February 1, 2023

3:10 pm

The “mild” report has goosed sentiment enough to spark a melt-up  in SPX that may end in tears.  The 50% retracement value of last year’s decline is 4142.00.  Weekly mid-Cycle resistance (not shown) is strong at 4165.00.  Either target may be a stopper for this rally, if it gets that far.  As of tomorrow (day 258), we will have two Cycles pointing down.  It may be time to take short positions.

ZeroHedge observes, “The Fed hiked 25bps as fully expected and the statement had 3 key highlights:

  1. Hawkish – keeps “ongoing increases” (plural) language signaling no pause in March.
  2. Small Dovish – adds inflation “has eased somewhat” but notes “remains elevated.”
  3. Dovish – Changes “pace” of future increases with “extent”, as it transitions from the rate of hikes to the duration of higher rates before any pivot.

As Inflation Insights suggests:

“The one word change from the ‘pace’ of future rate hikes to the ‘extent’ of future hikes tells you that when the Minutes come out, we’ll likely read that officials have begun to debate when to pause.”

While everyone expects a ‘hawkish’ rhetoric from Powell in the presser, we suspect it won’t be ‘hawkish’ enough.”

 

8:20 am

Good Morning!

SPX futures have declined, but remain within a trading range above the declining trendline now at 4008.00.  A decline beneath that level produces an aggressive sell signal, while the 200-day Moving Average is at 3954.00 and the 50-day is at 3947.00, where the sell signal is confirmed.  A mixed message from the FOMC may produce a lot of volatility with a possible new high before the reversal.  A hawkish message may cause an immediate and spectacular decline, as today is day 257 of the Master Cycle.  Today is day 257 of the ending Master Cycle.  The 12.9-month Cycle may have ended on Monday.

Today’s op-ex shows Maximum Pain at 4045.00.  Long gamma may start at 4050.00, while short gamma begins at 4000.00.  The sentiment in options is getting more bearish than bullish.

ZeroHedge reports, “S stock index futures slipped on Wednesday – after a frenzied late rally into Tuesday’s month-end thanks to a monstrous, $6 billion in Market on Close buy orders – but were off session lows as investors awaited the Fed’s policy decision after a stellar start to the year for stocks amid speculation the central bank will signal a slowdown in the pace of rate hikes.

Futures on the S&P 500 were 0.2% lower, trading around 4083, while Nasdaq 100 futs popped into the green as of 745am ET, with both underlying indexes surging more than 1% on Tuesday. The Nasdaq soared more than 10% in January in a furious short-covering rebound unseen in more than two decades. An index of global stocks excluding the US is making history with a gain of 8.6% last month — the best start to a year on record. Elsewhere, European and Asian stocks rose, the 10-year Treasury yield fell about three basis points and the dollar index dipped before the Fed statement, where it’s forecast to unveil a 25 basis point rate increase.”

 

 

VIX futures consolidated within a narrow trading  range between 19.40 and 19.73.  A credible reversal was made on Monday, day 270 of the expired Master Cycle.  Circumstances allow an aggressive buy signal.  Confirmation of that signal lies above the 50-day Moving Average at 21.16.

ZeroHedge remarks, “On October 12, 1987, a week before Black Monday, the Wall Street Journal warned of the potential for significant market turmoil. Per the article: The use of portfolio insurance “could snowball into a stunning rout for stocks.” Today, we are increasingly alarmed that another trading tool similar to portfolio insurance could set markets up for a bout of turmoil.

The quote above and a detailed analysis of Black Monday can be found in a Federal Reserve white paper entitled A Brief history of the 1987 Stock Market Crash.

Despite the growing risk to foster market turmoil, 0DTE is a term few investors have heard of.”

 

TNX is lower this morning, as anticipated.  Today is day 252 of the current Master Cycle.   It is in the “time window” for a reversal and now must reach the price target near the 200-day Moving Average at 33.45 to complete the correction.  The Cycles Model allows a 7-week rally out of this low that may exceed the current high.  Trending strength comes roaring back by mid-week which may lead to a panic Cycle.

ZeroHedge remarks, “Cutting to the chase, ahead of the Fed’s decision (due at 2pm, Powell press conference 2:30pm, no projections so no new dots so no way to push back more on market expectations for sub-5% terminal rate), the key question – as Goldman puts it – is “what the FOMC will signal about further hikes this year” since 25bps tomorrow is in the bag and what matters to stocks is i) will this be the final rate hike and ii) how long will the Fed keep rates here before starting to cut.

“The Fed is approaching a critical inflection point and whether they finish with 25bp tomorrow (at 4.75%) or 25bp on 3/22 (at 5%), the end is very much in sight (but what really matters is how long they hold this level which i am betting will be much longer than most currently expect).” – Goldman trader John Flood”

 

USD futures are edging lower this morning.  However, having made its Master Cycle low on January 18, the USD is now in a position to break considerably higher.  New trending strength begins this weekend and the current Master Cycle has until the end of February to move higher.

 

Crude oil futures are hovering just above the 50-day Moving Average at 78.02.  Beneath that lies a sell signal.  The current Master Cycle extends to the end of February.  The chart warns that, should WTIC decline beneath the 50-day , there may be a substantial decline.

ZeroHedge observes, “Oil prices rallied on the day, with WTI rebounding back above $79 as factors ranging from the end of the Fed’s (dovish) rate increases to swelling demand in China give bulls more ammunition.

“The main driver for oil lately has been the potential for a resurgence of oil demand out of China, which may continue into February considering how Chinese economic momentum picked up in the overnight PMI reports,” said Colin Cieszynski, chief market strategist at SIA Wealth Management.

The nationwide ‘deep freeze’ has clearly been impacting the inventory data over the last few weeks. We suspect today could be the first ‘clean’ indication…”

 

 

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