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the S&P500-Gold Ratio | Asset-Specific Analysis | Aug 28 2019


VanAurum Analysis

VanAurum has identified a significant relationship between this signal and one or more of the 2-week, 2-month, or 6-month returns for at least one asset. These are shown below, along with the analytics for each:


GOLD_D
126-day returns for Gold where the S&P500-Gold Ratio's VaiSi 20-day moving average has been less than or equal to 0.068499999999997
Signal: -10.45

SILVER_D
42-day returns for Silver where the S&P500-Gold Ratio's 40-day relative strength index has been less than or equal to 38.0
Signal: -8.05

SPX_D
126-day returns for the S&P 500 Index where the S&P500-Gold Ratio's VaiSi 20-day moving average has been less than or equal to 0.068499999999997
Signal: 7.43


20 indicators at extremes




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Market Extremes | the S&P500-Gold Ratio


Below is a table of market indicators for the S&P500-Gold Ratio that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
425143 08/28/2019 RATIO_SPX_GOLD_D BOPMA1 0.577108047451106 -38.3735830464917
425144 08/28/2019 RATIO_SPX_GOLD_D BOPMA2 1.1555745773593 -18.3819717168967
425145 08/28/2019 RATIO_SPX_GOLD_D BOPMA4 2.54182754182754 -7.70587559816694
425134 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL125 2.68311154387104 -0.0857790334855379
425135 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL130 2.44641697337086 -0.0956669313660291
425136 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL135 2.38275750027077 -0.10061915307137
425137 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL140 2.26484612050282 -0.104446862972002
425138 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL145 2.15764935487369 -0.105839532184516
425139 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL150 2.23475808201345 -0.100294952046848
425140 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL155 2.23597091066971 -0.100549511380036
425141 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL160 2.3892267593397 -0.0926693651909682
425142 08/28/2019 RATIO_SPX_GOLD_D PROXTOBOLL165 2.85776377268282 -0.07253558947919
425125 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS125 2.99210042203225 3.0
425126 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS130 2.93958423559983 3.0
425127 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS135 2.94659300184162 3.0
425128 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS140 2.95902883156297 3.0
425129 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS145 2.92267649929509 3.0
425130 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS150 2.88628472222222 3.0
425131 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS155 2.849853436109 3.0
425132 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS160 2.81338257658049 3.0
425133 08/28/2019 RATIO_SPX_GOLD_D SLOWSTOCHS165 2.78774046299315 3.0
425123 08/28/2019 RATIO_SPX_GOLD_D VAISI_20DMA 1.73922800718133 0.057499999999997