Friday, March 18, 2016

The Morning Call--Party like 1969

The Morning Call

3/18/16

The Market
         
    Technical

The indices (DJIA 17481, S&P 2040) had another QE euphoria day on improved breadth though volume was flat.  The VIX (14.39) fell 4%, remaining within a very short term downtrend and nearing the lower boundary of its short term trading range (12.75).  

The Dow closed [a] above its 100 day moving average, now support, [b] above its 200 day moving average, now support, [c] above the upper boundary of a short term downtrend {16620-17351}; if it remains there through the close on Monday, it will reset to a trading range, [c] in an intermediate term trading range {15842-18295} and [d] in a long term uptrend {5471-19343}.

The S&P finished [a] above its 100 day moving average, now support, [b] above its 200 day moving average for a second day, now resistance; if it remains there through the close next Monday, it will revert to support, [c] within a short term trading range {1867-2104}, [d] in an intermediate term trading range {1867-2134} and [e] in a long term uptrend {800-2161}. 

The long Treasury continued to drift higher, but remained in a very short term downtrend.  It continues to be a very modest performance versus other sectors of the fixed income market, indicating risk-on and not surprising given the stock market’s performance.

GLD declined fractionally, closing again above the lower boundary of a very short term uptrend which it broke Tuesday.  I am leaving that call on hold and awaiting follow through in either direction.  In the meantime, it remains well above the lower boundary of its short term uptrend, as well as its 100 moving average. 

Bottom line: apparently, every day is Christmas in this new supercharged QE world.  Despite modest volume and less than conclusive breadth, resistance levels continue to be taken out.  So the assumption has to be that momentum continues to the upside.  The next targets are the upper boundaries of the indices’ intermediate term trading ranges which are within a couple of percent from current price levels.  So I am also assuming that they are highly likely to be challenged. 

 At the risk of appearing pig headed, I still believe the technical internals not to mention the fundamentals argue that the bull market is likely over and that mean reversion is the principal risk right now.
           
           
    Fundamental

       Headlines

            Yesterday’s US economic data came in mixed: pluses---weekly jobless claims and the Philly Fed manufacturing index; negatives: fourth quarter US trade deficit and the February leading economic indicators.  There is only datapoint today; which means that this week is back into the negative column. 

            Overseas, the story was the same: February Japanese exports and imports were atrocious, the Swiss National Bank lowered its inflation expectation and the Bank of Norway pushed rates lower and said that it expects to do more.

            Bottom line: none of this matters now because investors are still celebrating the universal capitulation of central banks to the high priest of QE.   I like a party as much as anyone; so it makes no sense to try to get in the way of this one.  But when it is over, (1) the globe will still be at or near recession and (2) if this new, industrial sized QE performs as its predecessors, then it will do nothing to solve (1).  The only difference is that equity valuations will be higher.

In my opinion, the current rally represents an excellent opportunity to raise cash reserves by selling either a portion of your profitable investments and/or sell your losers.

            Stockman on the Yellen news conference (medium):

            One more (medium and a must read):

       Investing for Survival
   
            The dilemma of too much choice.

    News on Stocks in Our Portfolios
 
·         Tiffany (NYSE:TIF): Q4 EPS of $1.46 beats by $0.05.
·         Revenue of $1.21B (-6.2% Y/Y) misses by $10M.

Economics

   This Week’s Data

            The February leading economic indicators rose 0.1% versus estimates of up 0.2%.

   Other

            Update on the Baltic Dry Index (short):

Politics

  Domestic

  International War Against Radical Islam


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