Thursday, February 6, 2014

Thursday, February 06, 2014 Zeb’s Vue


General Information and Analysis


Unless you are asleep, you know the USA stock market has had a significant and swift selloff in 2014.  January's market was the worst selloff in January since the bull market began 5 years ago.

January is usually a very bullish month for capital flows into financial markets - specifically stocks.  Pension plans, retirement accounts and mutual funds very often receive a large influx of cash at the year-end and early into the New Year.  These must be invested.  Managers buy stocks or they RISK having their performance lag the S&P500.  

Consequently, January becomes historically the best month to invest in stocks during bull markets.  Since 1928, the S&P 500 has gained 1.25 % on average in January. 

Since January this year is very different, this provides a warning sign for investors.  January for many years has set the direction for the stock market the rest of the year.  The accuracy rate of January forecasting the trend direction for the year is high: 81.6 % of the time.

However, the January pattern does not always follow the script.  2009 was an example of where the market plunged 8.6% in January, and finished 23.5% higher by year-end. 

In 2014, selling took hold, and no one would argue that it has been a swift and painful fall (painful if you were long). There were many market internal signals that traders/investors had capitulated. 

When this happens, a short term rally typically follows. In auction market theory, all the sellers have sold, and the market changes to a balance, taking a breather before price explores where new price value finds equilibrium.  All the sellers that want to sell have sold, and buyers are not entering the market in large numbers. 

When we get this oversold, the stock market's temporary value exploration suggests a rally over the next 20 days or so.  If it rallies, what are good short term investments?

The best way to invest in this kind of rally (if there is one) is to buy the best-performing stocks and ETFs from last month.  Spend some time researching stocks (and ETFs) that bucked last month's trend.  Looking on Stockcarts.com, you would look for ETFs (for example), and you would find 3 industry groups that posted positive returns. 

1.   Real Estate Trusts (REITS) - up 2.9% last month

2.   Utilities - up 2.9%

3.   Pharmaceutical - up 1.3%

These three make a student of markets wonder, as the talking-heads on television suggest the fall is the Federal Reserve tapering and interest rates threatening to rise.  That must be questioned, because why would two of the most interest-rate-sensitive sectors be top performers last month?

Emerging market turmoil has also been blamed.  There would be few (even myself) who would argue that China is showing signs of entering a downturn.  But there are several smaller countries that are doing well including but not limited to Dubai, Vietnam, Bulgaria, and yes Egypt.  

One ends up thinking that basically that most of the investors and traders thought the stock market would never go into a correction at the beginning of the year, and they like a flock of starlings every one swung to up to down.  Fear entered, and the margin debt caused fear. 

The stock market is oversold at this point, and statistical analysis (along with VIX) suggests we may now be set for a short term rally. Will 2009 repeat itself?  It appears the answer is no, but it is anyone's guess (and guess it would be) whether the market will go up or down.  Why? Because it depends on the context and investor's reaction emotionally to the context.  It is shaping up as a tough year in the global economy, which in turn affects the USA economy. 

If you would like to have a list of the 50 top performing stocks delivered in email; check out http://www.ino.com/ 

US


 

Comment:  (Data from 2/5/2014)

Comment for2/6/2014
Measure
Indicator
Ranking
Weekly RSI (14)
WeeklyRSI
51.4
Neutral
Long Term MVA (200 day MVA)
200 MVA
3.37%
Bullish
5 Day Slope of 55 day MVA
Slope55MA
-0.11%
Bearish
Intermediate Trend (Using ADX)
ADX(14)
33.74
Bearish
Short Term Trend (Daily RSI 3)
RSI(3)
29.87
Neutral/rising
Relative Volatility ATR vs. 1Stdev
ATR(90)
1.18%
Volatile Bear
VIX - MACD 10/30 (slope down)
MACD
1.310
Bearish

 

The table above is a rating for intermediate and long term trend in the S&P500.  I used the S&P 500 as the indicator for the USA stock market.  For day traders: You may find it useful to trade in the direction of the trend.  However, looking at any daily chart over lots of years, the trading direction for the day is pretty random.

 

After yesterday, all intermediate and short term indicators are bearish.  The long-term direction (200 Day MVA) is still bullish.

The market range on SPX was smaller than yesterday and smaller than the 8 previous days (to yesterday) The Big Support is 1700 on SPX.   

Turning to futures, the S&P 500 support is 1734 to 1724. 

The S&P 500 Buillish Pct Index issued a sell signal (albiet it is not strong as it has not broken the P&F trend line off the bottom.)


 

S&P PIVOT ES Mini March Contract - Tuesday - Useful on Thursday 2/6/2014

Yesterday 2/5/2014
2/4/2014
High
1750.75
High
1753.50
Low
1732.00
Low
1734.00
Close
1744.00
Close
1743.50
R2
1761.00
R2
1763.25
R1
1752.50
R1
1753.50
Pivot
1742.25
Pivot
1743.75
S1
1733.75
S1
1734.00
S2
1723.50
S2
1724.25

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