Friday, November 4, 2016

The Morning Call--What in the world is the VIX telling us?

The Morning Call

11/4/16

I have family business out of town this weekend.  No Closing Bell.

The Market
         
    Technical

After an early valiant attempt to rally, the indices (DJIA 17930, S&P 2088) closed down on the day.  Volume declined and breadth was negative, getting even more oversold.  The VIX was up another 13%, closing above its 100 day moving average (now support), above its 200 day moving average (now support), in a very short term uptrend and broke above the upper boundary of its short term downtrend.  If it remains there through the close next Monday it will reset to a trading range.  The VIX continues to send a more bearish message than is reflected in the indices.  Sooner or later, something has to give, i.e. either stocks or the VIX plummeting.

The Dow ended [a] below its 100 day moving average, now resistance;  [b] above its 200 day moving average, now support, [c] within a short term trading range {17092-18693}, [c] in an intermediate term uptrend {11544-24389} and [d] in a long term uptrend {5541-19431}.

The S&P finished [a] below its 100 day moving average, now resistance, [b] above its 200 day moving average, now support, [c] within a short term trading range {1995-2193}, [d] in an intermediate uptrend {1974-2576} and [e] in a long term uptrend {862-2400}. 

The long Treasury declined, closing below its 100 day moving average (now resistance), below its 200 day moving average (now resistance), below a key Fibonacci level and in a developing a very short term downtrend.  Granted these are all short term problems.  But (1) other segments of the fixed income market are in much worse technical shape and (2) TLT is nearing the lower boundaries of its short and intermediate term uptrends and will likely challenge them.

The unintended consequences of Dodd Frank (medium):

GLD continued to make slow upward progress, finishing above its 200 day moving average and one key Fibonacci level.  However, it is below its 100 day moving average (resistance) and within a short term downtrend.  It also unsuccessfully challenged the next Fibonacci level for a second day.  I noted yesterday that this is either a sign of the loss of momentum or just a pause in a one month uptrend.  When we know, it will tell us more about the strength of the buying behind that one month uptrend.

Bottom line: despite being very oversold, the indices could only manage a weak early morning rally and then fell for an eighth day in a row---a pretty pathetic response.  So I am assuming more downside even if there is another attempt to correct the oversold condition.  The next visible support is their 200 day moving averages, which are not that far away.  If those don’t hold, look for a challenge of the lower boundaries of their short term trading ranges. 

In addition, the VIX seems to be indicating that there is something very wrong happening or about to happen that isn’t getting reflected in the Averages pin action.  Of course, it could be a false flag and reverse itself as quickly and violently as it spiked.   I have no insight as to which is the case. 
           
    Fundamental

       Headlines

            Yesterday’s US economic releases were weighed to the upside: third quarter nonfarm productivity and unit labor costs, the October Markit services PMI and September factory orders were better than anticipated while weekly jobless claims and the October ISM nonmanufacturing index were below expectations.  That puts this week evenly divided among all indicators as well as the primary indicators.  However, we still have the October nonfarm payrolls number to be released this morning; and that could provide a tilt.  Still with one stat deciding the score for the week, whatever the outcome, it would not be pronounced.

            ***overnight, virtually all the EU latest PMI numbers have been revised lower; this includes not only the eurozone aggregate stats but also the individual country data.

            Overseas, the Bank of England left its current monetary policy unchanged but worried that the falling pound could force its hand in raising rates.  If that occurs, it would mean that both the Fed and the BOE tightening could be tightening at the same time---causing even more heartburn for the QE euphoria crowd. Increasing the economic uncertainty in the UK, a court ruled that the government could not proceed with the Brexit without approval from Parliament.  While the decision will likely be appealed, it still adds another political problem for the Markets to worry about.

            Here are links to two of the issues about which the Markets have been worrying of late:

Are investors missing the Chinese currency devaluation? (medium):

            Why we should worry about Deutschebank (medium):

            ***overnight, Fitch put Deutschebank’s debt on negative watch.

Bottom line: the Fed’s optimistic ambiguity aside, the economic numbers are not nearly as positive as it is portraying them.  And that is just one of the problems we face.  Another is the confusion on whether this means a December rate hike.  Certainly, the bond markets are telling us that it is coming.  However, problem #2 is not that a rate hike will have an impact on the economy, because it won’t.  It, I believe, will have a big effect on the Markets because QEInfinity has been primarily responsible for the current overvaluation of stocks.  And that leads to problem #3: it may not matter whether the Fed raises rates because stocks are so overpriced, there are too many other candidates for the mean reversion trigger for it not to happen anyway---a totally irresponsible global central bank monetary policy; political/fiscal chaos in the US whoever wins the election; dissention within OPEC; a weak EU banking system; mounting international tensions between superpowers---to name just a few. 

 Take the current opportunity to build your cash position by lightening up on your winners and selling your losers.

            My thought for the day:  closing out my recent focus on having a Sell (Stop Loss) Discipline, I leave you with this thought: It’s not the ones that you sell that keep going up that matter (your portfolio doesn’t know what it doesn’t own). It’s the one that you don’t sell that keeps going down that does (the key to long term performance is avoiding big losses).

       Investing for Survival
   
            Keeping it simple.
           
    News on Stocks in Our Portfolios
 
            United Parcel Service (NYSE:UPS) declares $0.78/share quarterly dividend, in line with previous.

            EOG Resources (NYSE:EOG): Q3 EPS of -$0.40 misses by $0.09.
Revenue of $2.2B (+1.4% Y/Y) beats by $330M.
Economics

   This Week’s Data

            The October Markit services PMI came in at 54.8 versus the September reading of 53.9.

            September factory orders were up 0.3% versus expectations of up 0.2%.

            The October ISM nonmanufacturing index was reported at 54.8 versus forecasts of 56.1.

                October nonfarm payrolls grew 161,000 versus consensus of plus 178,000.

            The September trade deficit was $36.4 billion versus projections of $38.9 billion.

   Other

            The global slowdown in trade (medium):

Politics

  Domestic

  International War Against Radical Islam


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