November 7, 2023

2:45 pm

Please note:  I will be absent from this blog for the entire day tomorrow, November 8.  

 

12:15 pm

On November 3, I mentioned, “SPX is meeting fierce resistance at the September 21 gap beginning at 4375.70 and open to 4401.30.  It spent two weeks trying to overcome it in October, but failed.  Unfilled gaps are powerful resistance points, due to their history of failure, as you can see.  One of the reasons is that most shorts were bought after the gap down, so short covering no longer provides the fuel for SPX to go higher.  On the other hand, you will know a rally has legs when gaps are filled.  That may not happen for a while.”

Today, SPX lurched into the gap, but could not maintain a hold on it.  A failure at the gap (below 4375.00) may be a powerful sell signal.  Those who seek confirmation may wait until the 50-day Moving Average at 4347.71 is breached.

ZeroHedge remarks, “Here we are again, writes Goldman Sachs trader Bobby Molavi.

The market handing out yet another dose of exactly what investors didn’t want.

A dovish, bad news is good news and fed is done (cuts could be coming) mindset which triggered a beta rip that was felt most acute in most shorted, lower quality, higher leverage and duration space.

Macro still rules the roost…and only a week after we hit 5% for 10 year yields…we found ourselves at 4.5% on the back of easing labour markets and slowing inflationary pressure…..only to see this week yields rising once more.”

 

9:57 am

The Ag Index has risen above its 50-day Moving Average at 396.83, putting it on a buy signal.  The Cycles Model indicates growing strength after completing its Master Cycle low o October 31.  The new Master Cycle may last through late December, giving ample time for a rally with legs.   Harvest season is underway, with mixed results.  Final reports may indicate that food inflation may be back.

 

9:45am

BKX is declining toward the 50-day Moving Average at 77.94, where a sell signal awaits.  The rally may have provided some relief to bank  investors while lower rates have temporarily eased pressure on bank portfolios.  However, that may change quickly.  Regional banks went all-out selling mortgages when rates were considerably lower.  The pressure to unload those mortgages have widened credit spreads, preventing banks from easing their pain by unloading their mortgage holdings during the crisis.  Now the Federal Home Loan Banks have weighed in with bad news.  See the articles below.

ZeroHedge observes, “The growing divergence between mortgage and credit spreads is highly unusual and counter-intuitive: it’s not obvious why corporates should be getting less risky and mortgages more when rates have risen for everybody. It turns out the ultimate cause is inflation.

It has been said that anyone who says they understand quantum mechanics doesn’t understand quantum mechanics. That applies equally to markets. Just when you think you have a handle on things, a new head-scratcher pops up.”

2:55 pm

ZeroHedge writes, “Is Bill Gross about to face another big loser? On Nov 2nd, the former ‘bond king’ wrote on X that “regional bank falling knife has hit bottom” adding that he was buying shares of Truist Financial, Citizens Financial Group, KeyCorp, and First Horizon.

The Regional Bank Index soared for two days after that, but the last two days have seen the index give some of those gains back…

And today, we get headlines that – on their face – would seem like very bad news for smaller banks as regulators push to close the cookie jar of cheap rescue cash that access to Federal Home Loan Banks has provided.”

 

8:10 am

NDX futures consolidated near yesterday’s marginal new retracement high just above the trendline at 15150.00.  The first support under the NDX is the 100-day Moving Average at 15085.00, which may yield an aggressive sell signal.  The 50-day Moving Average is just beneath at 14953.09, yielding a possible confirmed sell signal.    The Cycles Model calls foe a decline that may last to the end of November,

Today’s options expiration shows Maximum Investor Pain at 15180.00.  There is virtually no long gamma.  Short gamma starts at 15170.00.  Sentiment is beginning to lean toward the short side.

ZeroHedge remarks, “This does not look like a top

This does not look like a bear market squeeze top. Chart shows average percentile of 16 equity market sentiment & positioning indicators.

Source: Goldman

This does too not look like a top

This too does not look like a bear market squeeze top. Risky vs. safe assets fund flows.”

 

 

SPX futures are consolidating just above the 50-day Moving Average at 4348.54. A break down beneath it may produce a sell signal.  The Cycles Model infers a decline may follow lasting to the end of November.  This decline has the capability to go beneath the October 2023 low at 3491.58.

Today’s options expiration is heavily fought at 4350.00, which may also be Max Pain.  Long gamma starts at 4390.00, while short gamma begins at  4300.00-4320.00.

ZeroHedge reports, “US stocks were set to snap a six-day rally on Tuesday as traders reassessed expectations of Fed interest-rate policy after hawkish comments Monday by Minneapolis Fed President Neel Kashkari dampened hopes of speedy interest rate cuts from the US central bank. Kashkari is back today for round two; Indeed, traders appear to be awaiting more from Fed officials on the rate path outlook following Kashkari’s comments, with Fed Chair Jerome Powell also set to speak later in the week, but first we have to get through today’s calendar:

  • 07:30: Kashkari
  • 08:00: Goolsbee
  • 09:15: Barr
  • 09:50: Schmid
  • 10:00: Waller
  • 12:00: Williams
  • 13:25: Logan

As of 7:50am, S&P 500 futures are down 0.3% to 4372 with Nasdaq futures dropping by the same amount, while Europe’s Stoxx 600 index posted a similar loss.”

 

 

VIX futures are also consolidating near their lows.  A return to trending strength ma be imminent, with (positive) momentum increasing by the weekend.

Wednesday’s op-ex shows Max pain at 17.00-18.00.  There is no real short gamma.  Long gamma starts at 20.00 and may extend to 50.00.

 

TNX may be pulling back to retest the 50-day Moving Average at 45.60 before resuming its climb.  This may be an opportunity to lighten up long bond holdings.  The Cycles Model suggests that we may see a steady climb this week with supercharged performance beginning next week.

ZeroHedge remarks, “Just a furious bounce?

The move in Treasury futures has been extreme, but note we are hitting the negative trend line around these levels. Also worth noting is the 50 day moving average. We closed above it on Friday, but we are very close to it again. The 100 day remains “way” higher.

Source: Refinitiv

Too quick

“As usual, we’ve moved a long way very quickly. I think it may get harder to keep pushing yields a lot lower…” (Dom Wilson, GS).”

 

USD futures rose to 105.85 this morning, overcoming the 50-day Moving Average at 105.46, putting USD on a buy signal.  The Cycles Model shows increasing strength over the next two weeks, suggesting a possible breakout.

 

Crude oil futures made a new low this morning, approaching the mid-Cycle support at 78.23.  It is on a sell signal tat may last to early December.  The Head & Shoulders formation has been activated that should take crude to its Cycle Bottom at 65.24.

ZeroHedge reports, “The European oil and gas majors, which are also the world’s top LNG traders, reported a mixed bag of third-quarter results, with some beating or meeting estimates and others missing expectations amid diverging gas trading opportunities in Europe and Asia.

Shell and TotalEnergies, the world’s largest and second-largest LNG traders, respectively, reported strong gas trading earnings thanks to the open arbitrage to Asian markets in the third quarter. But BP, another major with a typically strong gas trading business, saw weak results in the division between July and September, which dragged overall earnings below analyst estimates. ”

 

Gold futures declined to 1962.90, on their way to test the mid-Cycle support at 1950.36.  The Cycles Model suggests gold may decline through the end of the year.  The Head & Shoulders formation poses an interesting target.  The Cycles May allow enough time for that to happen.

ZeroHedge gives a history lesson, “Public Law 93-373 was supposed to be so boring that Congress didn’t even bother to give it a name.

You know how most laws passed by Congress have some fancy name– like the “Inflation Reduction Act” or the “USA PATRIOT Act” or some such nonsense?

Well, on November 7, 1973, US Senator James Fulbright introduced a very short bill– it was only ONE page– that didn’t even have a name. But Fulbright’s unnamed bill ended up being one of the most important pieces of legislation in US history.”

 

 

 

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