Nearing A Short-Term Bottom?

Published 10/08/2018, 11:34 AM
Updated 07/09/2023, 06:31 AM

Data Largely Positive

All of the indexes closed lower Friday with negative internals on the NYSE and NASDAQ as volumes declined on both exchanges from the prior session. The index charts took on further technical damage as discussed below. However, in spite of the notable deterioration on the charts, we have reason to suspect the markets may be approaching a short term bottom. This is not wishful thinking. The data and some important longer term lookbacks suggest this may be the case. Thus we are maintaining our near term “neutral” outlook for the major equity indexes at this time.

  • On the charts, all of the indexes closed lower Friday with negative internals on lighter trading volume from the preceding session. Technical damage was registered as follows. All of the indexes closed below their near term support levels with the only exception being the DJI (page 2). As well, the COMPQX (page 3), NDX (page 3) and DJT (page 4) closed below their 50 DMAs. The SPX (page 2) closed below its intermediate term uptrend line as well. So all of the short term trends are negative with the one exception of the DJI staying positive while only the SPX and DJI are still above their 50 DMAs. All of the cumulative advance/decline lines remain negative. However, as discussed previously, we now find the NASDAQ A/D below its 200 DMA. While that may sound negative, it is, in fact, a signal that has marked short term bottoms four times over the past three years (11/16, 8/17, 2/18, 4/18).
  • The data is sending some positive signals with all of the McClellan 1-day OB/OS Oscillators nicely oversold (All Exchange:-91.52/-48.78 NYSE:-98.97/-45.37 NASDAQ:-88.75/-53.03). The crowd is very nervous and long puts (contrary indicator) with a 1.18 Total Put/Call Ratio and0.84 Equity P/C. However, the pros remain long puts as well with a bearish 1.6 OEX P/C. Another important longer term signal, similar to the NASDAQ A/D, is the Open Insider Buy/Sell Ratio (page 9) that shows the greatest % of insider buying versus selling since January 2016 that was also coincident with a market bottom. Valuation finds the forward 12 month earnings estimates for the SPX via Bloomberg at $172.58 leaving the forward 12-month p/e for the SPX at 16.7 versus the “rule of 20” implied fair value of a 16.8 multiple. The “earnings yield” stands at 5.98%.
  • In conclusion, while the charts and market breadth look dreadful on the surface, there are a number of indicators suggesting it may be unwise to follow the crowd in their rush to sell. Said historical indicators, in fact, suggest we may be near a near-term market bottom. Thus we are keeping our outlook “neutral” for the present.
  • SPX: 2,862/2,913
  • DJI: 26,402/NA
  • NASDAQ: 7,749/7,996
  • NDX: 7,400/7,578
  • DJT: 11,142/11,358
  • MID: 1,957/2,013
  • Russell: 1,607/1,673
  • VALUA: 6,4328/6,463

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