Near-Term Equity Uptrends Remain Intact, Despite Clouds

Published 08/20/2020, 08:59 AM
Updated 07/09/2023, 06:31 AM
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The major equity indexes closed mostly lower Wednesday except for the Dow Jones Transportation posting a minor gain. Internals were negative on the NYSE Composite and NASDAQ Composite as trading volumes rose from those of the prior session on both exchanges. While no violations of trend or support were generated on the charts, some bearish stochastic crossover signals appeared while near-term cumulative breadth turned negative. The data remains generally neutral. However, our concerns regarding valuation, investment advisor sentiment and a narrowing of market participants persist, causing us to maintain our near-term “neutral” outlook for the equity markets at this time.

On the charts, the indexes close mostly lower yesterday with negative breadth and higher volume on the NYSE and NASDAQ.

  • The only index to buck the trend was the DJT (page 4) posting a minor gain.
  • All closed at or near their intraday lows.
  • While not yet considered “actionable”, bearish stochastic crossovers were generated on the DJI (page 2), MID (page 4) and VALUA (page 5).
  • Those yellow flags were joined with the short-term cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ turning negative from neutral.
  • Yet even with those cautionary signals appearing, all the charts remain in near-term uptrends currently. However, declining breadth and the crossover signals bring into question how long that can persist.

The data is mostly neutral including the 1-day McClellan OB/OS Oscillators (All Exchange: -32.61 NYSE: -36.93 NASDAQ: -27.08).

  • The Open Insider Buy/Sell Ratio (page 9) remained neutral 39.0.
  • The detrended Rydex Ratio (contrary indicator page 8) dipped to a mildly bearish 0.84 with the leveraged ETF traders a bit less leveraged long.
  • The Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) at 16.2/58.1 released yesterday morning increased its cautionary message as it suggests a high degree of complacency within that group. We repeat, historically this data point has presaged market correction but is not an effective short-term timing indicator.
  • The counterintuitive % of SPX issues trading above their 50 DMAs (page 9) dipped to a neutral 73.94.
  • The valuation gap continues to be extended, in our opinion, with the SPX forward multiple of 23.3 via consensus forward 12-month earnings estimates from Bloomberg dropping to $145.18 while the “rule of 20” finds fair value at 19.3. Said valuation gap continues to be a concern.
  • The SPX forward earnings yield is 4.3% with the 10-year Treasury yield dipping to 0.6%.

In conclusion, while a few more clouds have gathered on the horizon, adding to our concerns, we have yet to see violations on the charts, thus causing us to maintain our near-term “neutral” outlook for the equity markets.

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