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🌍 More market volatility, not less

Chamath's read coming out of the meme-stock episode: the GameStop-style blowups keep recurring because market volatility is structurally rising from here, not settling down.

0 CONVICTION
peaked 37.2 EMBER
DORMANT
band
▲ LONG VIXY
expression · bullish macro
MISS
outcome · R -63.3% · α -77.1%
2022-02-13
window closed

⚖ Why this verdict

fully deterministic — evaluate.py replays this from daily closes; nothing below is editable or hand-set

  1. Window: 2021-02-13 → 2022-02-13 — first mention + 12-month horizon, then the window locks.
  2. The call: ▲ LONG VIXY (primary play). VIXY fell 63.3% over the window → direction-adjusted R = -63.3% (the call lost money).
  3. Benchmark: holding SPY over the same window returned +13.8%α = -63.3 − (+13.8) = -77.1% — what this call made or lost against just owning the index. This is the number the verdict uses.
  4. Rule fired:
    · HIT — R ≥ +10% AND α ≥ +5
    · PARTIAL — R ≥ +5% OR α ≥ 0
    ▶ MISS — everything else
  5. Credit: supporters of a MISS earn 0 each, opposers the inverse — this feeds the scoreboard weights. supported: Chamath

Conviction timeline

bands: green ≥ 65 · watch ≥ 45 · ember ≥ 15

Plays vs SPY · % since first mention (2021-02-13)

Plays

expressionsymbolkindrelevancerationale
▲ LONG VIXYetf PRIMARY cleanest listed long-vol vehicle in Feb 2021; note roll decay means the trade can lose even if realized vol rises
▲ LONG VXXetf adjacent the other short-term VIX futures vehicle, same contango drag

Mention log

Chamath
Chamath macro w=1.06 · n=47 · E22 (2021-02-13) · explicit_prediction · strength 2 ▶ 41:38 SUPPORT
“Because I think this is the third time these issues have come up. It's probably not going to be the last. Because there's going to be more market volatility, not less.”
Chamath
Chamath macro w=1.06 · n=47 · E54 (2021-11-06) · sentiment · strength 1 ▶ 14:41 SUPPORT · horizon 48mo
“The question is, what do you short against it, so that you can take up the market volatility and you can play spread? ... That's a spread trade that over the next four or five years, where if you expect a lot of market volatility, it makes sense to maybe put some of this kind of stuff on.”

Who built this conviction

each voice's total force on the score — supports and opposes from every mention, weighted exactly as the replay applied them · share = % of all mention-driven movement

Chamath
Chamath w=1.06
2 scoring events · 100% of moves
+48.6 → net +48.6

⏳ decay drained -35.5 over the idea's life — that's time passing, attributed to no one

Score events

episodekindΔafternote
E22 2021-02-13 init +37.2 37.2 E22 born by Chamath (explicit_prediction x2) [w=1.06]
E23 2021-02-20 decay -1.5 35.7 E23 silent
E24 2021-03-06 decay -1.4 34.3 E24 silent
E25 2021-03-13 decay -1.4 32.9 E25 silent
E26 2021-03-20 decay -1.3 31.6 E26 silent
E27 2021-03-27 decay -1.3 30.4 E27 silent
E28 2021-04-01 decay -1.2 29.1 E28 silent
E29 2021-04-17 decay -1.2 28.0 E29 silent
E30 2021-04-23 decay -1.1 26.9 E30 silent
E31 2021-05-01 decay -1.1 25.8 E31 silent
E32 2021-05-13 decay -1.0 24.8 E32 silent
E33 2021-05-22 decay -1.0 23.8 E33 silent
E34 2021-05-31 decay -1.0 22.8 E34 silent
E35 2021-06-13 decay -0.9 21.9 E35 silent
E36 2021-06-18 decay -0.9 21.0 E36 silent
E37 2021-06-25 decay -0.8 20.2 E37 silent
E38 2021-07-03 decay -0.8 19.4 E38 silent
E39 2021-07-09 decay -0.8 18.6 E39 silent
E40 2021-07-16 decay -0.7 17.9 E40 silent
E41 2021-07-23 decay -0.7 17.1 E41 silent
E42 2021-07-30 decay -0.7 16.5 E42 silent
E43 2021-08-06 decay -0.7 15.8 E43 silent
E44 2021-08-28 decay -0.6 15.2 E44 silent
E45 2021-09-04 decay -0.6 14.6 E45 silent
E46 2021-09-14 decay -0.6 14.0 E46 silent
E47 2021-09-18 decay -0.6 13.4 E47 silent
E49 2021-10-02 decay -0.5 12.9 E49 silent
E50 2021-10-09 decay -0.5 12.4 E50 silent
E51 2021-10-16 decay -0.5 11.9 E51 silent
E52 2021-10-23 decay -0.5 11.4 E52 silent
E53 2021-10-30 decay -0.5 10.9 E53 silent
E54 2021-11-06 reinforce +11.4 22.3 E54 Chamath support x1 [w=1.06]
E55 2021-11-13 decay -0.9 21.4 E55 silent
E56 2021-11-20 decay -0.9 20.6 E56 silent
E57 2021-12-04 decay -0.8 19.7 E57 silent
E58 2021-12-11 decay -0.8 18.9 E58 silent
E59 2021-12-17 decay -0.8 18.2 E59 silent
E60 2021-12-23 decay -0.7 17.5 E60 silent
E61 2021-12-29 decay -0.7 16.8 E61 silent
E62 2022-01-08 decay -0.7 16.1 E62 silent
E63 2022-01-15 decay -0.6 15.5 E63 silent
E64 2022-01-22 decay -0.6 14.8 E64 silent
E65 2022-01-29 decay -0.6 14.2 E65 silent
E66 2022-02-05 decay -0.6 13.7 E66 silent
E67 2022-02-12 decay -0.5 13.1 E67 silent