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

Sentiment Strengthens, While Fundamentals Fade

Systematic Macro Investors Represent USD 300 Billion in Selling Pressure!

Weekly Market Monitor (17) - Banking Anxiety – Back with a Vengeance!

Build Well-Diversified Multi-Asset Portfolios

True Insights

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 to its highest level since 2005.</li>
<li>When high MOVE/VIX ratio levels are driven predominantly by an increase in Treasury market volatility, things look ugly for equities.</li>
<li>When the MOVE/VIX ratio tops 7.0, driven by an elevated MOVE Index, US equities have underperformed US Treasuries by almost 6% in the next three months.</li>
</ul>


The MOVE/VIX ratio has spiked to its highest level since 2005.
When high MOVE/VIX ratio levels are driven predominantly by an increase in Treasury market volatility, things look ugly for equities.
When the MOVE/VIX ratio tops 7.0, driven by an elevated MOVE Index, US equities have underperformed US Treasuries by almost 6% in the next three months.


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