Short Term Outlook Negative For Now

Published 10/01/2020, 10:48 AM
Updated 07/09/2023, 06:31 AM
DJI
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IXIC
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US10YT=X
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DJT Chart Turns Neutral From Positive

The major equity indexes closed mostly higher yesterday with positive internals on the NYSE and NASDAQ as trading volumes rose from the prior session. Most closed near the midpoints of their intraday ranges. Some positive and negative technical events occurred on the charts regarding 50 DMAs and trends.

However, no violations of support or resistance occurred. The data remains generally neutral except for cautionary valuation and psychology. So, while the markets are indicating higher on the open, yesterday’s action did not tilt the scales away from our current near-term “negative” outlook for the equity markets.

On the charts, the indexes closed mostly higher yesterday with positive internals and heavier trading volumes as most closed near their intraday midpoints.

  • The one exception was the DJT (page 4) that closed lower and below its intermediate term uptrend line that has been in force since the end of June, turning its trend to neutral from positive.
  • On the other hand, the SPX (page 2) and DJI (page 2) managed to close back above their 50 DMAs.
  • So, now all the near-term trends are neutral except for the MID (page 4), RTY (page 5) and VALUA (page 5) staying negative.
  • The cumulative advance/decline lines for the All Exchange, NYSE and NASDAQ are short term neutral but have made a series of lower highs and lower lows form early August.
  • The COMPQX and NDX are now overbought on their stochastic readings but have not yet registered bearish crossover signals.

The data remains mixed.

  • The 1-day McClellan OB/OS Oscillators remain neutral (All Exchange: +3.1 NYSE: -9.05 NASDAQ: +13.72).
  • The Open Insider Buy/Sell Ratio (page 9) is neutral, dipping to 63.8 as insiders have slightly decreased buying while the detrended Rydex Ratio (contrary indicator page 8) remains neutral at +0.74 but shows the leveraged ETF traders still increasing their leveraged long exposure.
  • This week’s Investors Intelligence Bear/Bull Ratio (contrary indicator page 9) saw a slight rise in bearish sentiment to 19.4/51.5 yesterday. While not conclusive, it suggests there may be potential for the beginning of an important sentiment shift to the bearish camp should the markets slip further.
  • The counterintuitive % of SPX issues trading above their 50 DMAs is neutral at 42.4%. The valuation gap remains extended, in our opinion, with the SPX forward multiple now at 22.9 via consensus forward 12-month earnings estimates from Bloomberg lifting to $146.73 while the “rule of 20” finds fair value at 19.3.
  • The SPX forward earnings yield is 4.36% with the 10-year Treasury yield at 0.68%.

In conclusion, while yesterday’s action was positive and the futures indicate an upside gap open, sentiment and valuation remain disturbing while breadth has improved slightly but remains negative on an intermediate term basis. All of this is occurring with multiple near-term events in coin flip status while the virus appears to be in resurgence. As such, we remain “negative” in our short-term outlook for now.

SPX: 3,233/3,382            DJI: 26,747/27,786                  COMPQX: 10,534/11,230      

NDX: 10,756/11,510        DJT: 11,086/11,546                 MID: 1,780/1,899  

RTY: 1,450/1,500            VALUA: 5,975/6,388

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