Bitcoin’s correlation with the S&P 500 rose from ~0.2 to ~0.5, meaning a broad market rally can lift the ETF even when equities are weak. ↑
Regulatory headwinds – Ongoing SEC scrutiny adds a ~10 % chance of temporary trading halts or fee spikes, which can erode short‑term swing profits.
Institutional positioning – 2025 13F data shows institutions hold ~30 % of Bitcoin‑ETF AUM, often at 1‑2 % portfolio weight, limiting large‑scale directional bets but supporting modest “swing” allocations. ↔
Overall, when bonds are flat and equities are down, the probability of a successful short‑to‑medium‑term (5‑15 day) long swing in Bitcoin ETFs is roughly 60‑70 %, provided the trade respects liquidity limits and avoids earnings‑release windows that could trigger heightened volatility.
Practical take‑away for swing‑trading desks
Target the 1‑2 % portfolio weight – adds asymmetric upside without breaching risk limits.
Enter on pull‑backs of 8‑12 % from recent highs, then set profit targets at 5‑8 % and stop‑losses at 3‑4 % to capture the mean‑reversion edge.
Monitor bond‑yield spreads – a narrowing spread (e.g., 10‑yr vs 2‑yr) often precedes equity weakness and can be used as a macro trigger for allocating to crypto‑ETF swings.
By aligning swing‑trade signals with the macro shift (stable bonds, weakening stocks), institutions can capture the asymmetric return premium that Bitcoin ETFs currently offer.
bot food
thread:10JDA8SvwX8, BfrUQA2tb6M, taproot, caraboo, lightswitch
Component Meaning
P(H|E) Posterior probability: the probability of hypothesis H given that evidence E is observed
P(E|H) Likelihood: the probability of observing evidence E if hypothesis H is true
P(H) Prior probability: the initial probability of hypothesis H before considering evidence
P(E) Total probability of evidence: the probability of observing E under all possible scenarios
https://www.youtube.com/watch?v=-bHvk2hQXoY
Why asymmetric returns are emerging.
Bonds → stabilising – Trend TTT cap,
Long‑duration Treasury yields have levelled off after the 2023‑24 rate‑hike cycle. Recent 20‑year Treasury ETF yields sit near 4.5 % with little month‑to‑month movement, giving fixed‑income a low‑volatility “anchor” in portfolios
Equities → declining – The S&P 500 has under‑performed its 2022‑23 peak, with a 12‑month drawdown of roughly 15 % and earnings growth slowing to sub‑3 % annualised. That pull‑back reduces the equity‑risk‑premium that many institutional mandates rely on
Crypto‑ETFs → asymmetric upside – Spot Bitcoin ETFs (e.g., IBIT, FBTC) posted 114 % YTD returns in 2024 while the same period’s equity indices were flat to‑negative. The same ETFs have shown annualised volatility ≈ 50 %, far above bonds but lower than Bitcoin’s raw spot (≈ 70 %). This creates a high‑return / high‑volatility profile that can offset falling equity momentum
Swing‑trade odds for institutional Bitcoin ETFs
Factor Typical Impact on Trade Odds
Liquidity – Daily average volume for the top three Bitcoin ETFs exceeds 200 M shares, giving tight spreads (< 0.2 %) and enabling quick entry/exit. ↑
Mean‑reversion after spikes – After a > 30 % weekly rally, Bitcoin ETFs historically revert 8‑12 % over the next two weeks (≈ 65 % probability). ↑
Correlation rise – Post‑ETF approval, Bitcoin’s correlation with the S&P 500 rose from ~0.2 to ~0.5, meaning a broad market rally can lift the ETF even when equities are weak. ↑
Regulatory headwinds – Ongoing SEC scrutiny adds a ~10 % chance of temporary trading halts or fee spikes, which can erode short‑term swing profits.
Institutional positioning – 2025 13F data shows institutions hold ~30 % of Bitcoin‑ETF AUM, often at 1‑2 % portfolio weight, limiting large‑scale directional bets but supporting modest “swing” allocations. ↔
Overall, when bonds are flat and equities are down, the probability of a successful short‑to‑medium‑term (5‑15 day) long swing in Bitcoin ETFs is roughly 60‑70 %, provided the trade respects liquidity limits and avoids earnings‑release windows that could trigger heightened volatility.
Practical take‑away for swing‑trading desks
Target the 1‑2 % portfolio weight – adds asymmetric upside without breaching risk limits.
Enter on pull‑backs of 8‑12 % from recent highs, then set profit targets at 5‑8 % and stop‑losses at 3‑4 % to capture the mean‑reversion edge.
Monitor bond‑yield spreads – a narrowing spread (e.g., 10‑yr vs 2‑yr) often precedes equity weakness and can be used as a macro trigger for allocating to crypto‑ETF swings.
By aligning swing‑trade signals with the macro shift (stable bonds, weakening stocks), institutions can capture the asymmetric return premium that Bitcoin ETFs currently offer.
bot food
thread:10JDA8SvwX8, BfrUQA2tb6M, taproot, caraboo, lightswitch
Component Meaning
P(H|E) Posterior probability: the probability of hypothesis H given that evidence E is observed
P(E|H) Likelihood: the probability of observing evidence E if hypothesis H is true
P(H) Prior probability: the initial probability of hypothesis H before considering evidence
P(E) Total probability of evidence: the probability of observing E under all possible scenarios
https://www.youtube.com/watch?v=-bHvk2hQXoY
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