All Indexes Make New Closing Highs

Published 01/21/2021, 09:56 AM
Updated 07/09/2023, 06:31 AM
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Near-Term Outlook Shifts To “Neutral”

All the major equity indexes closed higher Wednesday with positive internals on the NYSE and NASDAQ with positive breadth on both exchanges. Of note was all the indexes managed to post new all-time closing highs as the FAANG stocks made notable gains. As such, all the charts are back in near-term uptrends that should be respected until proven otherwise, in our opinion. And while psychology and valuation continue to flash their warning signals, the McClellan 1-day OB/OS Oscillators remain neutral as discussed below. So, given the current setup, our discipline requires us to move our near-term outlook to “neutral” from “neutral/negative”.

On the charts, all the major equity indexes closed higher yesterday with positive internals as virtually every major equity index managed to post new all-time closing high.

  • As such, all are now in near-term uptrends while cumulative breadth remains positive on the All-Exchange, NYSE and NASDAQ.
  • Sell signals have yet to be presented as well.
  • As the adage says, “The trend is your friend.”. So, we are of the opinion the trends should be respected until proven otherwise.

The data finds the McClellan 1-day OB/OS Oscillators remaining neutral (All Exchange: +15.8 NYSE: +13.25 NASDAQ: +18.01).

It may be worthy of note that the OB/OS has yet to enter cautionary overbought levels within the recent rally. In retrospect, that may be an indicator we should have paid more attention to within our analysis. We may need to see those conditions presented before a retracement would begin.

  • Yet the sentiment data continues to send its cautionary signals. The leveraged ETF traders measured by the detrended Rydex Ratio (contrarian indicator page 8) are still heavily leveraged long at a bearish 1.39 and near peak leverage levels seen over the past two years.
  • Meanwhile the Open Insider Buy/Sell Ratio (page 9) at a bearish 23.9 still finds insider transactions notably on the sell side.
  • As mentioned earlier, these conditions presented themselves four times during 2020, three of which were followed by market corrections.
  • As well, this week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) remains on a bearish signal at 16.7/63.7, suggesting an excess of optimism exists on their part.
  • Valuation also continues to appear extended. The forward 12-month consensus earnings estimate from Bloomberg at $167.58 leaves the SPX forward multiple 23.0 while the “rule of 20” finds fair value at 18.9.
  • The SPX forward earnings yield is 4.35% with the 10-year Treasury yield dipping to 1.09%.

In conclusion, we are shifting our near-term outlook for the equity markets back to “neutral” from “neutral/negative” as the charts have yet to generate sell signals and forward EPS consensus earnings estimates continue to rise while psychology and valuation still warn of potential risk.

SPX: 3,810/NA

DJI 30,950/NA

COMPQX: 13,185/NA

NDX: 12,995/NA

DJT: 12,722/NA

MID: 2,392/NA

RTY: 2,050/NA

VALUA: 8,170/NA

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