Elio Asset Management
Bio
Elio Asset Management delivers research-led, risk-disciplined portfolio perspectives for Mexico’s market. Focused on multi-asset allocation, systematic monitoring, and clear decision frameworks built to navigate real-world volatility.
Stories (3)
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Participation vs Concentration After a Soft Close — Elio Asset Management. AI-Generated.
A small index move can hide a meaningful internal shift. After the Jan 13 close, the S&P 500 finished slightly lower, but the more informative signal sat underneath the surface: participation was uneven. NYSE breadth leaned modestly positive while Nasdaq breadth skewed negative, and volatility pricing firmed. That mix often describes dispersion—some parts of the market holding up while other parts quietly weaken—rather than a clean “risk-on” or “risk-off” regime.
By Elio Asset Management23 days ago in Trader
When Low Volatility Still Hurts: Drawdown Geometry at Work — Elio Asset Management. AI-Generated.
Markets often get summarized by a single number: volatility. When that number is low, conditions get labeled “stable.” But stability is not a guarantee about how losses arrive. The shape of a drawdown—its geometry—can determine whether a portfolio absorbs stress smoothly or suffers disproportionate damage even when the headline volatility level looks benign.
By Elio Asset Management26 days ago in Trader
When VIX Looks Calm but Liquidity Gets Expensive — Elio Asset Management. AI-Generated.
VIX closed at 15.69, a level many people read as “quiet markets.” Quiet, however, is a statement about option pricing—what investors are paying for insurance—not a guarantee that markets are easy to trade. Liquidity is different: it’s the cost of changing exposure when conditions shift. And that cost can rise while volatility stays low.
By Elio Asset Management28 days ago in Trader
