Financial Crisis 2023

Firstly,

September 2007 - Lehman Brothers collapse
March 2023 - Silicon Valley Bank collapse

Asset correlations (bottom pane):
  • Gold ( red ) - on a slow rise in 2007, same as today
  • Dollar strength ( blue ) - bearish in 2007, same as today
  • Nasdaq (orange) - bearish in 2007, same as today


Indicators' inference:

  • The top pane shows a logarithmic version of an indicator called MACD leader (zero lag). 2006 - 2007 and 2022 - 2023 have so far been the only years which produce inconclusive monthly signals since 1988.

  • The middle pane's aim is to signal simultaneous movements of securities and spread graph equations. Each line represents the correlation coefficient between the main chart and a financial instrument. Spread graphs attempt to illustrate peaks in inflows/outflows from equities --> safe heavens through correlation.


Similar to spread graph equations, the idea of accounting for the movement of capital to different assets was applied to make the main chart:
TVC:IXIC*10000000*((TVC:US30Y-TVC:US10Y+TVC:US10Y-TVC:US02Y+5)*TVC:GOLD)^-1

Finally,

Current Retest(D):
snapshot

Same chart - Longer Period (3M):
snapshot


Feel free to drop a question. Thanks for your time!
2008bondsBTCChart PatternscrashcrisisDXYTechnical IndicatorsNasdaq Composite Index CFDshortSPX (S&P 500 Index)Trend Analysis

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