Near Term Outlook Remains Negative

Published 09/28/2020, 10:51 AM
Updated 07/09/2023, 06:31 AM
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McClellan OB/OS Oscillators Turn Mostly Neutral

The major equity indexes closed higher Friday with positive internals on the NYSE and NASDAQ as trading volumes dipped from those of the prior session. The COMPQX and NDX managed to close above their near-term downtrends but they were the only technical events of import generated as no high-volume overhead resistance levels were violated on the charts in general.

In our opinion, said resistance levels need to be violated to become more positive in our outlook. As well, cumulative breadth remains negative.

The McClellan 1-day POB/OS Oscillators that implied a pause/bounce from recent weakness last week are now mostly neutral as is the bulk of the data dashboard. Yet, valuation continues to appear extended while investment advisor sentiment, that will release new numbers tomorrow, remains overly bullish, in our view. So, despite Friday’s bullish action, it was not enough to shift the scales and suggests we maintain our near-term negative outlook for the equity markets intact.

On the charts, all the equity indexes closed higher Friday with positive internals on lighter volume.

  • The COMPQX (page 3) and NDX (page 3) closed above their near-term downtrend lines and are now neutral with the DJT (page 4) positive and the rest negative.
  • Cumulative breadth remains weak with the All Exchange, NYSE and NASDAQ in negative trends and below their 50 DMAs.
  • As stated above, we believe the charts need to see closes above their high-volume resistance levels to be more positive. Otherwise, the moves may turn out to be rallies to resistance that fail. Today’s close may help resolve that question.

The data remains mixed.

  • The 1-day McClellan OB/OS Oscillators are now mostly neutral, except the NYSE that remains somewhat oversold, after forecasting a pause/bounce last week from the preceding weakness (All Exchange: -43.13 NYSE: -55.79 NASDAQ: -32.57).
  • The Open Insider Buy/Sell Ratio (page 9) is neutral at 52.4 while the detrended Rydex Ratio (contrary indicator page 8) remains neutral at +0.39 as the leveraged ETF traders continue to be somewhat evenly balanced in their long/short exposure.
  • Last week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) continued its bearish signal at 18.36/54.8 that may be the beginning of an important sentiment shift as recently discussed in these notes. New numbers will be released tomorrow for that data point.
  • The counterintuitive % of SPX issues trading above their 50 DMAs is neutral at 32.9%.
  • The valuation gap remains extended, in our opinion, with the SPX forward multiple now at 22.6 via consensus forward 12-month earnings estimates from Bloomberg dipping to $145.99 while the “rule of 20” finds fair value at 19.3.
  • The SPX forward earnings yield is 4.43% with the 10-year Treasury yield at 0.6%.

In conclusion, Friday’s positive action did little to change the general cautionary landscape, in our opinion. Closes above high-volume resistance may be required to brighten that outlook, in our opinion.

SPX: 3,233/3,323             DJI: 26,747/27,786                  COMPQX: 10,534/11,049      

NDX: 10,756/11,375        DJT: 11,086/11,526                 MID: 1,780/1,899  

RTY: 1,450/1,500            VALUA: 5,975/6,206

                      

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