Indexes Make Higher Lows

Published 01/04/2019, 10:23 AM
Updated 07/09/2023, 06:31 AM
NDX
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US500
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DJI
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DJT
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MID
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Psychology Remains Very Bullish

All of the indexes closed lower yesterday with negative internals on the NYSE and NASDAQ as volumes rose from the prior session. Two support levels were violated on the charts, leaving all in near term neutral patterns. The data is generally positive, especially in the psychology basket as is valuation. We remain “positive” in our near term outlook due to psychology, valuation and the fact that the indexes made a higher low in spite of one of the FAANG components issuing notably negative news yesterday. We believe this also suggests a bottoming process is taking place.

  • On the charts, all of the indexes closed lower yesterday with negative internals on the NYSE and NASDAQ as volumes rose from the prior session. The SPX (page 2) and DJI (page 2) closed below support and their near term uptrend lines, turning their trends to neutral as are the rest of the index charts. We find it interesting that one of the FAANG stocks that was a “darling” over the past several months made a new 18 month low. Yet in spite of that downdraft, as well as the relatively recent weakness in the rest of the FAANGs, the indexes made higher lows than those seen near the end of December. The saying “The generals are the last to leave the field” suggests to us as well that a bottoming process is taking place.
  • The data is generally positive. The 1 day McClellan OB/OS Oscillators are back to neutral with the 21 day levels still oversold (All Exchange:+41.67/-97.6 NYSE:+47.4/-90.76 NASDAQ:+32.36/-108.32). But the psychology levels are really geti8ng our attention as they remain extremely positive. When the crowd becomes excessively bearish as insiders gobble up stock, it is usually coincident with a market bottom. That is exactly what we currently have. The contrarian indicator of the detrended Rydex Ratio has the leveraged ETF traders at their most extreme level of leveraged short in a decade. As well, The AAII Bear/Bull Ratio and Investors Intelligence Bear/Bull Ratio find bears outnumber bulls by 2:1. Meanwhile, insiders are sucking up stock with a very bullish 223.8 Insider Buy/Sell Ratio. In our opinion, this is akin to very dry wood just waiting for a spark. Valuation still seems to be quite appealing as it is well below fair value, assuming current estimates hold, with the forward 12 month earnings estimates for the SPX via Bloomberg of $172.50 leaving the forward 12 month p/e for the SPX at 14.2 versus the “rule of 20” implied fair value of a 17.5 multiple. The “earnings yield” stands at 7.05%.
  • In conclusion, we are of the opinion that the equity markets are making a bottom that could see a rapid reversal, given the sentiment extremes, should some positive news hit the tape. Valuation looks compelling as well.
  • SPX: 2,440/2,508
  • DJI: 22,640/23,325
  • Nasdaq: 6,450/6,753
  • NDX: 6,164/6,448
  • DJT: 9,184/9,391
  • MID: 1,595/1,663
  • Russell: NA/1,350
  • VALUA: 5,300/5,492

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