The Fear & Greed indicators

The higher these indicators stand compared to their historical levels, the more fear there is in the market.

  1. VIX (market volatility).
  2. Put/Call ratio.
  3. Spread between 200-day index moving average and the index itself.
  4. Spread between number of stocks hitting fresh 52-week lows and number of stocks hitting fresh 52-week highs.
  5. Spread between yield of junk bonds and yield of investment grade bonds.
  6. Spread between bond returns and stock returns.
  7. Spread between volume in declining stocks and volume in advancing stocks.