The Worst Month for Markets Begins, Catch Up On What You Missed On tastylive
By:Ryan Gaynor
This tastylive Market Measures segment reveals key insight about intraday market behavior. Jiajun Zou, a researcher, shared an analysis of 2 million data bars, showing major indices like NASDAQ and S&Ps typically increase in the afternoon, while the VIX declines. The study indicated volume bottoms around 12:55 p.m. However, September and December deviate, showing increased volatility and range-bound trading in contradiction of typical patterns. This comprehensive analysis sets intraday trading expectations and strategies.
On tastylive, Tom Sosnoff and Tony Battista discuss rolling options for better delta exposure, with Sosnoff expressing frustration over his performance and increased volatility (+8.5%). Key long positions in Intel and Boeing underperformed, affecting returns. They highlighted a 14-year study showing call options performed worse than puts in bull markets but emphasized calls' protective benefits in down markets.
Hosts Tom Sosnoff and Chris Vecchio discuss September's historical market volatility, highlighting its notorious status as a bad month for the S&P 500 and NASDAQ, while bonds (ZN, ZB) often perform well. They reflect on major September events, including the 1992 Bank of England crisis, the late 90s bubbles, the 2001 and 2008 crashes, noting September's tendency for systemic risks. Despite historical challenges, they emphasize that market resilience often follows a few months later, urging caution as this September approaches amid emerging market risks.
Ryan Gaynor is a video content specialist at tastylive.
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