Wednesday, September 17, 2014

The Morning Call---Is it still QE forever?

The Morning Call

9/17/14

The Market
           
    Technical

            The indices (DJIA 17131, S&P 1998) got jiggy with it yesterday.  The S&P closed within uptrends across all timeframes; short term (1944-2145), intermediate term (1915-2715) and long term (762-2014); it also finished above its 50 day moving average.  The Dow closed within its short term trading range (16331-17158), its intermediate term trading range (15132-17158), its long term uptrend (5101-18464) and above its 50 day moving average.  Of note, intraday it challenged the upper boundaries of its short and intermediate term trading ranges and failed to hold above them.

            Volume was up slightly (and still at anemic levels); breadth improved.  The VIX declined, closing back below its 50 day moving average (not surprising given the day’s pin action) and within short and intermediate term downtrends.

            Conflicting technical signals (medium):

            The long Treasury fell, finishing near the closest of the potential candidates for the lower boundary of its newly re-set short term trading range.  It remained within its intermediate term trading range and below its 50 day moving average.  Bonds continue to confuse.  One would have thought that if the Fed was going to remain easier, longer (see below), that bond prices would have rallied along with the Averages.  I continue to worry that this is a sign that something is occurring beneath the surface and that I am not smart enough to figure out.

            GLD rose, but still closed below the lower boundary of its short term trading range for the third day.  That confirms the break and re-sets GLD short term trend to down.  The intermediate term trend is already in a downtrend; and it finished below its 50 day moving average.

Bottom line: the Averages popped yesterday on renewed hope of QE forever.  Clearly, the bid under the Market is still there.  On the other hand, there was not enough momentum to push the Dow through the 17158 level (upper boundary of its short and intermediate term trading ranges).  At this point, I am not sure which is more significant.  If we get follow through to the upside, then clearly momentum will remain the driving force.  However, if prices can’t penetrate 17158, then the Dow will setting up a reverse head and shoulders formation.  We will likely have clarity by the close on Friday.

Adding a little murkiness to the technical picture is the pin action in TLT.  I have said too many times that its performance isn’t jiving with that of the stock market.  Unfortunately, I have also said that I have no idea why.  This incongruence will work itself out over time and we will all know the ‘why’.  For the moment, it suggests that the stock boys could be wrong, making this a time for caution for all those heavily invested in equities.

Our strategy remains to Sell stocks that are near or at their Sell Half Range or whose underlying company’s fundamentals have deteriorated.
           
    Fundamental
    
       Headlines

            Yesterday’s US economic news was just so so: August PPI was in line, as was the ex food and energy variant; weekly retail sales were mixed.   Nothing here is disturb our outlook.

            The big news of the day---actually there were two big news events of the day:

(1)   John Hilsenrath, the Fed mouthpiece, commented that the anticipated change in Fed language [suggesting a move up in the date interest rates would start to rise] wasn’t going to happen---although he added that it may be ‘qualified’ in the subsequent Yellen press conference.   Investors clearly focused on the ‘wasn’t going to happen’ part and ignored the ‘qualified’ part.  This development [along with the other item discussed below] rejuvenated the QE forever euphoria.

I am not particularly surprised by this move.  In truth I thought with Europe, Japan and possibly China all slipping into recession that the Fed would almost assuredly slow the tightening process down until it had a better read of the global economy.  So the real surprise for me was all the talk about language changes and moving forward any interest rate increase in the first place. 

Not that I would have complained.  After all, there is plenty of liquidity sloshing around the globe to accommodate any corporate or consumer need if recessionary forces increase.  In fact, as long as the Fed continues to buy Treasuries [which is it], that liquidity continues to grow---it is just growing at a lower rate.  Add in the balls to wall BOJ monetary policy, the enhanced funding scheme of the ECB and the Chinese move to accommodation [see below], the world’s business and consumers have all the money they need IF THEY NEED IT.

So I thought that the tightening move a good one---because I believe that there is no reason to subject the US economy to any additional long term risk of having to unwind what has been a historically unprecedented expansion of the Fed balance sheet.   That said, as you know, I have always maintained that since the QE’s did little to pull the US economy out of recession, that eliminating them would have little negative impact on the economy.  Indeed, I have always believed that the real effect of monetary tightening would be on the Markets not the economy.

And frankly, I think that the Fed agrees.  Hence, I think that the reason that the Fed might be considering delaying bringing its own monetary policy to more normal levels is because it is worried about the Markets not the economy.  Unfortunately, the most likely consequence will be to drive asset prices even higher.

Of course, the corollary to my thinking that tightening would hurt the Markets more than the economy was that the Fed has never, ever been smart enough to transition from easy to tight money successfully.  And I doubt this time will be any different.  So my bottom line here is that if the Fed does slow the transition to a normalized monetary policy, whatever its fears, the most likely outcome that I see is that assets will simply become more mispriced than they already are and consequently when tightening does occur, the fall will be worse than it otherwise would have been.

                  The bumpy road to normalization (short):

(2)   the Bank of China announced an addition to one of its bank lending facilities, in essence, an easing in monetary policy.  As you know, the economic data out of China has not been all that great of late.  This was undoubtedly a response to those poor stats.  That said, [a] Chinese officials have made it clear that they are intent on removing the excessive exuberance from real estate and securities markets {I know that they lie a lot} and [b] a look at how this lending facility has been utilized in the past would suggest that it is not an aggressive expansionary measure---more one suited for fine tuning.  So perhaps this step is less a move to QE and more one of playing defense.

                  Here is a little background on the lending facility itself (medium):

                 Goldman’s take on the latest easing (short):

                What happened after the last Bank of China easing (short)?

Bottom line: the buyers returned with a vengeance yesterday, pushing up not only stocks but also the oil, gold and emerging markets.  That all makes sense, if the bet is an easy Fed, ECB, BOJ and Bank of China.  What doesn’t make sense is a lower TLT.  To be sure, there is a lot of cross currents at work right now (FOMC meeting, actions by other central banks, Scottish secession vote, the hyperventilating over the coming Alibaba offering), making it easy to misread the Market.  The good news is that most of these will be resolved by Friday; so I am not at risk of remaining too confused for too long. 

That said, I am not confused by valuations---which are at historically high levels on multiple methods.  As a result, I believe that a major asset re-pricing is coming; our Portfolios are positioned for that occurrence; but I have no idea when it happens.

My bottom line is that for current prices to hold, it requires a perfect outcome to the numerous problems facing the US and global economies AND investor willingness to accept the compression of future potential returns into current prices.

 I can’t emphasize strongly enough that I believe that the key investment strategy today is to take advantage of the current high prices to sell any stock that has been a disappointment or no longer fits your investment criteria and to trim the holding of any stock that has doubled or more in price.

            Bear in mind, this is not a recommendation to run for the hills.  Our Portfolios are still 55-60% invested and their cash position is a function of individual stocks either hitting their Sell Half Prices or their underlying company failing to meet the requisite minimum financial criteria needed for inclusion in our Universe.
        
            It is a cautionary note not to chase this rally.

            The latest from John Hussman (medium):

            CALPERS exiting hedge funds (medium):

            Third quarter earnings season approaches (short):

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