Data Remains Cautionary

Published 11/06/2014, 10:10 AM

Charts Remain Largely Intact

Opinion

So far, our expectations of a correction within the current vertical advance of the markets have fallen on deaf ears. And while the charts remain largely intact within the advance, the data and valuation are becoming increasingly cautionary. We are not being stubborn in our concerns. The facts remain that the markets are extended while at extreme historical valuations as crowd bullish sentiment is in rarified air while insiders increase their selling activity. As such, we remain of the opinion that risk outweighs reward over the near term for the equity markets.

  • On the charts, the indexes closed mostly higher yesterday with the exception of the COMPQX. A/Ds were positive but volume shrank on the NYSE while rising slightly on the NASDAQ’s decline. The SPX (page 2), DJI (Page 2) and DJT (page 3) all made new closing highs while the MID (page 4) and RUT (page 4) remain below resistance. The COMPQX closed fractionally below its nearly vertical short term uptrend line. As such, no notable sell signals exist. Yet we would note vertical trajectories of uptrends such as those that currently exist frequently end with sharp downward corrections. As of this moment, the charts have yet to suggest its consummation. However, the law of gravity has not been repealed.
  • The data is disturbing as all of the McClellan OB/OS Oscillators are overbought (NYSE:+78.56/+73.64 NASDAQ:+64.17/+51.37). Sentiment has moved back to very cautionary levels as well. The “crowd” is bordering on “euphoric” as the new Investors Intelligence Bear/Bull Ratio (contrary indicator) has bulls swamping bears at 15.1/54.6 with the Rydex Ratio (contrary indicator) showing the leveraged ETF traders back near peak bullish sentiment at 61.3. At the recent correction lows both of these data points showed the crowd as having little buying interest. Meanwhile, insiders have picked up their selling activity as noted by the Gambill Insider Buy/Sell Ratio at 8.7, just shy of flashing an outright bearish signal.
  • Finally, we are stumped in an ability to justify valuation as the markets have risen while forward 12 month SPX EPS estimates have been declining. At $127.17 forward estimates, the SPX is at a 15.9 multiple, its highest valuation since 2004. Thus, our short term concerns remain.

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