Friday, October 14, 2016

The Morning Call--Inflection point?

The Morning Call

10/14/16

This weekend is my annual pledge class reunion.  I leave for Norman shortly and return Sunday.  No Closing Bell.  Go Sooners.

The Market
         
    Technical

Yesterday, the indices (DJIA 18098, S&P 2132) slipped. Volume was up slightly; breadth negative.  The VIX up another 5%, closing above its 100 day moving average (support; the moving average I have been mistakenly discussing in the prior narratives has been the 200 day moving average….duh), broke above its 200 day moving average (now resistance; if it remains there through the close next Tuesday, it will revert to support); but it finished in a short term downtrend.  It is still in a very short term uptrend.  So this chart is getting more negative for stocks. 

The Dow ended [a] below its 100 day moving average for the third day, reverting to resistance, [b] above its 200 day moving average, now support, [c] below the lower boundary of its short term uptrend for the third day, resetting to a trading range {17092-18693}, [c] in an intermediate term uptrend {11503-24348} and [d] in a long term uptrend {5541-19431}.

The S&P finished [a] below its 100 day moving average for the third day, reverting to resistance, [b] above its 200 day moving average, now support, [c] below the lower boundary of its short term uptrend for the third day, resetting to a trading range {1995-2193}, [d] in an intermediate uptrend {1960-2562} and [e] in a long term uptrend {862-2400}. 

The long Treasury was up fractionally, but still closed below its 100 day moving average (resistance), below a third Fibonacci level and within a very short term downtrend. It remained within short term, intermediate term and long term uptrends.  TLT’s chart is still healthy but getting less so.

GLD also rose, but ended below a key Fibonacci level, below its 100 day moving average (resistance), in a short term downtrend and below its 200 day moving average for the third day (if it remains there through the close today, it will revert to resistance).  This chart gets uglier.

Bottom line: the Averages couldn’t regain their 100 day moving averages (reverting to resistance) and the lower boundaries of their short term uptrends (resetting to trading ranges)---indicating a loss of upside momentum.  On the other hand, there has been little follow through to Tuesday’s initial challenge of the aforementioned support levels---so it is unclear just how much support has been loss for stocks.  Likewise, TLT and GLD have stabilized, at least temporarily.  As I said yesterday, it seems like the technical action in all these Markets is suggesting an inflection point.   If that is so, unfortunately, I have no clue which direction prices will break.

    Fundamental

       Headlines

            It was another slow day for economic releases.  In the US, weekly jobless claims were slightly better than expected and September import and export prices were mixed.  Overseas, the news was not good---September Chinese trade numbers were lousy.  Given the importance of the Chinese economy to global activity, these were not welcome stats.

            ***overnight, September Chinese PPI and CPI were ahead forecasts.  Global equity markets are up (bonds and gold are down) on the thesis that this shows the risk of recession is decreasing in China.  But remember weak foreign economic data was one of the big excuses the Fed used to justify not raising rates.  Presumably better global data means a higher probability of a December rate hike. 

            Recession fatigue---fatigue (medium and today’s must read):

Bottom line: I think that the poor pin action of the last couple of weeks reflects that investors are having trouble weighing the relative importance of a number of potentially significant economic factors (1) a prospective December Fed rate hike, (2) a softening in attitude toward monetary normalization by the ECB and BOJ, (3) a weakening global economy, (4) a possible poor third quarter earnings season, (5) the effects of a 2017 Brexit and (6) the magnitude of any OPEC production cut.  Plus, the somewhat chaotic US political environment probably doesn’t help.  Clarity will ultimately occur and with it a better sense of Market direction.  Until that happens, patience is important.  That said, it is not too late to take some money off the table.

            Mohamed El Erian on the Fed minutes (medium):

            For the bulls (medium):

            My thought for the day: I often talk of the benefits of diversification---avoiding big losses and insuring participation in the best performance.  Our Price Discipline attempts to improve on the principle of diversification.  First, by setting a Stop Loss Price for every stock, our Portfolios avoid the big losses that would be sustained in a passively managed portfolio.  Second, it is important to recognize that our Portfolios will always own underperforming positions.  A major purpose of our Price Discipline is be sure our Portfolios retain stocks that trade within their long term uptrends and whose underlying company remains financial sound.  It only makes sense that not all of our holding are going to trade at the top end or bottom end of their Valuation envelope at the same time.  So the stocks that carry the near term performance of a portfolio will vary over time. 

       Investing for Survival
   
            The potential problem with ETF’s

    News on Stocks in Our Portfolios
 
Economics

   This Week’s Data

            September retail sales were up 0.6%, in line; ex autos, they were up 0.5%, also in line.

            September PPI was up 0.3% versus expectations of up 0.2%; ex food and energy, it was up 0.2% versus estimates of up 0.1%.

   Other

            The failure of negative interest rates (medium):

            Update on subprime auto loans (medium):

Politics

  Domestic

What the candidates won’t say (medium):

America’s military and diplomatic power in visible decline (medium):

The media narrative (medium):

  International War Against Radical Islam


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