April 15, 2021

12:00 pm

An interesting move in TNX on day 252 of the Master Cycle.  It may be declining to 14.97, the bottom of Wave [a] to create an Expanded Flat correction.  As usual, the trend-followers have tired of their UST short positions and are taking profits…at precisely the wrong time!  The move appears to be finished but may need another day of decline to  finish its retracement.  That may also put the reversal in stocks on hold for another day.

ZeroHedge reports, “Despite soaring vaccination rates, surging economic data and spiking inflation prints, Treasury yields have been (unexpectedly) plunging in the last few days with 10Y, for example, down 15bps this week alone, to its lowest in five weeks…

Source: Bloomberg

Yields are tumbling across the entire curve as 30Y seemed to find resistance at the Nov 2019 highs just too much to break…”

 

11:09 am

The NASDAQ Hi-Lo Index appears much weaker than the NYSE.  The first major foray beneath the lower trendline was on March 4 at -113.00.  However, it appears that the decline on March 25 may have been the “real Point 6.”   A dip below 0.00 creates the sell signal.  It appears that the Mega-Tech stocks are dominating again to make a new all-time high.

 

10:30 am

Earlier this week I hade mentioned that several indicators suggested the end is closer than one would surmise.  This is one of them.  The NYSE Hi-Lo made its Master Cycle low on March 24 at -144.00.  This low appears to be “point 6” in the Orthodox Broadening Top formation.  “Point 7” appears to have been made on April 5 at 499.00, a 76% retracement of the prior decline.  While this retracement is larger than the expected 38.2 – 50% retracements normally seen in this formation, the pattern remains true to form.  That suggests we are very close to activation with a potential minimum of 2450.00 stocks making new 52-week lows over the next month, compared to 2375.00 new 52-week lows in March 2020.

Wave E of the Triangle formation may have been made yesterday (unless today’s rise goes above 488).   In either event, a decline below 62.00 gives a potential sell signal.

 

9:55 am

The Ag Index opened higher, then receded beneath round number support at 400.00.  Should it rise above a long-standing resistance/neckline at 410.00 we may see a rise matching or exceeding the last nine months.  However, the inability to rise above the trendline suggests a possible deeper retracement during May before moving higher.

ZeroHedge reports, “Chicago corn futures rallied to 2013 levels Wednesday as concerns about cold weather slowing US seeding caught traders’ attention, according to Reuters.

Temperatures across the Corn Belt, mainly in the midwestern US, roughly covering western Indiana, Illinois, Iowa, Missouri, eastern Nebraska, and east Kansas, will experience well below average temperatures through this weekend. On a separate note, we covered how the cold spell has led to another Texas power crisis.

The cold blast has likely delayed seeding across the Corn Belt as farmers wait for warmer temperatures. Planting corn in cooler climates is still possible, but colder soil can take corn kernels much longer to germinate and increases the risk of seedling death. ”

 

8:45 am

Contrary to ZeroHedge’s claims, NDX futures have not made new all-time highs in the overnight session.  The futures made a near-Fibonacci 63% retracement of yesterday’s decline.  Should it turn down before reaching 14000.00, the indications are that the decline may have begun.  The NDX appears to be following the weakening lead of the Chinese Tech stocks.

ZeroHedge observes, “On the surface, markets appear very strong and healthy. Many broad indices are making new highs, expectations are for another quarter of strong earnings, and the tactical backdrop in terms of flow remains very supportive. More importantly, many of the “old” bear arguments around valuation, duration of the bull market and extreme sentiment & positioning have not worked at all for the past few months and feel pre-historically irrelevant (even though of course they should not as they one day will matter). However, when we peer a bit closer there are some early signs that would signal caution. This might not be the optimal time to increase risk but rather trim it.

1.      Hedge funds not chasing key leaders

Net flows in Cyclicals have turned towards selling globally over the past 3 weeks and Growth is also not being bought. Hedge funds are not chasing mega cap TMT, manifested through selling of semis for over a month now and selling of software over the past week. This means that two of the most important “leading” segments of the market are not feeling the love from the smart-money community.

JPM Position Intelligence team goes further: “The biggest pain trade appears to be a broad market decline that leads to more absolute losses, especially if Defensive outperform vs Cyclicals and Growth”.

 

 

The Shanghai Composite broke down beneath its mid-Cycle support at 3400.33, confirming the sell signal. A decline beneath the trendline at 3250.00 indicates a continuation to point 6 in the Orthodox Broadening Top.  The Cycles Model suggests the first stop in the decline may occur in the first week of May.  The estimated target appears to be 2900.00 – 2950.00.

11:15 am

ZeroHedge reports, “The ongoing decline in China’s credit impulse, which we have discussed extensively here in recent weeks, just made its latest appearance and the market was not happy.

Chinese stocks fell on Thursday, after the central bank underscored its intention to contain leverage and pursue policy normalization by adding just enough cash to maintain medium-term liquidity.

On Thursday, the PBOC injected 150 billion yuan ($23 billion) into the financial system on Thursday with its medium-term lending facility. That was slightly less than the medium-term lending facilities due in April even as liquidity is set to tighten this month, with 100 billion yuan due and 56.1 billion yuan of targeted loans maturing on April 25.

The PBOC withdrew a net 40.5 billion yuan of one-year funds in the first quarter, as policy makers address the twin challenge of a buildup in leverage while supporting the economic recovery from the pandemic. The tightening ricocheted through markets, with the main equity gauge falling from the highest in more than a decade while the benchmark money-market rate jumped to a three-year high in February.”

 

SPX futures beat yesterday’s high by three points this morning.  It remains to be seen whether the cash market will do the same.  A typical pattern may be that the hedgies and dealers set their algos loose in the early morning to see if they can get a rise out of the retail market.

ZeroHedge reports, “Despite a bevy of banks now warning that this is as good as it gets and a sharp market correction is imminent, nothing could spoil the markets party overnight, overnight we saw futures reverse a modest weakness and rebound back to all time highs as investors cheered solid earnings reports from companies including Bank of America and BlackRock and waited what should be a blockbuster retail sales report.

At 8:00 a.m. ET, Dow e-minis were up 161  points, or 0.47%, S&P 500 e-minis were up 22.25 points, or 0.56%, and Nasdaq 100 e-minis were up 114.75 points, or 0.83%.

“We are probably entering the last stage of the pricing of the growth acceleration, and we see encouraging signs suggesting the ‘reflationary’ environment can continue and be supportive for risky assets in the near term,” Goldman Sachs Group Inc. strategists led by Alessio Rizzi wrote in a note. “Across assets we continue to prefer equity over credit, and favor a pro-cyclical stance within equity.”

 

TNX appears to have completed its retracement this morning at 15.90 on day 252 of the Cycles Model.  In other words, a turn may be imminent.  Should TNX rise above 17.00 in the next two days, all hell (literally) may break loose as options owners and dealers scramble through expiration to avoid losses.

Investing considers, “It will be gradual, with ample advance notice. And it’ll only begin once the economy has “fully recovered.” That, at least, is the plan for raising interest rates at some point in the future, Federal Reserve Chair Jerome Powell explained late last month. The key question: Will the economy cooperate?

More specifically, will inflation remain sufficiently tame to permit Powell and company to slowly take away the monetary punch bowl?

“We are strongly committed to inflation that averages 2% over time,” the Fed chair says. “If it were to be higher or lower than that, then we’d use our tools to move inflation back to 2%.”

Fed Vice Chair Richard Clarida also outlined the current plan for gradual policy tightening, explaining that the central bank is intent on leaving rates unchanged until inflation’s running at 2%. “We are not going to lift off until we get inflation at 2% for a year. … We are trying to tie our hands. We are saying we are not going to hike until we get to 2%.”

 

USD futures challenged the 50-day Moving Average at 91.50, then appears to have bounced, suggesting the new Master Cycle may be bullish.  If so, it has another 30 days to go for a Master Cycle high .  The target appears to be between the Cycle Top resistance at 94.88 and the Broadening Wedge trendline at 96.00.

 

 

 

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