Thursday, September 4, 2014

The Morning Call---More global QE = Christmas for the carry trade

The Morning Call

9/4/14

The Market
           
    Technical

            The indices (DJIA 17078, S&P 2000) turned in a mixed performance yesterday (Dow up, S&P down).  The S&P remained in uptrends across all timeframes; short term (1936-2137), intermediate term (1990-2700) and long term (762-2014); it also closed above its 50 day moving average.  The Dow finished 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.  I should note that intraday, the DJIA traded up to the upper boundaries of those trading ranges and sold off.

            Volume was flat; breadth declined.  The VIX rose fractionally, closing within short and intermediate term downtrends and below its 50 day moving average.

            The long Treasury bounced back strongly, finishing within its short term uptrend, intermediate term trading range and above its 50 day moving average.

            GLD bounced but not sufficiently to regain the lower boundary of its developing pennant formation and thereby negated that pattern.  It remains within its short term and intermediate term downtrends and below its 50 day moving average.  This is a sick puppy.

Bottom line: the Averages didn’t do much yesterday.  Part of the reason was confusion at the beginning of the day over events in Ukraine (cease fire, no cease fire) and the rest was mostly waiting to see the results of meetings of both the Bank of Japan and the ECB overnight.  That left the indices out of sync on their short and intermediate term trends.  And as I noted above, the Dow attacked its all-time high and failed.

None of this means that the Averages won’t challenge the upper boundaries of their long term uptrends; it just means that at current lofty valuation levels, the going gets a bit tough.  Nonetheless, while I continue to believe that the Dow will regain harmony with the S&P’s move up, I don’t think that they will confirm a break above the upper boundaries of their long term uptrends.

Our strategy remains to Sell stocks that are near or at their Sell Half Range or whose underlying company’s fundamentals have deteriorated.
           
            Contrarians are starting to like this market (medium):

            September is the weakest time of the year for stocks (short):

            Counterpoint (short):

    Fundamental
 
     Headlines

            Yesterday’s US economic news was mixed to positive: weekly mortgage applications were up, purchase applications were down; weekly retail sales were mixed; July factory orders were quite strong though, ex transportation equipment, they were off; August vehicle sales were well over expectations.  Finally, the most recent Fed Beige Book read pretty much as anticipated.  So if global economic events are going to slip over into the US, it hasn’t started yet.

            Internationally, the EU service PMI fell while the Chinese service PMI was well ahead of estimates.  However, other factors impacted investor sentiment yesterday:

(1) the continuing confusion/turmoil in Ukraine.  Investors woke up yesterday to the news that Ukraine and Russia had reached a cease fire agreement, everyone got jiggy, then the Russians said nyet.  This is part of an ongoing pattern; yet investors bite every time there is good news.  I remain of the opinion that this conflict will be over when Putin decides it is over; and he is not going to do that until he gets what he wants---most likely enough of eastern Ukraine that gives him territorial continuity with Crimea,

(2) the Bank of Japan and ECB met last night.  Many pundits are expecting QE news from both.  If that occurs then stocks are likely to continue higher.  After all QE is fungible---it doesn’t matter who is pumping money into the global banking system, it just matters that someone big is pumping.

Bottom line: yesterday’s economic numbers and the turbulence in Ukraine were all part of the existing investment mosaic; that is, there was nothing new.  The Japanese and EU central bank meeting could bring something new.  The economies of both are a mess.  So investor expectations are that the bankers are sure to do more QE.  In the case of Japanese I am not sure exactly what difference in results that investors are anticipating, since its monetary policy is already ‘all in’---what does going more ‘all in’ accomplish?

The ECB does have more room for maneuver; that is, it has carried on a rather tight monetary policy relative to the rest of the globe for some time.  Of course, it needed to do that given the extraordinary magnitude of its sovereigns’ debts and their financial systems’ leverage.   Pumping more money into the banks simply creates the risk of more leverage and more debt, unless that money gets put to productive uses.  Given the state of the EU economy, that hasn’t happened; and if the US and Japan are any guide, it isn’t likely to happen.  Hence, any new money will simply go into the global carry trade---great for the big banks, hedge funds and algos.  Not good if you are worried that this already crowded trade will only get more so.

***overnight, they did it.  The Bank of Japan stuck to its upbeat economic forecast and planned monetary stimulus; the ECB cut rates on three of its biggest lending facilities and announced QE.

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.

            Sam Zell joins the chorus of the concerned (medium):

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