View from the Top – 6/2/2021

View from the Top – 6/2/2021

Arogostoli, Cephalonia, Greece

Well, my view has been different recently – coming from a small island in the Ionian Sea. I have been here for a while and likely will remain another month or so. It has been a sad journey, tending to the untimely and Pandemic-related death of my father-in-law.

Traditions here are pretty different. As one example, the church bell rings in the village when someone dies. I guess I never understood the meaning of “For Whom the Bell Tolls” until now. Then, posters go up all over the village announcing the death and funeral – like the lost and found signs we see on telephone polls at home. The funeral occurs within 24 hours, as there is no embalming. It does not seem enough time to grieve and let go. But it is what it is.

Talking to people on my travels in and around here, the views of most Europeans have been disheartening. They believe that the United States has lost its footing since Trump left office. Some say the country is over as we knew it. It is a perspective unsurprising to someone like me who studies the trends, but it is nevertheless alarming to hear it in person. 

In the U.S., the news media led us to believe that the Europeans disliked Trump and his policies, but clearly, that was an elitist view. Regular people seem to embrace populism similar to the Trump movement in America. The wealth gap is at the heart of the problem here, just as it is at home. Anyway, it is always helpful to get different perspectives. 

When the relics of the Pandemic are in the rearview mirror, we are likely to get a more balanced view of the post-pandemic world. Hopefully, policies will focus on long-term solutions to helping families at the bottom of the ladder achieve lasting progress toward a good and decent standard of living.

So we ended May with a price candle called a “hanging man.” As the name might indicate, it is not a bullish candle. It would portend a few months of consternation ahead, just as we are expecting.

I would put yesterday’s action in the WWSHD (When What Should Happen Doesn’t) category. The first day of a new month should be strong. It wasn’t, save for energy, basic materials, real estate, and financials. Those sectors tend to be late-cycle. Financials are on thin ice, as the critical spread between 10 and 2-year treasury rates has been narrowing lately. The banks make money on the spread, so the preference would be that it widen.

Perhaps more importantly, in the S&P 500 index, we had another “look above and fail” per our balance rules. As pointed out in yesterday’s pre-market outlook, we expected the holiday and Globex traders to fade the gap and take profits (old business) and hoped the new monthly inflows (new business) would buy the breakout above balance. That didn’t happen. But for the daily 5-EMA support, the market would have rolled down to the balance area lows around 4179. That could still happen in today’s session.

That leaves us with a 50 point trading range in the last six sessions roughly bounded by 4180 and 4215. You could also define it loosely by going back to April, with a southern boundary of 4120 and 4220 to the north. What is more certain is the importance of the trendline coming up from the March 3rd low and connecting the lows from May 13th and May 19th. The trendline also tracks the 50-day line reasonably closely at the moment.

As Edwards and McGee pointed out in their seminal work on technical analysis, when a trendline is touched once, it might be chance, twice it might be a coincidence, but three times and it becomes a good pattern.

The Founder’s Group is still focusing on the daily 5-EMA as our line in the sand for the Navigator swing strategy. Partly, that is due to our leverage in the S&P 500 futures contract. For non-leveraged, very long-term portfolios, a close below 4120 would be my maximum tolerance. The 50-day line and the trendline mentioned above congregate there. A compromise might be a close below the 21-day line – smack in the middle between the Founder’s Group line in the sand and the unconditional support at 4120.

For the moment, then, financials, metals/materials, real estate (XLRE), and energy are leading the charge. These sectors help drive the IWM (Russell 2000 ETF) higher. Crypto is still bleeding, perhaps forecasting trouble. Commodities (check out the DBC ETF) hit new highs yesterday – energy undoubtedly boosted the gains. I am still buying Freeport-McMoran (FTC) and PAVE (infrastructure ETF)on dips to the 21 or 50 – as the charts dictate.

I am continuing to keep leverage at a minimum unless I am right in front of the computer.

As a side note, Apple (AAPL) looks like it could be forming a head and shoulders topping pattern. Keep an eye on it. It is hard to imagine the broad market gaining much without Apple.

There is no big move to defensive sectors yet, just the continued rotation from growth to value style stocks and back.

The SKEW index is still historically high, so there is a significant premium to be had for premium sellers. In part, that is causing the trading range to become self-reinforcing. Market makers fight prices above the range to keep the premiums they have sold to retail investors.

Candidly, if you don’t need the money, this is an excellent time to put everything on the shelf and do something else. I am not an enthusiastic buyer, but it is a bit early to get aggressive on the short side.  Again, never discount the possibility of a trading range for the summer, finishing in a fall correction.

A.F. Thornton

AF Thornton

Website: https://tradingarchimedes.com

A.F. "Arthur" Thornton is an expert in logic, risk/reward quantification, market fractals, pattern recognition and asset class behavioral analysis with 34 years devoted to developing algorithmic and quantitative trading systems. In addition to trading his own capital, Mr. Thornton designs custom algorithmic and quantitative trading systems for a small and exclusive group of exceptionally qualified traders.

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