Some Uptrends Violated

Published 06/25/2014, 09:18 AM

Insiders Turn Negative


Opinion: Yesterday’s action in the equity markets left some negative marks on the charts while the data saw shifts in both directions. The net result, in our opinion, is that the near term outlook for the indexes remains neutral with a somewhat negative bias.

  • On the charts, all of the indexes closed lower and at or near their lows of the day. Volumes increased as breadth turned broadly negative, all of which suggest distribution. What may be of greater import is that a number of near term uptrend lines were violated. While the SPX (page 2) managed to close on its short term uptrend line, the DJI (page 2), COMPQX (page 3) and DJT (page 3) were not as fortunate as their trends were violated. The MID (page 4) closed fractionally below its uptrend as well but by such a minor degree as to not be all that conclusive.
  • These violations of trend, although negative, are not necessarily a death knell. They may result in a sideways pattern versus a new downtrend. However, it is too early to make either assumption at this point, in our opinion. The take away for us is, as these trends have been violated, the yellow caution light intensifies to some further degree.
  • The data saw a shift in both directions. The McClellan OB/OS Oscillators moderated to mostly neutral as the NASDAQ 1 and 21 days are now at -7.5 and +25.47 with the NYSE 1 day of -16.87. Only the 21 day NYSE remains overbought at +63.49. The WST Ratio and its Composite turned neutral as well at 42.6 and 126.0.
  • Our concern comes from sentiment. The detrended Rydex Ratio (contrary indicator) of 1.52 still shows the leveraged ETF traders as way too bullish along with the Equity Put/Call Ratio (contrary indicator) showing the “crowd” loaded up with calls at .52. In sharp contrast, the Gambill Insider Buy/Sell Ratio shows insiders as having almost completely backed away from purchasing their own stock at a low and bearish 6% as of 6/23.
  • In conclusion, the cracks in the charts combined with the sentiment data continue to suggest to us that a neutral to slightly negative tone remains for major indexes over the near term.
  • For the longer term, we remain bullish on equities as they remain undervalued with a 6.42 forward earnings yield for the SPX based on 12 month IBES forward earnings estimates of $125.11 versus the 10 Year Treasury yield of 2.59%.

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