Charts Positive But Data Cautionary

Published 11/30/2020, 11:15 AM
Updated 07/09/2023, 06:31 AM
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Near-Term Outlook Remains “Neutral”

The major equity indexes closed mostly higher Friday with the exception of the DJT posting a loss. Internals were mixed on the NYSE and positive on the NASDAQ as trading volume shrank due to the shortened session. The charts saw two more new all-time closing highs registered as all remain in near-term uptrends. Yet, while the charts remain bullish, the data continues to send cautionary signals suggesting market vulnerability should negative news hit the tape while valuation still looks extended. As such, as the data and technical scales are somewhat evenly balanced, we are maintaining our near-term “neutral” outlook for the equity markets in the belief that better buying opportunities have a reasonable probability of being presented.

On the charts, all the major equity indexes closed higher in Friday’s abbreviated session except for the DJT (page 4) posting a loss.

  • NASDAQ internals were positive while the NYSE saw positive breadth but negative up/down volume.
  • The SPX (page 2) and COMPQX (page 3) made new closing highs while the NDX (page 3) closed above its near-term resistance level.
  • All the index charts remain in near-term uptrends and above their 50 DMAs and lacking sell signals at this stage.
  • As well, market breadth remains positive with the cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ bullish and above their 50 DMAs.
  • Stochastic readings are overbought on all but have yet to generate bearish crossover signals.
  • As such, the trends should continue to be respected, in our opinion.

However, the data continues its cautionary signals that suggest a notable level of near-term risk exists should negative news of some import hit the tapes. We believe the “shock absorbers” remain weak.

  • The 1-day McClellan OB/OS Oscillators are overbought across the board (All Exchange: +65.53 NYSE: +60.72 NASDAQ: +69.17) with the 21-day levels very bearish and north of +100.
  • The Open Insider Buy/Sell Ratio (page 9) remains in neutral territory at 26.2 but very near to turning bearish. It continues its downtrend as the number of insider selling transactions has been outweighing purchases consistently over the past several sessions.
  • Meanwhile, the detrended Rydex Ratio (contrarian indicator) remains bearish at 1.09 as the leveraged ETF traders remain leveraged long.
  • We reiterate insiders have typically been on the right side of the trad in these situations.
  • Last week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) saw another decline in bearish advisors as bullish sentiment increased and remains in bearish territory at 18.2/59.6.
  • The valuation gap remains extended with the SPX forward multiple of 22.9 with consensus forward 12-month earnings estimates from Bloomberg of $159.21 while the “rule of 20” finds fair value at 19.1.
  • The SPX forward earnings yield is 4.38% with the 10-year Treasury yield at 0.8%.

In conclusion, the charts say “go” while the data says “proceed with caution” within extended valuation.

SPX: 3,547/NA DJI: HVS29,215/NA COMPQX: HVS11,905/NA

NDX: HVS11,990/12,400 DJT: 12,308/NA MID: 2,118/NA

RTY: 1,700/NA VALUA: 7,298/NA

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