Market Internal Model Quiz

What year was market internal model officially launched?

• 2014

• 2017

• 2018

• 2020

When 2M intraday recovery @ 35, what does it mean? 

• Always Bullish

• Always Bearish

• Bullish if driven by short squeeze

• Bearish if driven by short squeeze

If the 24-hour excess flow post FOMC is $50 bil of buy flow, what is its market signal?

• Not enough information to determine

• Bullish

• Bearish

• Doesn't Matter

When VIX cross asset rank @ 95%, which trade has the best back test result?

• Long VIX Upside

• Long VIX Downside

• Long SPX Downside

• Long SPX Upside

Which market signal has the best back test result in the long run?

• Intraday Recovery Score

• VIX Cross Asset Rank

• Excess Flow

• Capitulation Signal

Based on historical seasonality since 1998 excluding year with bearish recovery score, which month has the strong SPX return?

• January

• October

• November

• December

Which strategy rebalance has the most immediate impact to equities?

• Risk Control

• CTA

• Risk Parity

• Leveraged/Inverse ETPs

Which strategy rebalance typically has the longest lasting impact to equities?

• Risk Control

• CTA

• Risk Parity

• Leveraged/Inverse ETPs

What parameters are used in Risk Parity rebalance?

• Volatility

• Volatility + Correlation

• Volatility + Momentum

• Volatility + Correlation + Momentum

When CTA fund is max long an asset, which of the below condition is bearish?

• If 5 sell triggers within -2%

• If 5 sell triggers within -2% or 2 short-term sell triggers within -2%

• If 5 sell triggers within -2% or 2 long-term sell triggers within -2%

• All 3 conditions