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Wall Street surges 2 percent on Greek bank deal; trade thin – RSI likes volatility August 29, 2011

Posted by Marlowe Cassetti in VXZ, ZROZ.
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Stocks soared more than 2 percent in a broad rally on Monday as a merger between two big Greek banks provided a rare bit of encouraging news out of debt-stricken Europe.

A rebound in consumer spending calmed fears of a new U.S. recession and also helped lift all 10 S&P sectors. Only five S&P stocks ended in negative territory while the CBOE Volatility index .VIX, a measure of investor fear, lost 9.3 percent. But volume was low, amplifying the surge in shares.

The Dow Jones industrial average .DJI was up 254.71 points, or 2.26 percent, at 11,539.25. The Standard & Poor’s 500 Index .SPX was up 33.28 points, or 2.83 percent, at 1,210.08. The Nasdaq Composite Index .IXIC was up 82.26 points, or 3.32 percent, at 2,562.11. (commentary & photo courtesy of Reuters)

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A great day  in the equity markets translated into a small loss for the RSI portfolio. Especially hard hit was the position in PIMCO Zeros (ZROZ) that was down –2.65%.

Today RSI has the following buy recommendation:

  • Buy 205 shares iPath S&P 500 VIX Mid-Term Futures ETN (VXZ) Volatility = 9.75%

This is a bet on the market volatility increases and it is a high volatility fund. This could be a wild ride, so use great care with this ETN. For the month of August VXZ has been on a tear. It took a –2.47% dip today and RSI is thinking this will be continuing higher. Look for a buying opportunity on VXZ.

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Have a great day and I’ll catch you later.

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