Wednesday, September 10, 2014

The Morning Call--Unusual pin action in the bond market

The Morning Call

9/10/14

The Market
           
    Technical

            The indices (DJIA 17013, S&P 1988) were off yesterday; but no technical damage was done.  The S&P remained in uptrends across all timeframes; short term (1941-2142), intermediate term (1904-2704) 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. 

            Volume rose slightly; breadth was negative.  The VIX jumped.  While it closed well within its short and intermediate term downtrends, it ended above the 50 day moving average.  I am not going to read a lot into that trend break for the time being.  It will take some serious follow through to the upside as well as a hint that the short and intermediate downtrends are going to be challenged before it carries much meaning.

            The long Treasury slipped again but finished within its short term uptrend and intermediate term trading range as well as above its 50 day moving average.  That said, other sectors of the US fixed income market as well as foreign debt markets are getting whacked.  I am a little unsure of the ‘why’ of this divergence.  A possible explanation would be that the Treasury is still acting as a safe haven while global inflation expectations or geopolitical risks are rising.  I am not saying that is the reason; I am saying that I am not sure but it is a possible cause; and more important, I would like more information.

            GLD was up but remained within its short term trading range, its intermediate term downtrend and below its 50 day moving average.

Bottom line: while the Averages remain out of sync and the Dow has been unable to successfully challenge the upper boundaries of its short and intermediate term trading ranges, I don’t think it likely that yesterday’s pin action is any kind of precursor to dramatically lower prices.  After all, stocks have been on a one month run; so it is time for a rest. 

I do think it possible that the odd bond market behavior of the last two days may be anticipating some negative sequence of events.  But it is way too soon to even know what that negative sequence of events may be or if indeed this pin action means anything.

So I am sticking with my outlook: (1) the Dow breaks above 17158 and re-sets to short and intermediate term uptrends, (2) both of the Averages have a difficult, and perhaps an impossible, time successfully challenging the upper boundaries of their long term uptrends, (3) with some probability that they do break above those barriers but not by much. 

Our strategy remains to Sell stocks that are near or at their Sell Half Range or whose underlying company’s fundamentals have deteriorated.
           
            Stock buybacks fell significantly in the second quarter (short):

    Fundamental
    
     Headlines

            There was very little US economic news yesterday: the NFIB small business optimism index came in roughly as anticipated and weekly retail sales were a plus.  These datapoints support our forecast, but not by much.

            Aside from low level nagging worries about the EU/Russian sanctions standoff and discomfort over a Scottish secession from the UK, there were few headlines from overseas.  However, the media chatter was focused on these two situations; so that may be the excuse used to account for yesterday’s sell off.
           
            Here are the more important discussions of the above that I saw:

            More on the UK/Scottish secession problem (medium):

            The latest on the EU sanctions against Russia (short):

            And Russia’s response (medium):

     ***overnight, France announced that this fiscal year’s budget deficit would considerably exceed EU guidelines.

Bottom line: there was nothing new out there that would have spawned yesterday’s selloff.  That said, given the present high valuation level of equities, it shouldn’t take much to cause worse.  But, as you well know, I have been beating that horse long enough to know that fundamentals are of secondary importance right now.  The only thing that counts is investors’ seemingly unassailable belief that prices are going higher.   Somewhere out there is an event, a number, something that will change this attitude.  But until it occurs, the ‘buy the dippers’ will simply use days like yesterday to up their equity positions.

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.

If you think CAPE lacks as a valuation metric, try another (short):

            Everyone screws up (short):

            Update on macro markets risk index (short):


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