Global Multi-Asset Investment Strategist, True Insights

Jeroen Blokland

All-round Multi-Asset investor. Former head of a EUR 5 billion multi-asset fund range. Speaker. Charts & Frameworks. Founder of True Insights, a provider of independent investment research, trade ideas & well-diversified portfolios.
https://true-insights.net/

Global Multi-Asset Investment Strategist

ISM Down, Rates Up, Valuation Ballooning; What Could Go Wrong?

MOVE Vs. VIX: Hard Data Showing that Equity Markets Are at Risk!

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Our research helps investors build well-diversified multi-asset portfolios and profit from market developments. In addition, our unique and proven Macro – Sentiment – Valuation (MSV) investment framework ensures a consistent flow of new investment opportunities. Together with our market views, these opportunities will be reflected in our live ETF-based Global Multi-Asset Portfolios.

Cross Asset Strategy

<ul>
<li>The MOVE/VIX ratio has spiked again, surging to above 8, close to a level two standard deviations above average.</li>
<li>Equities have underperformed Treasuries most of the time when the MOVE/VIX ratio exceeds 7.0.</li>
<li>Should the VIX Index rise above 20 from here, the outlook for equities becomes even more unfavorable relative to Treasuries.</li>
</ul>


The MOVE/VIX ratio has spiked again, surging to above 8, close to a level two standard deviations above average.
Equities have underperformed Treasuries most of the time when the MOVE/VIX ratio exceeds 7.0.
Should the VIX Index rise above 20 from here, the outlook for equities becomes even more unfavorable relative to Treasuries.


Chicago Board Options Exchange Volatility Index (VIX INDEX)

Chicago Board Options Exchange Volatility Index

Cross-Asset Volatility: Flashing Red for Equities