Archives June 2021

Mid-Day Update

But for the Weekly Expected Move High...

Not so bad this morning, right? All-time highs, at least for a nanosecond. Tick distribution has been mostly positive. A/D lines and breadth look constructive. The Cumulative Tick is hanging in there. More volume is going into the stocks going up than down.

Basically, we have a Gap and Hold on slow tempo – mostly bullish. There could be a powerful reversal pattern forming. So what the heck is there to complain about? Ok, the put/call ratio shows complacency. So what else is new?

There is just one problem. That darn WEM high is drawing the price back down to 4256 (on the SPX cash) or about 4248.25 (to be exact) on the 24-hour futures contract. The WEM high is acting like honey to the flies – just as we suspected this morning. At least, that was the 70% probability.

The decline does have a falling wedge (reversal soon) look to it. There is no law against playing up above the WEM high, as long as the price gets home before sundown tomorrow. Always watch out for that lost glass slipper…

Bigger picture, I am watching the waning momentum illustrated at the bottom of the chart. Keep in mind; this two-hour candle is not closed yet, so the momentum still might break the downtrend. If it doesn’t, that could indicate a double top with the high from last week. Also, I do not see a true pivot lower yet on the 2-hour chart. I am still using the 2-hour as my master day-trading chart.

Let’s see what they can do with the afternoon drive. My sense is that if the market can hold here, we might have a chance to move up to the top red trendline on the chart connecting the recent highs early next week. Don’t forget; we roll into the end of the calendar quarter next week. That could get interesting as well. It is always something.

My next update will be after the close, unless something significant unfolds.

A.F. Thornton

View from the Top – Interim Update

If I had one goal in these pages, it would be to give you advice you can actually follow and use. As I am sure you can attest, sometimes I get closer to the target than others. To a degree, all of the pontificating and speculation is pointless. And the question then becomes, why even try? Price, as it unfolds in front of us, is the best indicator of what to do next. Naturally, it takes time and experience to interpret price changes and volatility.

Also, there is nothing worse, at least in my view, than the advice “it might be this or it might be that.” I find myself saying “for God’s sakes, man, just spit it out and tell me what to do!” That is where the Navigator Algorithm is especially helpful. It is as close to the bottom line as it gets, and it has a 70% statistical probability of being correct. When you add a common sense stop-loss level to the signal, your losses are minimal even when the signal misses.

One reason the swing strategy (based on the Navigator Algorithm) allows for definitive calls is the time frame. The strategy is derived from daily data. Signals are far enough apart that you can actually execute them without living in front of your computer screens. 

With day trading, the speed of signals is such that about all I can do each morning is to identify the most important levels we are likely to encounter. Then, you can watch for a price pivot to occur if the level cannot be overtaken. If the level is overtaken, then you monitor for continuation.

All of that is well and good, but what the heck does this all mean? What does the process entail and how do you use it? What are all these crazy terms? What do you mean, “monitor for continuation?”

Very soon, both the swing and day-trading strategies will be detailed in password-protected portions of our website, along with checklists that will allow you to use these strategies to their fullest potential. In the meantime, let’s briefly review the big picture.

The Macro Narrative

The broad market peaked in early May. Currently, more the half of the stocks in the S&P 500 are trading below their 50-day moving average. Most of the 11 S&P 500 sectors are already in corrections. Only a few sectors are still holding the market up – most notably technology. 

The sector and stock weightings of the remaining positive areas are such that the indexes are still rising even though the majority of stocks are correcting. This is most pronounced in the NASDAQ 100, but also reflected in the S&P 500 index. My belief is that the few rising sectors left, such as technology, will surrender soon and we will have a more synchronous correction or pronounced trading range.

I thought it might be helpful to examine two periods from the past that are analogous to our current situation. These periods share recoveries from deep corrections such as the China Virus low we experienced last year, boosted by aggressive Fed intervention. In both cases, the nominal 18-month cycle low was not severe, as I am expecting now. I have noted that I am only expecting about a 10% correction that will eventually take us to the 200-day line.

The most notable, comparable market periods to the one at hand are the summers of 2004 and 2010. Both summers followed parabolic, Fed-policy-induced stock market recoveries from bear markets.

First, let’s look at the 2002-2004 period in the S&P 500:

In virtually the same time frame as we have recently experienced, the S&P 500 climbed 45% from the March 2003 lows. The market then peaked in the early spring of 2004 and corrected over the summer. Finally, the market ramped-up for a 15% gain into the end of the year. The March 2002 low to the late summer low in 2004 was the full, nominal 18-month cycle for the referenced time frame.

Now, let’s look at the summer of 2010:

[Insert Twilight Zone Theme]. Again, in virtually the same time frame as we have recently experienced, the S&P 500 climbed 81% off the March 2009 lows. The market also peaked in the early spring of 2010. Finally, the market corrected over the summer and then ramped up for a 15% gain into the end of the year. Once again, the March 2009 low to the late summer low in 2010 was the full, nominal 18-month cycle for the referenced time frame.

That is not all that was similar about the summers of 2004 and 2010 to current conditions. Both corrections were preceded by aggressive Fed stimulus and intervention for the economy and financial markets. In both periods, we had a summer of indigestion on speculation of the Fed pulling the reins back on the previously accommodative monetary policy, just as we are experiencing now.

A final but important point is that in both the 2004 and 2010 cases, cyclical and value stocks outperformed growth stocks in the final push into the end of the year. I don’t know if we can ring the bell three times, but let’s be alert for such a shift. Growth stocks have come back into the sun over the past few weeks, holding the S&P 500 and NASDAQ 100 indexes up by their proverbial fingernails.

So if you wondered why I am neutral to bearish, and perhaps why we have not yet achieved a buy signal in the Navigator swing strategy, now you have a little better insight into my thinking. Is this still pontificating? Speculation? Sure. But let’s hope it is “informed” speculation. It always helps to have a base case or two from the past to help understand the present. Human nature does not change – nor do the reaction and behavior of traders. Each period has its nuances, but they do tend to rhyme.

As always, however, I will do my best to keep an open mind as to all possibilities.

Stay tuned…

A.F. Thornton

Pre-Market Update – 6/24/2021

The Weekly Expected Move (“WEM”) high on the 24-hour S&P 500 index futures is roughly 4250. There is a 70% statistical probability that the market will move to or below that level by tomorrow’s close. The futures are marginally above the WEM level at this writing. We see a number of the 11 sector funds at their expected move highs as well. Volume has been light on the recovery in the past few sessions, undercutting its credibility. Momentum and breadth continue to wain – even in the wake of a nice gain for both the S&P 500 and NASDAQ 100.

The WEMs are “where risk goes to die,” as Don Kaufman over at Theotrade.com often says. It is where buyers and sellers meet. When the levels are exceeded (30% of cases), the gains (or losses) can accelerate as market makers are forced to neutralize their risk. I don’t expect that to happen here – but let’s keep it on the table as a possibility.

More likely, we will continue to see the 4250 level act as a magnet through tomorrow’s close. The S&P 500 index might try to best its all-time high at 4258.25 for the order flow, if nothing else. But I would consider shorting the index on a pivot lower from that or any higher level and covering at least back at the WEM at 4250.

My overall bias remains neutral to slightly bearish. The Navigator swing strategy is on the verge of a buy signal, but it has not triggered thus far. There is a visible reversal pattern on the two-hour chart to move higher if the pattern takes.

Today’s Plan

If it were not for the WEM high looming in our midst, I would be advising that we have a strong gap higher, confirming buyers are still in control. Gap rules are in play, as is the potential for a new all-time high in the regular day session. Recall that the current all-time high occurred in a Globex session. Still, probabilities favor a move back below the WEM 4250 level by tomorrow’s close. Carry that forward in your narrative.

Key levels are important today as, once again, we have a confluence of market profile nuances. On the upside, we have the overnight high at 4254.50 and the all-time high at 4258.25. We have the 4250 level below that, which serves as both a half-roundie and the WEM high. Then we have 4248.25, which has doubled as a high in both a Globex and regular session. We have yesterday’s high at 4246.25. Then we have the prominent TPO/POC at 4239. Then we have a triple hit at 4229.75 as the VPOC from 6/22, yesterday’s low, and the Globex low that preceded yesterday.

The weak structure from 6/21 and 6/22 remains a carry forward but tends to be more important when encountered in a rally. Here, we would only encounter the weak structure in a decline. 

With overnight inventory 100% long, the true gap higher has potential for an early fade. Whether we get it and how much tells us a lot about the strength of the market. 

Should there be a full gap fill, remember that the prominent TPO/ POC at 4239 has higher odds of being tested. Leaving it untested today is a sign of strength and should be carried forward.

Only acceptance below 4229.75 has any potential to change the tone. As always, watch internals for confirmation of breakouts, trends, and strength.

Good trading today!

A.F. Thornton

Epilogue – 6/23/2021

Today ended up as the textbook range day.  On our principal S%P 500 index, we had a slight range expansion on the upside, but matched the Globex low, and of course stayed well above yesterday’s low. Value was unchanged, but the POC moved higher. But for the Weekly Expected Move high, the markets could have gone higher. Overall, the pause likely added to the bull case. 

Responsive trading ruled the day, with the top of the range and gains capped at the Weekly Expected Move highs for the S&P 500 and NASDAQ 100. No surprises.

I had written something quite extensive this morning and somehow lost it. So I will try to rewrite it for tomorrow. The macro picture remains the same as outlined on Monday, with the stealth correction creeping along in most sectors. Technology and the FAANMAN+T stocks are holding the market up. But this will lead to a classic breadth divergence given the positions of the major indices. We even have a butterfly top formation on the NASDAQ 100, but it is not quite yet complete. 

We also have a Dow Theory sell signal on the market, a fairly reliable indicator over the past 100 years. The math took the S&P 500  and NASDAQ 100 a bit higher than expected, but it has not yet changed the larger forces at work. Rotation complicates the picture, but everything will be correlated in the downdraft when the bulk of the correction materializes.

Maybe the 18-month correction will be shallow. We saw this after the 1987 crash and the recoveries in 2003 and 2009. But the latter corrections still approached 10%. Anyway, the price will lead us to the next move. I remain neutral to bearish until we get a solid buy signal. 

Let’s get through the rest of the week. Next week, the Founders Group will shoot at some shorts with a rifle (sectors) rather than a shotgun (the broad S&P 500 index).

Anyway, the day was uneventful, for the most part.

A.F Thornton 

Pre-Market Outlook – 6/23/2021

While momentum buyers have been in control the past few sessions, the S&P 500 index has hit its Weekly Expected Move (“WEM”) high for the week and will likely be rangebound through Friday, with the WEM level around 4250 acting as a magnet. The index may be able to squeak out a new all-time high above 4258, but it would have to punch through the WEM high at 4250, and there is a 70% probability the index will end the week at or below that level.

It also appears that whatever fear Fed Chairman Powell and Fed Governor Bullard may have temporarily injected into the market, traders are discounting/ignoring the coming QE “taper”  in a big way.

Globex activity failed to test the single prints of yesterday’s regular session. And yesterday’s distribution came down to the same level as the overnight low and rallied from there. Between yesterday and Monday, there is a lot of emotional trading (short-covering) and poor structure below the current level for the market to repair and carry forward potentially.

Last night’s overnight distribution also stopped sellers just shy of yesterday’s Point of Control (POC) at 4230.75. Markets that test visual and mechanical (not to mention nuanced) references like this are controlled by short-term traders rather than longer-term investors. This is not necessarily negative or unsustainable. If anything, one might see it as bullish as this faction of traders has not proven to be easily shaken and can stay in charge for long stretches.

Coming into today’s session, we have a key level above us that is noteworthy and could be the key to higher prices should it be taken out. The overnight high at 4248.25 stopped right at the same price where two recent day sessions also topped out. Use this as a potential go/no-go break-out level, keeping the WEM high at 4250 on your radar too.

Yesterday’s single prints also should be entered into the larger narrative, even if they aren’t exactly key levels today.

Assume buyers are in control and will continue to be today. Pullback buys are probably the best strategy unless the market signals otherwise. Watch the 30-minute range first. Also, after two trend days, a range day is in the cards.

Any breach of the overnight high level puts the all-time high at 4258 into play. That all-time high was made in an overnight session which makes it less secure. The market will likely pull back to the WEM high on a pivot lower even if the index breaks out. The NASDAQ 100 is almost at its WEM high as well.

A.F. Thornton

Pre-Market Update 2 – 6/22/2021

It is not too late for the market to take a spill here, but it is not happening. Importantly, 4230 on the 24 Hour S&P 500 Futures index (about 4237 on the cash index) is the max tolerance for a short trade. That is the 78% retracement of the decline which defines the down vs. up trend. With the NASDAQ 100 at new highs, and the S&P 500 cash index already above its equivalent 78% retracement, buyers have taken control.

While this continued rally is unexpected, we have to consider that the math is such on the S&P 500 index that the big cap tech and growth stocks have enough weight to carry the index higher, even though the majority of stocks are declining in the broad market.

The behavior creates the breadth divergences we often see at tops. But I won’t argue with it until we are there. So we are stopping out of our short position for a very small loss, and will regroup tonight after we see the close.

We are approaching the Navigator buy trigger on the daily S&P 500 chart. If the short didn’t work, lets see whether we can trip a buy signal. Again, this is not what I had expected, but I never argue with price. If the reversal pattern is taking, we are only halfway to the minimum target, with 60 S&P 500 points to go. 

The bears had their chance to press their case at the low today and failed. There just are not enough sellers yet to take us lower.

My next update will come before the open tomorrow. There is nothing that is likely to change between now and the close. If there is, I will let you know.

Look at the reversal pattern on the S&P 500 Index Futures chart using 24 hour data and 2-Hr candles. It is hard to argue with what I see, even though it was not my first choice.

A.F. Thornton

Mid-Day Report – 6/22/2021

The NASDAQ 100 had managed to best the overnight high and yesterday’s high to achieve a new, all-time high (at least intraday). So far, price is finding acceptance in the NASDAQ 100 expanded range. The S&P 500 has achieved the same besting of the ONH and yesterday’s high, but not the all-time high.

The Founder’s Group has maintained its small, initial short position and is looking to add to it late today, depending on how the rest of the day goes. We were very close to getting stopped out on the last hourly bar – but squeaked through thus far.

The price movement has been impressive, but the internals are lousy. Nothing has changed significantly in the macro picture outlined in our View from the Top discussion earlier this week. If I am wrong on a slightly bearish call here, it will be because we are being undermined by the capitalization math of the tech stocks. If that turns out to be the case, then I will move from the index itself to a narrower target like the sector or some sector leaders. That is my personal, unofficial position for the Founders Group.

The Navigator swing strategy remains 100% cash for now. 

For day traders, we did have another nice breakout trade from the initial 30-min range today, just like yesterday. I will post it at the end of the day.

A.F. Thornton

Pre-Market Update – 6/22/2021

Looking at our market proxy, the S&P 500 index, the overnight low (also near the Daily 5 and 21 EMAs) held a test for the 24-Hour S&P 500 index futures thus far this morning. We are now at the top end of the range testing yesterday’s high. 

Internals started the day negative, and have improved to mixed. The cumulative tick is turning from negative territory. But decliners still outpace advancers by almost 2 to 1 on the NYSE and 1.5 to 1 on the broad NASDAQ indices. Most of the gain continues to be driven by the big tech names as can be seen from the heat map above.

The market is right at our trigger stop line for the Founders Group unofficial short position from yesterday. A close of the hourly chart above that level will put our short position to bed for a small loss and then we will regroup.

A.F. Thornton

Pre-Market Outlook – 6/22/2021

I feel like I am living in three different worlds at the moment. First, there is the NASDAQ 100, growth stock, and tech world where all seems well. Then there are nine out of the 11 S&P 500 sectors that have been correcting for a month. Finally, there is the S&P 500 index itself trying to ride the fence.

Was yesterday a “key reversal?” Did one Fed Governor’s comments Friday send the market reeling, only to recover yesterday on seemingly opposing comments from a different Fed governor? Did the publication of Fed Chairman Powell’s proposed Congressional testimony overnight help preserve yesterday’s gains? Was Friday just another one-off bounce to the 50-day line and back? 

When I look across the correcting sectors, I would argue for yesterday’s action to be a dead cat bounce. Those are the bounces that suck amateurs back into the market while the professionals sell their inventory to them and then pound the market down. Of course, nothing is ever quite that simple.

In the chart above, the most optimistic scenario is that we just keep going today and challenge the old highs on the S&P 500. The middle ground is that we continue to form the reversal pattern mentioned yesterday and outlined on the hourly chart above. The pessimistic scenario is that we retraced a little more than half the sell-off and we continue down to new lows.

The Founders Group took a small, unofficial short position at 4215 on the index yesterday. Unofficial means that this is not a formal, announced Navigator trade. We are simply sharing our thinking out loud.

Sometimes, you want to nibble at establishing a short position when the index is ripping higher as the premium is rich enough to give you an extra boost. The initial stop was the old high, but now we have lowered that to a close above the Navigator trigger line. The trigger line is dynamic, currently 4225 at this writing. As far as we are concerned, this was a low-risk entry point for a short (if nothing else) with a reasonable stop.

If my conviction was high, I would be more aggressive, but the jury is still out a bit on whether the NASDAQ 100 and growth will pull us out of the broad market, stealth correction. Or, alternatively, will the broad market eventually pull the narrow growth=style group down to new lows. Let’s just see what happens and let price guide us.

24-Hour S&P 500 Index Futures - Volume / Market Profiles

Today’s Plan

The size of yesterday’s reversal was a bit of a surprise to the bears, leading to poor structure in the distribution range, which was roughly 60% single prints. These singles are caused by panic short-covering.

Today’s session will be all about whether or not these higher prices are accepted or not. As of now, they have been accepted in the overnight session – but see the discussion above.

Continue to carry the single prints forward until they are tested. Holding above them is bullish and nips the odds of heading lower. Testing them increases those odds. I will be watching how the market handles the overnight high at 4226.25, settlement (also the value area high at 4219), and 4202 which is the top of the single prints.

It’s common after an expansion of range to balance a bit which is what we could have in today’s session. As of now, overnight activity is already doing so and the regular sessions often follow the tone of the overnight. If so, assume responsive trade. As mentioned above, only acceptance below the top of the single prints brings potential for change.

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