Chart Trends Neutral, Bullish Mix, But Investor Fear Is Off The Charts

Published 06/01/2022, 09:26 AM

All the major equity indexes closed lower Tuesday with negative internals on the NYSE and NASDAQ on heavy trading volumes on both indices.

All closed near the midpoints of their intraday ranges with no violations of support or trend. The data finds the 1-day McClellan OB/OS Oscillators that suggested yesterday’s pause/retracement remain overbought and cautionary.

However, investor sentiment contrarian indicators are at peak fear levels seen over the past decade while market breath remains positive. As such, we are stepping out on a limb with our discipline suggesting market weakness should be selectively bought for near, intermediate, and long-term investors.

On the charts, all the major equity indexes closed lower Tuesday with negative NYSE and NASDAQ internals.As all closed near the midpoints of the session, no violations of support or trend were registered, leaving the SPX and DJI near-term bullish with the rest neutral.

And while yesterday’s breadth was negative, the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ remain positive. Stochastic levels are overbought, but have yet to generate bearish crossover signals.

The McClellan 1-Day OB/OS oscillators that were suggesting yesterday’s pause/retracement remain very overbought on the NYSE and All Exchange and overbought for the NASDAQ (All Exchange: +105.09 NYSE: +117.8 NASDAQ: +96.25).

  • The % of SPX issues trading above their 50 DMAs (contrarian indicator) dropped to 38%, staying neutral.
  • The Open Insider Buy/Sell Ratio dipped to 74.8, staying neutral as well.
  • However, the detrended Rydex Ratio (contrarian indicator) remains very bullish, surging to -4.38 as the ETF traders are now extremely leveraged short at a level seen only once in the past decade at the beginning of 2019. From that point the market rallied until March of 2020 when COVID arrived on the scene. As such, the Rydex/Insider dynamic remains very encouraging.
  • This week’s AAII Bear/Bull Ratio (contrarian indicator) remain very bullish, rising to 2.18 from 1.97.
  • The Investors Intelligence Bear/Bull Ratio (contrary indicator) also remains a very bullish signal and near a decade peak of fear at 40.8/228.28. Only twice in the past decade has bearish sentiment been this extreme, both of which were coincident with market bottoms.
  • Everyone is on the bear side of the boat. We view that as very positive.
  • The forward 12-month consensus earnings estimate from Bloomberg for the SPX lifted to $235.62. As such, the SPX forward multiple is 17.5 with the “rule of 20” finding ballpark fair value at 17.2.
  • The SPX forward earnings yield is 5.7%.
  • The 10-year Treasury yield closed higher at 2.84%. We view new support as 2.67% and resistance at 2.93%.

In conclusion, the recent positive shifts in chart trends and market breadth while valuation has moderated significantly over the past two months have not been able to dislodge the heavy grip of fear on market participants.

In our view, the current conditions have historically resulted in positive market performance as sentiment eventually shifts to a less fearful outlook.

Thus, we see the current state of the markets as a buying opportunity for those able to unplug their emotions from their investment decisions.

SPX: 4,029/4,194 DJI: 31,975/33,358 COMPQX: 11,543/12,512 NDX: 1485/12,058

DJT: 13,790/14,515 MID: 2,419/2,550 RTY: 1,790/1,945 VALUA: 8,584/9,026

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