IMUGENE CHART. TA only, page-30866

fully agree @slick that positions are being taking to compensate booked exposure. join me for a minute though as i remove myself from reality - which happens often i am told, and disassociate from a mainstream bias which assume all hedges are short and signals of adversity in motion. is it possible that what if we are witnessing is a situation where the historically more dominate short hedges are exiting the market and being replaced by the lesser dominate by volume long hedges? imo this could this go a way to explain the minimal volatility and slow and steady decline over the last 3 months. imo this could go a way to explain some of the action that takes place during the auction period. is it possible that we are experiencing is the transitional stage of a development company as it moves away from a speculative investment to a more liquid asset? just a theory from someone who likes to investigate subtle tells and outliers in data streams. purely me hypothesising. could be wrong though. often am.