Monday, July 30, 2018

The Morning Call---The long bond on the verge of breaking a 20 year uptrend


The Morning Call

7/31/18

The Market
         
    Technical

The Averages (DJIA 25306, S&P 2802) were off again---not surprising in that they were in overbought territory.  Volume was down; breadth weak.  However, the Dow continued to trade above its 100 day moving average (now support), above its 200 day moving average (now support), within a short term trading range but back below its June high.  The S&P ended above both moving averages and in uptrends across all timeframes.  The assumption remains that the indices are on their way to challenging their all-time highs.

VIX rose another 9 ½% remaining below its 100 day moving average but right on its 200 day moving average and at the top end of the narrow trading range near the lower boundary of its short term trading range.  But it doesn’t seem to want to challenge that lower boundary.

The long Treasury was down, finishing below its 200 DMA (now resistance), below its 100 DMA (now support; if it remains there through the close on Wednesday, it will revert to resistance) and right on the lower boundary of its long term uptrend.  Clearly, it continues to lose momentum.  A successful challenge of the long term uptrend would have significant technical and fundamental import.

            The dollar was off, but still ended above both moving averages and in a short term uptrend.  Further indications of strength are (1) its 100 DMA trading above its 200 DMA and (2) UUP has now made two higher lows.
           
            Gold continued its dismal performance.  It closed below both moving averages (its 100 day moving average has now crossed below its 200 day moving average---not a technical plus) and in a short term downtrend.  Its pin action suggests that it will challenge the lower boundary of its intermediate term trading range (roughly 10 points lower).

            Bottom line:  it is not surprising that the Averages are selling off from an overbought condition.  And they remain quite strong technically speaking.  However, the carnage continues in the tech sector which has been one of the sources of fuel for the current bull market.  If it continues to get hammered, it is likely that there will be an impact on the Market as a whole. I just don’t see investors revaluing their favorites and not revaluing other stocks.  Nonetheless, until the damage becomes manifest, the technical assumption remains that the indices are going to challenge their all-time highs.

            More concerning is the pin action in TLT.  It is on the verge of resetting a 20 year uptrend.  To be sure, nothing has occurred yet.  But if the current challenge is successful, there is only minor support 9 points lower with the first major support 30 points lower.  In other words, if the technicals are anticipating a fundamental move, we are could be looking at much bigger rise in rates than is current consensus. 

            Certainly, GLD is already pointing convincingly at higher interest rates and a stronger dollar.  The dollar is trying though it may be waiting a lead from TLT.

            Yesterday in the charts.

    Fundamental

       Headlines

            Yesterday’s economic releases were upbeat: June pending home sales and the July Dallas Fed manufacturing index were better than anticipated.

            Not much additional news, though this week will still be a busy one with three central banks meeting (BOE, BOJ, the Fed), the last big week of earnings reports and the resumption of trade talks between the US and Mexico.
      
Bottom line: yesterday’s economic news notwithstanding, I believe that the current excitement about future growth is misplaced.  Remember I am not talking about recession; just an economy struggling to grow.  The primary reason for my skepticism is that our ruling class keeps expanding the national deficit and debt at exactly time they should be shrinking it.  The burden of servicing that debt will usurp the savings that would otherwise go to future productivity enhancing investment. 

                In addition, until very recently, investors have been assuming that QE would last forever or, at least, until it started negatively impacting the Markets.  The problem is that historically the Fed has never, ever successfully transitioned from easy to normal monetary policy and one of the result has been that Markets got hammered.  This time around the order of magnitude of its easing effort (QE) was so much larger than on any previous occasion, I assume that the ‘hammering’ will be commensurate.

            Dr. Ed’s weekly fundamental indicator remains bullish (medium):

            The problem with ‘passive’ investing (medium):

    News on Stocks in Our Portfolios
 
Caterpillar (NYSE:CAT): Q2 EPS of $2.97 beats by $0.23.
Revenue of $14.01B (+23.7% Y/Y) misses by $80M.


Economics

   This Week’s Data

      US

            June pending home sales rose 0.9% versus estimates of +0.5%.

            The July Dallas Fed manufacturing index came in at 32.3 versus expectations of 32.0.
           
     International

    Other

            Update on the housing market (medium):

            2019 defense budget includes a lot of arm twisting (medium):

            Monetary policy for the next recession (medium):

            The hangover in corporate debt (short):
           
What I am reading today

            How to look at your home equity in retirement (medium):

                Should retirees own their home? (medium):

                Real world versus book knowledge (medium):

            Mean reversion and the placebo effect (medium):

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