Markets Bounce But Concerns Remain

Published 07/15/2014, 09:20 AM

DJT Makes New Closing High



Opinion: For the past several sessions, we have been viewing the market advances with a somewhat jaundiced eye due to a combination of sentiment data and what we believe to be the signs of some internal deterioration of market breadth. In spite of yesterday’s bounce that was suggested by the OB/OS Oscillators, we continue to be of the opinion that said internal weakness remains leaving the indexes vulnerable to some corrective action.

  • On the charts, all of the indexes rose yesterday on a modest increase in trading volume with the DJT (page 3) actually making a new closing high likely due in part to the swoon in oil prices. However, the MID and RUT (page 4) saw only minor gains as those indexes continue to display relative weakness. It is the weakness within those two indexes that we suspect is the reason behind the narrowing breadth within market advances. The NASDAQ Advance/Decline managed to peak its head back above its 200 DMA but is still at a notably lower low than the COMPQX index. The net result for us is an impression of fewer stocks participating in rallies with the small and mid caps eroding that has the potential to spread to the larger cap stocks. Such a dynamic is not unusual in preceding market corrections.
  • While all of the McClellan OB/OS Oscillators are neutral (NYSE:-35.23/+48.83 NASDAQ:-33.18/+6.03), sentiment is still sending warning signals. The OEX Put/Call Ratio (smart money) still shows the pros betting very heavily on expect market weakness at a very high 3.45 while insiders measured by the Gambill Insider Buy/Sell Ratio remain sellers of their stock at a low 7.2 as of 7/14. In contrast, the leveraged ETF traders as seen by the detrended Rydex Ratio (contrary indicator) are heavy on the leveraged long funds at 1.4. We have nervous pros and insiders with the crowd expecting the dance to continue.
  • In conclusion, we believe we are seeing some cracks in the foundation that have yet to make themselves obvious to all.
  • For the longer term, we remain bullish on equities as they remain comparatively undervalued with a 6.28 forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $126.12 versus the 10 Year Treasury yield of 2.55%.

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