Pan-Asia Tactical Market Calls (Quant-Driven), MRM Research

Nico Rosti

Pan-Asia Tactical Market Calls (Quant-Driven)

MRM Research

Quantitative Research

Equity Derivatives

<ul>
<li>As <a href="https://www.smartkarma.com/insights/s-p-asx-200-profit-targets-after-sep-25-rebalance-methodology-finalized" target="_blank" rel="noopener">previously forecasted</a>, the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> ended its rally at the end of August/early September.</li>
<li>The index has corrected for the past 3 weeks and is now very oversold according to our models.</li>
<li>In the last 3 days the index has been showing some momentum, this insight will try to target potential profit targets for the next 2-3 weeks.</li>
</ul>


As previously forecasted, the S&amp;P/ASX 200 (AS51 INDEX) ended its rally at the end of August/early September.
The index has corrected for the past 3 weeks and is now very oversold according to our models.
In the last 3 days the index has been showing some momentum, this insight will try to target potential profit targets for the next 2-3 weeks.


S&P/ASX 200 Tactical Outlook: Rally Is Restarting

Derivatives and Quantitative Strategist

Gaudenz Schneider

Event-Driven

<ul>
<li>The Reserve Bank of Australia (RBA) meets on Tuesday, 30 September 2025, with a rate decision due at 14:30h AEST. 
</li>
<li>
Highlights: Consensus is firmly for a hold (96% probability), but surprise cuts have historically doubled the market’s typical daily move. Sector impacts—banks vs. resources—closely examined.</li>
<li>
Why Read: An actionable roadmap to sector sensitivities, highlighting bank and resource ETFs as tactical vehicles if the RBA deviates from expectations.</li>
</ul>


The Reserve Bank of Australia (RBA) meets on Tuesday, 30 September 2025, with a rate decision due at 14:30h AEST. 


Highlights: Consensus is firmly for a hold (96% probability), but surprise cuts have historically doubled the market’s typical daily move. Sector impacts—banks vs. resources—closely examined.

Why Read: An actionable roadmap to sector sensitivities, highlighting bank and resource ETFs as tactical vehicles if the RBA deviates from expectations.


RBA Rate Watch: Navigating ASX 200, Banks, and Resources

Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

Quantitative Analysis

<ul>
<li>Buy the Dip is everywhere in market commentary and is widely used as shorthand for price action, often without a clear or consistent definition.</li>
<li>We examine possible definitions and return metrics from acting on those definitions across major markets.</li>
<li>Surprising and distinct trends emerge from the data and help explain the prevalence of Buy the Dip themed commentary.</li>
</ul>


Buy the Dip is everywhere in market commentary and is widely used as shorthand for price action, often without a clear or consistent definition.
We examine possible definitions and return metrics from acting on those definitions across major markets.
Surprising and distinct trends emerge from the data and help explain the prevalence of Buy the Dip themed commentary.


Buying the Dip: What It Means and How It Has Played Out Across Macro Markets

<ul>
<li>In our <a href="https://www.smartkarma.com/insights/s-p-asx-200-profit-targets-after-sep-25-rebalance-methodology-finalized" target="_blank" rel="noopener">latest ASX200 insight, posted on Aug 22nd</a>, we wrote: "The index could rally one more week (next week), that should be the end of this rally". </li>
<li>
The rally ended last week, as predicted: the <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> is falling this week,  it has already reached OVERSOLD support levels according to our model.</li>
<li>
Attached you can find an Excel file with all the data (key supp/res level with probabilities, check row # 12), our new forecast in detailed in the insight.</li>
</ul>


In our latest ASX200 insight, posted on Aug 22nd, we wrote: "The index could rally one more week (next week), that should be the end of this rally". 

The rally ended last week, as predicted: the S&amp;P/ASX 200 (AS51 INDEX) is falling this week,  it has already reached OVERSOLD support levels according to our model.

Attached you can find an Excel file with all the data (key supp/res level with probabilities, check row # 12), our new forecast in detailed in the insight.


S&P/ASX 200 Tactical Outlook Ahead of Sep-25 Rebalance

<ul>
<li>As reported by <a href="https://www.smartkarma.com/profiles/brian-freitas" target="_blank" data-smartkarma-citation="accounts:4091" rel="noopener">Brian Freitas</a> , 2 days ago S&amp;P DJI confirmed that the proposals in the market consultation will be implemented at the September 25 rebalance. Details <a href="https://www.smartkarma.com/insights/s-p-asx-index-rebalance-preview-sep-25-potential-changes-if-methodology-is-updated" target="_blank" rel="noopener">here</a>.</li>
<li>The <a href="https://www.smartkarma.com/entities/s-p-asx-200" target="_blank" data-smartkarma-citation="entities:22901:1" rel="noopener">S&amp;P/ASX 200 (AS51 INDEX)</a> is currently OVERBOUGHT according to our models: the index reached an 83% probability of reversal at the intraweek high (9025). Incoming pullback.</li>
<li>
The index could rally one more week (next week), that should be the end of this rally (short-term forecast), but could also pull back this week, checkour modelkey-supports.</li>
</ul>


As reported by Brian Freitas , 2 days ago S&amp;P DJI confirmed that the proposals in the market consultation will be implemented at the September 25 rebalance. Details here.
The S&amp;P/ASX 200 (AS51 INDEX) is currently OVERBOUGHT according to our models: the index reached an 83% probability of reversal at the intraweek high (9025). Incoming pullback.

The index could rally one more week (next week), that should be the end of this rally (short-term forecast), but could also pull back this week, checkour modelkey-supports.


S&P/ASX 200: Profit Targets After Sep-25 Rebalance Methodology Finalized

Australia

The S&P/ASX 200 measures the performance of the 200 largest index-eligible stocks listed on the ASX by float-adjusted market capitalization. Representative liquid and tradable, it is widely considered Australia's preeminent benchmark index. The index is float-adjusted. The index was launched in April 2000.

S&P/ASX 200 (AS51 INDEX)

S&P/ASX 200 Tactical Outlook: Rally Is Restarting

After 3 weeks down the S&P/ASX 200 (AS51 INDEX) has restarted its uptrend, last week. Currently in its second week up, not overbought at the...

Nico Rosti

RBA Rate Watch: Navigating ASX 200, Banks, and Resources

30 September 2025 – RBA Rate Decision: Consensus points to a hold, but a surprise cut could shake markets. Key sectors—banks and resources—are...

Gaudenz Schneider

Buying the Dip: What It Means and How It Has Played Out Across Macro Markets

An examination of how Buy the Dip can be defined, how often it appears and what the data show when those definitions are applied across major macro...

John Ley

S&P/ASX 200 Tactical Outlook Ahead of Sep-25 Rebalance

As predicted on Aug 22, the ASX200 rally ended last Friday: index falling this week, already reached our model's oversold support levels. Read new...

Nico Rosti

S&P/ASX 200: Profit Targets After Sep-25 Rebalance Methodology Finalized

S&P DJI confirmed proposals for ASX 200 rebalance on Sept 25, the index is currently overbought according to our models. Next week: pullback, or...

Nico Rosti

S&P/ASX 200 Tactical Outlook: Rally Is Restarting

After 3 weeks down the S&P/ASX 200 (AS51 INDEX) has restarted its uptrend, last week. Currently in its second week up, not overbought at the...

Nico Rosti

RBA Rate Watch: Navigating ASX 200, Banks, and Resources

30 September 2025 – RBA Rate Decision: Consensus points to a hold, but a surprise cut could shake markets. Key sectors—banks and resources—are...

Gaudenz Schneider

Buying the Dip: What It Means and How It Has Played Out Across Macro Markets

An examination of how Buy the Dip can be defined, how often it appears and what the data show when those definitions are applied across major macro...

John Ley

S&P/ASX 200 Tactical Outlook Ahead of Sep-25 Rebalance

As predicted ​on Aug 22, the ASX200 rally ended last Friday: index falling this week, already reached our model's oversold support levels. Read new...

Nico Rosti

S&P/ASX 200: Profit Targets After Sep-25 Rebalance Methodology Finalized

​S&P DJI confirmed proposals for ASX 200 rebalance on Sept 25, the index is currently overbought according to our models. Next week: pullback, or...

Nico Rosti

As predicted on Aug 22, the ASX200 rally ended last Friday: index falling this week, already reached our model's oversold support levels. Read new...

S&P DJI confirmed proposals for ASX 200 rebalance on Sept 25, the index is currently overbought according to our models. Next week: pullback, or...