December 19, 2023

11:39 am

After a bit of investigating I concluded tat the December 1 high at 4599.39 in the SPX may have been the Master Cycle high on day 263,  This Master Cycle high was visible in all the stock indexes.  What happened after was a rare inversion of the new Cycle due to the FOMC  pivot    There are two possible outcomes.  The first is that the rally in SPX may stop short of 4800.00 in the next few days due to a possible structural limitation, leaving about three weeks of decline into mid-January, as previously mentioned.  Second, should the SPX exceed 4800.00, we may see the rally continue to mid-January.  The 1987 trendline at 4740.00 is the first possible aggressive sell signal.

The VIX ended its Master Cycle on the day of the FOMC meeting.  It may begin a panic Cycle next week,, which bolsters the first outcome.

RealInvestmentAdvice states, “A recent warning by YahooFinance warns investors to sell their cash and buy bonds and stocks now as the Fed pauses. To wit:

“Get out of cash now. Take advantage of some of these incredible things in the fixed-income markets, especially in the belly of the curve. Take advantage of the companies that are still available to you at reasonable prices,” said Gargi Chaudhuri, head of investment strategy at BlackRock iShares Americas. 

Such advice certainly goes against a mountain of historical evidence from both inverted yield curves and Fed rate cuts that suggest investors should be selling stocks and heading to the safety of cash. For example, the four-panel chart below shows the previous yield curve inversions when more than 50% of the ten economically sensitive yield spreads we track were inverted. ”

 

8:45 am

Good Morning!

I have switched to the weekly charts because the rally is larger than what the daily charts have indicated.  It now appears that the NDX may be completing its Super Cycle Wave (b) which has been in effect since March 2009.  I am still revising the labels, so you may see some changes to this chart later on.  However, what I am seeing is five degrees of trend which takes in much larger Cycles than what I have illustrated up to this point.

Today’s NDX futures have risen to 16778.00 thus far.  The weekly Cycle Top is 17126.17, a very likely target for this rally.  This top may be the equivalent of the 2000 top, with its blow-off feature.

Today’s options chain shows Max Pain at 16820.00.  Long gamma may start at 16850.00.  Short gamma begins at 16800.00.

ZeroHedge remarks, “No fear FAANG

NYFANG continues moving higher, reaching the most overbought levels since the June mania…but overbought can stay overbought for longer than most think possible.

Source: Refinitiv

Small caps

S&P Small Cap Index is up 9% relative to the S&P 500 since Nov. 10th; however, the long- term relative performance and valuation for small caps look very undemanding in a historical context (the S&P Small Cap forward P/E multiple trades at a 30% discount to large caps; 13th percentile back to 1997). Mike Wilson finds that small caps actually tend to underperform both before and after Fed rate cuts, which speaks to the notion that the Fed typically cuts rates as nominal growth is slowing and small caps tend to be quite economically sensitive. (Morgan Stanley)

Thank you rates

Small caps are very sensitive to rising rates. The latest move lower in rates is a tailwind for small caps, ceteris paribus.”

 

SPX futures have risen to 4752.10.  Its Cycle Top resistance is at 4809.10.  This may allow it to exceed the January 2022 high at 4818.62 and temporarily exceeding the 1987 trendline a final time.  This move may be truncated by a potential financial accident at any time.

Today’s options chain shows Max Pain at 4745.00.  Long gamma starts at 4750.00 while short gamma begins at 4740.00.  This market is very tightly wound.

ZeroHedge reports, “&P futures continue their seasonal year-end meltup following 0.3% gain in Estoxx 50 where utilities and industrials outperform and a surge in Japanese stocks where the BOJ “shocked” market by doing nothing at all. As of 8:00am ET, S&P and Nasdaq 100 futures were up 0.2%, set for a third consecutive record high. Europe’s Stoxx 600 index rose 0.3%, with Switzerland’s UBS AG rising as much as 2.8% after Cevian Capital AB took a €1.2 billion ($1.3 billion) stake. The yen plunged as much as 1.5% to a one-week low against the dollar, while the Nikkei 225 equity index rallied after the BOJ held its policy rate at -0.10% denying laughable speculation of an imminent rate hike. 10-year yields slipped about two basis points, the dollar slipped and bitcoin gained, while WTI futures were little change on the day despite growing paralysis of Red Sea transit.”

 

 

VIX futures hit a morning low of 12.44.  A buy signal awaits above the 10-week average at 14.31.

Tomorrow’s monthly options chain shows Max Pain at 14.50.  Short gamma resided between 11.00 and 14.00.  Long gamma begins at 15.00 and extends to 45.00.

 

ZeroHedge observes, “FOMO for real

SPY ETF all-time record inflows of more than $20bn last week

Source: Bloomberg

$20bn of FOMO buying. $6 trillion of potential

“.. despite a near 20% rally in the $QQQ since late October .. the amount of cash on the sidelines .. now at $5.886 trillion .. funds might begin to deploy cash in the new calendar year .. which might help to fuel the market rally even more.” (FundStrat)

It’s happening

Huge monthly inflows in SPY on the back of the dovish FOMC meeting. We last saw such inflows in 2007.

 

The Weekly TNX chart shows it inside its  trading channel since 2020.  The channel may allow TNX to move much higher.

TNX futures dipped to 38.92 this morning before a bounce took it out of the danger zone.  While the current regime would like to see lower rates, the final high of this Cycle may be closer to 56.00.

ZeroHedge comments, “Follow the money. That’s how to explain the Federal Reserve’s extraordinary dovish swing last week. The government’s soaring interest-rate bill will become an increasing drain on the volume and velocity of reserves in the system, stoking headwinds for assets and the economy. By jettisoning higher for longer, the Fed has enabled interest-rate costs to fall – but only by heightening future inflation risks and the prospect of higher yields.

Mark Wednesday 13th of December down as the day modern-era central-banking independence died in all but name. The rot began several years ago, and spread when inflation jumped to its highest level in decades. But the Fed’s Damascene conversion to dovishness at last week’s meeting was the fatal blow.”

 

 

 

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