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3 Key Ratios to Watch for Clues About Market's Next Move

Published 03/27/2023, 03:33 AM
Updated 07/09/2023, 06:31 AM
EUR/USD
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XAU/USD
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SPY
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SI
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GLD
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SLV
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One of the best questions I got asked this week was how I can be long gold and long semiconductors at the same time?

Simple answer.

We love to take a position based on the macro, which is why gold has been so compelling.

Nonetheless, the algorithms have also added up for semiconductors. The algos finally followed the macro analysis and told us to buy gold.

So, it’s always a combination of art and math, with risk parameters as the constant feature for both.

The market is in a very interesting spot right now. And these three ratios tell us three different stories.

1. Long Bonds and S&P 500

The first ratio is the one between long bonds (TLT) and the S&P 500 (SPY).

TLT Chart

With long bonds outperforming the SPY, the calls for recession are all around.

However, the softening of the yields also signals more QE and emboldens the growth stocks.

And this is in the face of another rate hike by the Fed this past week.

Wait, there’s more.

2. Silver and Gold

The next ratio is between silver and gold. Silver is outperforming gold, which is inflationary.

SLV Chart

Since it also means that silver, a more industrial metal, is good for the economy, it implies that there will not be a recession on the horizon.

Meanwhile, if silver continues to outperform, it means demand for the metal is rising while supply may not be (hence the ratio). That means inflationary.

Add the TLT:SPY and the SLV:GLD ratios together; you can see why this is such a challenging macro environment to figure out.

And why we love the math. So far, recession and inflation, at the same time, still indicate stagflation.

And then there is the dollar.

3. euro to U.S. Dollar

Although historically, US dollar and gold rising has been known to happen simultaneously. We are looking at the dollar to the euro for clues.

The dollar typically goes up when interest rates do. But this past week, the dollar closed lower.

Is the dollar sniffing a pause by the Fed? A currency crisis? An anticlimactic end to the banking issues with government rescues?

If any of those scenarios come to pass, it will continue to be great for semiconductors.

And can still be bullish for gold and inflation. At 1.08, the dollar is nearly at par with the euro.

EUR/USD Chart

Hence this coming week, we will continue to watch what the bonds (closed unchanged WoW) do versus the SPY (closed higher WoW).

We will see if silver’s performance (closed higher WoW) remains dominant over gold’s ((closed unchanged WoW) performance.

And, with news (on the backburner)) about Iran, Russia, and China still a thing, we will watch the dollar and its performance against the euro.

Any major continuation or shift in these three key ratios should help us see the macro (more of an art) and the sector strength (more about science).

Nobody can deny the resiliency of the indexes in the face of the persistent trading range.

ETF Summary

  • S&P 500 (SPY) Could be the start of shallower rallies, needs to clear 400 and hold 390
  • Russell 2000 (IWM) 170 held-so maybe the ratios are implying no recession after all
  • Dow (DIA) 325 key to clear
  • Nasdaq (QQQ) Still needs to clear the Feb high. 305 support 320 resistance
  • Regional banks (KRE) 35 support 44 resistance
  • Semiconductors (SMH) Could be the start of a key reversal w/ 250 support
  • Transportation (IYT) A weekly close under 219, so watch here for this week
  • Biotechnology (IBB) Held key support at 125 area
  • Retail (XRT) Granny held 60-still in the game-especially since that is the January calendar range low.

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