Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile
Midnight_Sun_Trading

@midnigh_trading

Outperforming the S&P during all market regimes with less volatility, no leverage, and no hidden tail risk

Former family office trader

ID: 1915031175078236160

calendar_today23-04-2025 13:13:25

6 Tweet

16 Followers

104 Following

Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile Photo

From a seasonality standpoint, S&P realized vol tends to bottom this week. My S&P Intermarket system is still in the max long position it has been in since early June, however, I think buying some Sep vol is a good idea here

From a seasonality standpoint, S&P realized vol tends to bottom this week.  My S&P Intermarket system is still in the max long position it has been in since early June, however, I think buying some Sep vol is a good idea here
Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile Photo

Intermarket Portfolio dropped to a 50% S&P allocation at the close yesterday. The model had been max long since early June. In the discretionary book I put on downside flies in SPY and QQQ. Some people are too smart to accept that seasonality is a real thing

Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile Photo

Portfolio is still show a 3 (4 = max bullish 0 = max bearish). Discretionary hedges I put on via options have lost but overall port is at a new hwm

Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile Photo

Intermarket rotation signal moved out of the 200% max long it's had on for most of the last 4 months into a 100% long now. Considering these next 5 days are the worst days of the year for SP returns I'm expecting to lose money in the near term but I just follow the model

Midnight_Sun_Trading (@midnigh_trading) 's Twitter Profile Photo

Don't have a trade on here as it's not really my thing but can anyone explain what the fundamental driver of the divergence here? Typically REITs outperform the equally weighted index when long term interest rates are declining and vice versa.

Don't have a trade on here as it's not really my thing but can anyone explain what the fundamental driver of the divergence here?  Typically REITs outperform the equally weighted index when long term interest rates are declining and vice versa.