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260 posts from March 2010

03/31/2010

The Fed's Conundrum (by Bob K.)

By now we are all painfully aware of the direct and now not so secret support the equity markets are enjoying from the Federal and their Broker Dealer proxies.  From their point of view what they are doing makes perfect sense and is moral, in their eyes.  Let’s review why they are doing this. 

  • Bank valuations must be at attractive levels to allow for follow-on Secondary offerings to recapitalize their balance sheets. An additional knock-on effect is the ability for the banks to mark as profits any rise in their portfolios due to equity valuation gains.
  • Large Insurance companies also are incredibly undercapitalized, and any rise in the equity market releases strain in future insurance rate increases and requirements to sell more equity, plus they also get to remark their assets.
  • The banks are holding a lot of commercial real estate debt and  REIT debt, as equities rise they get to refinance or sell equity to buy time, also supporting the banks balance sheets.
  • Pension funds, this in my view the new big monster, reports are out this week that show State Public Pension funds are undercapitalized by over 2 Trillion dollars. Only three ways to solve it, collect more, disburse less, and/or have a higher rate of return.  Number one is political suicide right now, number two, is a nonstarter as the unions won’t cooperate, thus leaving number three.
  • Here is one nobody talks about, Tax receipts.  When is the only time in the last 50 years we ran a budget surplus?  Yup, during the last stock market bubble.  What propelled it?  You guessed it, cap gains taxes.  When you have a tax regime that is so progressive, you can only generate sufficient tax revenues by letting the wealthy generate capital gains.

OK, you can see from their point of view the upside is a no brainer.  But, beside from the sheer illegality and moral aspect of this, how will it help us bears.  We have been ramming our heads against support lines, negative divergences, poor fundamentals, etc.  But we are up against free and unlimited money, so what do we look for?

In my view, the FED and the political elite only fear three things.  Unacceptable increases in food and energy costs, an alternate reserve currency, and/or a loss of control of interest rates.

With 20% of the population un or underemployed, any additional rise in gasoline prices will bring a howl of protest from the people who see that the banks are bailed out, getting bonuses, and the rich having a strong stock market.  The cost of energy is being driven by the price of the dollar, and in my view has reached its tipping point.  I believe this will knock the carry trade fuel from the market.

Interest rates over 4% will prove to be a strong competitor to the stock and Reit markets, we have now reached this level.  Only strong fear of loss in the equity market will scare people into bonds and lower the rates.  Our government will sacrifice the stock market on the alter of the bond market.

Thirdly, the FED under no circumstance will allow our reserve currency to be supplanted by commodities based alternatives, without a huge fight.  We are seeing some of that exposed through disclosures of the massive short positions in the currency metals by the Primary brokers.  Silver is not backing down in price, as gold has done, and gold usually follows silver.

Bottom-line, we are close to the tipping point, I think all future moves will now have other consequences.

I always maintain a long gold position and every time Oil gets to the $80 level I short it. I manage my positions by hedges with options.  I am also watching TBT above 50 as a signal that the bond market is in protest.  Good trading.

Too Late for PMI?

PMI Group, shown below, is up 1700% since last March. What's interesting to me about this chart is that it has formed a beautiful inverted head & shoulders pattern, suggesting a price move to about $10 or so. I've got to say, it would be a little nerve-wracking buying into a stock like this, since the jump from about $3 to $6 only took a couple of days, and therefore there is hardly any support between the present price and a 50% decline. All the same, it's a nice pattern.

0331-pmi 

There's no more guest content in the hopper, and after this quarter, I only feel like finding the nearest corner and curling up into a ball. I'm done for the day. See you in the morning.

That Time of the Month

First off, while I'm thinking about it, plans are slowly coming together for Slopefest in Las Vegas. I won't go into all the details now, but it's shaping up to be held on the night of Sunday, May 9th. If you haven't expressed your interest yet, you can do so here

As for the quarter which (thank God) just ended - - on the one hand, the bulls seem utterly, totally, and absolutely in control. Look at this monthly graph of the Russell 2000:

0331-rutmonthly 

 

For the past thirteen months, only two of them yielded a black candle, and March's candle was hugely up.

The daily chart, on the other hand, suggests a tired market. But the synonyms that have been used to describe the equity markets for so many months, such as tired, overbought, overextended, exhausted, or God-knows-what-else haven't done the bears any good. Tired or not, it keeps going higher.

0331-rutdaily 

 

Today was weird enough, but tomorrow should be an extra-spicy version of weird since (a) it's the first day of a new quarter (b) it's the last day of the shortened trading week (c) the hugely-important jobs report is coming out on Friday, a market holiday.

Good Broken Trendline Example

0331-APWR 

Sunrise, Sunset

Sunrise (SRZ) has had a nice breakout failure, which, to my eyes, makes it a pretty intriguing short candidate - - particularly given its stellar rise over the past year.

0331-srz

The Latest SLIX

The SLIX indicator (whose definition is contained here) is sure looking bearish for the market, because this blog's popularity is on the wane big-time. The peak popularity - February 5th (tinted in green) coincided exactly with the bottom of the market. Current traffic, highlighted in magenta, is the pits - - the lowest non-holiday weekday traffic for as long as I have data (all those very low data points are Saturdays and Sundays, with a few holidays too).

0331-slix

Finding Your Inner Genius (by Leisa)

This post may be a little of "postcards from the edge"--and it is a retread from my blog. I'm a big believer in the importance of creativity and non-linear thinking. One of my favorite books is How to Think like Leonardo Da Vinci: Seven Steps to Genius Every Day, by Michael Gelb. From his website:

Michael J. Gelb, is the world’s leading authority on the application of genius thinking to personal and organizational development. He is a pioneer in the fields of creative thinking, accelerated learning, and innovative leadership.

I count this book as one of the cornerstones in my own personal/professional development. In this book, Gelb lays out what he calls Seven Davincian Principles---a distillation of the seven things that are common to genius--and exemplified by our acclaimed geniuses. I believe that there is genius within all of us. Why not give that genius a little fresh air? To give you a kick start, I wanted to present the Seven Davincian Principles. In resurrecting my former post, I was reminded that I used to have these by my desk as a reminder to integrate these principles into my everyday matters  I will post them in a conspicuous place again, for I believe that they are that important:

The Seven Davincian Principles

Curiosita—An insatiably curious approach to life and an unrelenting quest for continuous learning.

Dimostrazione—A commitment to test knowledge through experience, persistence, and a willingness to learn from mistakes.

Sensazione—The continual refinement of the senses, especially sight, as the means to enliven experience.

Sfumate (literally “Going up in Smoke”)—A willingness to embrace ambiguity, paradox, and uncertainty.

Arte/Scienza—The development of the balance between science and art, logic and imagination. “Whole-brain” thinking.

Corporalita—The cultivation of grace, ambidexterity, fitness, and poise.

Connessione—A recognition of and appreciation for the interconnectedness of all things and phenomena. Systems thinking.

Source: How to Think like Leonardo da Vinci: Seven Steps to Genius Everday, Michael J. Gelb, p. 9.

It's not a large jump to see how these principles can operate within our own personal and professional lives. These principles present for us a personal "balanced score card" providing avenues of development that we may not have traveled previously.

After reading this book, I was inspired to get an artist's sketch pad. I then forced myself to do something that I've never done beyond stick figures:  draw.  My first subject was my ancient cat, Kip.  In trying to draw him, I was forced to do something that I had never done before--SEE him--his contours, his shades of gray and the perfect curvature of his eyes.

If any of these principles resonate with you and you want to see your own genius like I saw my cat, then I hope that this post inspires you to explore your own creativity and find a means to give voice to it. In a future post, I'll introduce you to mind mapping.

Elliott Wave Theory Spotted @ Bike Rack

0331-stationary

SPX Contest Reminder by Market Sniper

Slopers! Today (Wednesday March 31, 2010) at 4:00 EDT sharp, the contest entries will be closed. For a quick review, see http://slopeofhope.com/2010/03/spx-guessing-contest-and-slopefest.html 

A few additional words:

1) Contest is open to ALL Slopers. You do NOT have to be at proposed Slopefest to win! (Editor's note: although you're obviously a lot cooler if you are going)

2) Winners will be contacted by email for a postal address so prizes can be delivered.

3) In the highly unlikely event that the market is closed on May 7, 2010, the close of the first market day thereafter will be used as the closing number.

Submit all entries to: slopefest@gmail.com

Good luck to all!

Comprehensive Assessment (by George)

This post contains a comprehensive assessment of the stock market, based on many of the indicators I follow. The conclusion is that it is weak and a correction is due; however, some more strength can be expected in the next trading sessions. Let's take a look:

SPECIAL OSCILLATOR

T S O 

This proprietary oscillator is being developed by David Corna and I. You have not seen it before. Consider it a measure of market rhythm. During an uptrend, the rhythm is steady and during a down trend, the rhythm is more erratic and volatile. The time period of this chart is January to present. Notice that the two recent spikes, circled, are higher than seen during the designated "up trend". This suggests that the market is, literally, tired. A useful analogy is that of a heart whose rhythm becomes irregular during stressful periods.

VOLUME OSCILLATOR

VOL OSC 

The oscillator above was developed by Terry Laundry. I have boxed two similar periods as well as a projection. This calls for a few more up days before another drop in the indicator and stock market prices occurs. Also, it recently fell below the zero-line, suggesting that it may need to reach an oversold level before a sustained up trend can resume.

VXV:VIX

Panic

This indicator is of relative fear. I have circled two bars that indicate panics on a daily level. The panic of four days ago was high on an absolute basis, as well as relative to the fact that the sell off in equities was mild. This suggests that a few more up days are due. However, the trend for this indicator is beginning to anticipate market weakness.

SHORT TERM T

Rec t

This T expires April 1st, at 11:30 AM. In theory, the market will rise until the T expires. This also suggests some strength in the coming days. However, the payroll report is coming out, which is very important, and will probably command the time and price at which the market makes its short term peak. 

SENTIMENT

The media has turned from bearish to neutral in the last couple of days. It has yet to be bullish but a little more strength will probably be enough. Recall that Dow 11,000 is near.

The 10 day MA for "All Securities ISEE" is approaching 140, a level at which the market usually peaks.

The equity put/call ratio is already at a level signaling a short term top.

The total put/call ratio needs more time to signal a top.

Well, that about covers it. To repeat the conclusions, it seems like the market is topping out, preparing for a correction, but it is possible that a few more days of upside remain. For frequent market updates and projections, please visit my site .