May 17, 2022

9:25 am

The  GSCI Ag Index broke through the neckline of its Head & Shoulders formation yesterday.  This is a fresh buy signal that cannot be ignored.  While the new Master Cycle may top out on or near May 27, the Cycle following it may quickly recover and continue its rise through mid-August.  While liquidity may have a part to play in this asset class, shortages may be the real culprit.

ZeroHedge reports, “Italian League party leader Matteo Salvini has warned that if the war in Ukraine does not end soon, chronic food shortages will cause an immigration wave that will lead to 20 million African migrants trying to enter Europe.

If Ukrainian grain supplies continue to be impacted, Salvini cautions, “Significant hunger is expected on the African continent, which will be a humanitarian, then a social, and finally an Italian problem.”

“Without peace there will be famine in the autumn and 20 million Africans will be ready to go,” he added.”

ZeroHedge states further, “If you think that the food and diesel shortages are bad now, then you will be absolutely horrified by what the globe is experiencing by the end of the year.  All over the planet, food production is being crippled by an unprecedented confluence of factors.  The war in Ukraine, extremely bizarre weather patterns, nightmarish plagues and a historic fertilizer crisis have combined to create a “perfect storm” that isn’t going away any time soon.  As a result, the food that won’t be grown in 2022 will become an extremely severe global problem by the end of this calendar year.  Global wheat prices have already risen by more than 40 percent since the start of 2022, but this is just the beginning.  Meanwhile, we are facing unthinkable diesel fuel shortages in the United States this summer, and as you will see below there are “no plans” to increase refining capacity in this country for the foreseeable future.”

 

7:45 am

NDX futures rose to 12540.90 as it seeks to retest either the Cycle Bottom resistance or the Lip of the Cup with Handle formation.  NDX and SPX are on slightly different Cycle patterns, where the SPX appears to be indicating bottoms, while NDX Cycles indicate tops.  In this case, the NDY Cycle suggests a potential Master Cycle high on or near May 25, eight days from now.

ZeroHedge observes, “In addition to the mauling suffered by the OG of all tech investors, Tiger Global, which we profiled earlier and which saw widespread sales and liquidations in its tech-heavy portfolio, a rundown of the latest 13F data reveals that many other hedge funds also cut their exposure to the stock markets worst performing sectors in the first quarter – primarily tech – while significantly increasing their holdings of surging energy shares, according to a Bloomberg analysis of the data. Overall, the moves have been beneficial to the funds with the sectoral trends continuing into the second quarter, and adverse to those funds – like Tiger and its offspring – which retained an overweight exposure to tech.”

 

SPX futures made an overnight high of 4086.00, then eased down, a bit.  There is a distinct probability that this bounce is a Wave [a], while Wave [b] may reverse down to a deeper low by the end of the week, which may be a closer fit to the Master Cycle (day 258).  Today is day 257.

Today’s options expiration shows Max Pain at 4005.00.  While options are positive above that level, the call population is thin and long gamma doesn’t kick in until it hits 4100.00.  Puts are favored beneath 4000.00, with short gamma at 3900.00.  That gives the dealers wriggle room all the way up to the Lip of the Cup with Handle without suffering serious damage until Friday.  You will notice that there are options expirations every day of the week, now.  The key is Friday’s options expiration, in which calls are virtually nonexistent and  puts are favored beneath 4200.00 with short gamma starting at 4100.00.  Considering the overhead resistance at 4100.00, Friday’s options pose a serious threat to the longs.  Spot Gamma thinks that capitulation risk lies at 4000.00.

ZeroHedge reports, “Another day, another dead cat-bouncing, bear market rally.

After Monday’s flattish session which saw tech names slump on fresh inflation fears, Nasdaq futures rebounded on Tuesday, setting up technology stocks for solid gains after a six-week rout as investors were encouraged by China’s easing covid lockdowns and amid speculation that Beijing regulators may ease a yearlong clampdown on internet companies at an upcoming meeting with tech executives. Nasdaq 100 futures jumped 2% by 7:00 a.m. in New York after the underlying gauge sank on Monday on concerns about a slowdown in economic growth; S&P 500 futures rose 1.6%. Treasury yields rose modestly above 2.90%, and the dollar retreated. Bitcoin managed to rebound back over $30K.”

 

VIX futures made a low of 26.49, testing the 50-day Moving Average at 26.36 and making a 55% retracement.  The Wave structure reaches parity and the 61.8% retracement value near 24.50.

ZeroHedge reminds us, “Abandoning “free puts” hurts

There has been three puts working in favor of the “longs”: the Fed put, the BTD put and the bond/equity diversification put. All have failed over past months. As BofA writes: “The Fed, in fact, has gone from suppressing vol and supporting risk assets to supporting vol and suppressing risk assets (from long Fed put to short Fed call)”. The investment bank argues for put collars as a favorable hedging strategy. We are slightly higher to when they recommended the strategy of buying the SPX Sep 3875/3375 put spread and selling the 4375 calls. From a vol point of view we like the logic.”

 

TNX has bounced back above the Cycle top support/resistance area.  This may be indicative of money flowing back into stocks, temporarily.  The Cycles Model suggests the decline in TNX may resume until the end of the month.

 

USD futures decline to 103.25 in the overnight session, confirming that the correction may end in a decline through the middle of June.  The target may be either the Broadening Wedge trendline at 97.00 or the mod-Cycle support at 96.52.

 

 

 

 

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