Archives 2021

Pre-Market Outlook – 5/12/2021

Wednesday Morning - 5/12/2021

The headline Consumer Price Index inflation number was released this morning, showing an annualized inflation rate of 7.2%. Surprise, surprise? Apparently so, as the consensus expectation was more along the lines of 2.4%. What planet are these economists living on?

Up until that moment. I would have written that overnight futures traders in Asia and Europe could not push the S&P 500 index to new lows, a bullish sign in the short term. Even after the Government released the headline number, the S&P 500 plunged 50 points, recovered, but is now heading back down again. In fact, overnight traders tested both ends of yesterday’s range but could not find acceptance above or below. Again, I carry that forward as potentially bullish in the very short term.

That sets us to open inside yesterday’s range, with overnight inventory net short. So we may see a counter auction higher at the open, though there is little else to guide us and the pre-market volatility may negate the counter auction theory. The Nasdaq100 and S&P 500 are now trading below their 21-day EMAs, which tips my macro bias negative.

We will be gapping back down into yesterday’s large range. While yesterday’s rally and relatively strong close seemed bullish, prices did not fill yesterday’s large gap. Prices filled it only fractionally. This still left a very large void above yesterday’s high. 

Value (where 70% of the volume traded) broke decisively lower from Monday. Last night’s overnight activity stopped right at the Value Area High, indicating that sellers are still in control. As set forth above, the CPI data release did take prices below yesterday’s low briefly. Undoubtedly, traders ran the stops under that low, but I still carry that forward as price exploration.

As the overnight high around 4150 stalled at the Value Area High, I will trade from the framework that sellers are dominant, and we should sell rallies unless we find acceptance above that level. Carry forward yesterday’s regular session low at 4103.75, as it was at a very technical level that is visual and mechanical for all traders. That could make this low weak should it be revisited.

Bottom line, bearish below 4150 today. But also carry forward that the overnight low at 4095.50 breached the regular session low at 4103.75 (also the prior support level from April). For now, those lower prices were rejected. Always remember, however, that overnight trade has less importance than regular session trade. Retesting the overnight low would be a bearish signal this morning and potentially put the daily 50-day line into play on the S&P 500 in the 4040 area.

A.F. Thornton

Epilogue – 5/11/2021

The markets left us hanging at the close, as they often do. And that leaves me sitting on my hands for now.

The S&P 500 index gave us a nice fade trade off the open, buying the high of the break of the first one-minute bar. But the trade ended at the opening price. As is typical on large gaps, the market went sideways for most of the day in about a 50-point range (Gap Rule #4). Try as it might, the index never got back through and above the opening price, an overall sign of weakness. Also contributing to weakness, the index closed below its 21-day line. But the index spun a bit of a tail, held the 4015 support discussed here, and held the trendline connecting the March 3rd and March 25th lows.

The price behavior, then, is a bit ambiguous. It would seem that we still have a sideways, balanced pattern, with repeated “look above” and “look below” attempts that fail. It isn’t easy to discern if the last high was the 5th and final wave of the runup since March 3rd, or simply part of this move across the channel and into the trendline – perhaps still a 4th wave consolidation with a 5th and final wave rally ready to get underway.

And that brings me to the NASDAQ 100, which was stronger today, filled its gap, and closed at the top of its daily candle. The NASDAQ 100 behavior and position lead me to believe that the S&P 500 index is, indeed, topping. The NASDAQ 100 remained under its 50-day line, and the price could not get back up into yesterday’s range at all. Despite its relative outperformance of the S&P 500, the weak price action that preceded the NASDAQ landing today somewhat negates any positives. But the NASDAQ 100 held its trendline (though a sloppy looking structure) and still has a pattern of (slightly) higher highs and lows.

The Russell 2000 small-cap index held its support lows but has broken its 21-day line and a rising trendline. The Dow remains the stronger-looking index, at least on the chart, and has yet to violate anything significant.

I am unmotivated to take any new positions until the picture is a bit clearer. Still, my bias remains that the market has topped and will spend some time sorting through valuations, interest rates, and inflation expectations. Like the pipeline cyberattack, any more black swan events, and you may need to lock me up. Lately, I feel like I am walking around in a moving elevator. I prefer more solid ground.

A.F. Thornton

Pre-Market Outlook – Update 5/11/2021

Tuesday - 2:00 pm EST - S&P Futures at 4150

The NASDAQ 100 has managed to fill its gap at this writing, which is encouraging. But the index saw considerably more damage than the S&P 500 and currently rests on the top of today’s daily candle at its 50-day line. The S&P 500 has been weaker so far, has not filled its gap, and sits just below its 21-day line. 

On a positive note, the S&P 500 is holding this morning’s low and the swing lows from April that congregate around 4115 (on the cash index) and form the bottom of our widened balance area. We would expect buyers at 4115 – but will it be enough to keep the current trend intact? If we can keep the candle spike into this morning’s low, we can also hold the trendline connecting the March 4th and 25th lows. 

Another positive force is the Weekly Expected Move low around 4178. While it has been materially breached this morning, market makers have an incentive to push prices back to or above that level before Friday’s weekly options expiration.

The 4150 level, then, is the moment of truth. If the market continues lower this afternoon and closes below 4115, then we have confirmation of the 18-month cycle peak, a trendline break, and we break the recent pattern of higher highs and lows. We would then definitively shift gears to shorting rallies.

There is another possibility. The market could hold here and try to resume the rally. That would put yesterday and this morning’s sell-off as news-driven but severe liquidation breaks centered around the oil pipeline cyber attack. The considerable damage in the NASDAQ 100 (trading below its 50-day SMA) would suggest that the intermediate cycle peak we have been expecting is at hand. Either way, we should know more by the close.

Before the deterioration yesterday, many positive charts reflected companies benefitting from the normalization of travel and leisure and infrastructure spending. The prices were moving out of basing patterns, so the sudden decline undoubtedly changed the tone. It only takes a match to light the fire, forcing market participants to take a sobering look at the totality of our current economic and inflation circumstances.

I will update you after the close.

A.F. Thornton

Pre-Market Outlook – 5/11/2021

Tuesday Morning - 5/11/2021

Be sure to read the View from the Top – Interim Report from earlier this morning. From all appearances, the 18-month cycle peak has arrived. A reasonable target for this correction in normal circumstances is the 200-day moving average – not necessarily a straight shot to that level but more as a destination. This morning, the 200-day line sits at about 3665 on the cash S&P 500 index. On the NASDAQ 100 cash index, the line is at 13,324.

Gap rules will apply this morning, as both the NASDAQ 100 and S&P 500 indices will gap down with true gaps. The NASDAQ 100 is still leading lower this morning, but there is slightly more parity with the S&P 500 now.

As with any large true gap, the early focus will be on the fill, complete lack of fill, or partial fill. Every one of those scenarios will tell us a different tale about how much conviction overnight sellers have. Gap rules #2 and #4 should be at the forefront of your mindset when navigating this open.

On the S&P 500, pay close attention to the May 4th swing low at 4188, as it was the last pullback low before the market made a higher high. The level also represents the last cycle low, the violation of which confirms the top. This level has already been breached on the NASDAQ 100. If there are no buyers at the level on the S&P 500 index, that is further market-generated information regarding the weakness at hand.

As usual, with a large gap, assume the potential for fade early in today’s session. Either buy the first one-minute high or cross back up through the open should the opening drive be lower. Taking out the overnight low and moving back into the overnight range can also be a strategy. Monitor for continuation and context.

Gap and go scenarios from gaps this large are relatively rare. That means that they usually play out along the gap rule #4 and spend most of the session digesting the overnight move. That would be bearish in the bigger picture, but offers little opportunity for day timeframe futures traders. Those looking for short-term opportunities should know that Individual equities often trend better.

Trying to “buy the dip” or pick a bottom in the circumstances can be treacherous at best. Sometimes, it can be wise to sit out a few sessions and let the market telegraph more certainty.

Good luck today.

A.F. Thornton

View from the Top – Interim Report

I could give you an elaborate discussion this morning, with fancy charts and graphs. Or, I can just give you the bottom line. We were in the zone for the intermediate peak of the nominal 18-month cycle. We have been discussing the potential peak for a few weeks. All we needed was a catalyst. We never know what the catalyst will be – that is why we use stops.

This time, some Russian hackers just hacked, captured, and are now ransoming one of our largest oil pipelines – demonstrating our vulnerabilities. It does not take a lot of imagination to postulate what might be next – perhaps part of the power grid? 

This morning, gasoline has popped over $5 per gallon in California.  Add this to all of the rest of the inflation distortions currently underway in the economy. Inflation, without commensurate wage increases, destroys the purchasing power of our most vulnerable, lower-income citizens. The shifting sands have the potential to derail the recovery.

The NASDAQ 100 has now rolled over, taking out its 50-day line. The S&P 500 is rolling over this morning, taking out its 21-day line. With the news of the pipeline ransom mid-day yesterday, money stopped rotating and started exiting the market generally. The price action triggered our stops, taking us back to 100% cash, and that is where we find ourselves this morning.

I think it fair to assess that the 18-month cycle peak has arrived, and the more probable profits likely will be made shorting stocks and rallies for the next few months.

As bad as these events may be, it is time to profit from the ensuing decline.

As always, stay tuned.

A.F. Thornton

View from the Top – Sell Signal

The NASDAQ 100 and monsters of tech were hit hard today on a spike in 10-year U.S. Treasury rates. The downtrend accelerated on announcement of a major pipeline shutdown do to a cyberattack. 

As I warned this morning, the 30% tech weighting eventually spilled its negative returns into the S&P 500 mid-day, and caught the Russell 2000 as well. While there were more advancers than decliners, and more positive than negative sectors, the tech math overcame the gains from the other sectors and S&P 500 index members, at least for now.

We are stopped out of all positions and back to cash.

A.F. Thornton

View from the Top – Interim Stop Alert

Disappointingly, the selling in technology has accelerated mid-day, partially driven by a spike in 10-year treasury rates. If the S&P 500 breaks Friday’s low, we could be left with a failed rally and our stops would be triggered. Stay alert, as I will make a final decision about 15 minutes before the close.

This also qualifies for one of those WWSHD moments. When what should happen doesn’t is often a signal that the market wants to go the other direction. We will see what the market decides to do before the close.

Update 1 – Pre-Market and Morning Outlook

The divergent, negative behaviors in the NASDAQ 100 (QQQ) and technology generally (XLK) this morning are holding back the S&P 500 (SPY) and Russell 2000 (IWM) from making much progress – but the NASDAQ profits are not leaving the market. Instead, they are rotating into other sectors. 

These are not recommendations to buy, but unofficially I picked up some at the money calls in Southwest Airlines (LUV), Disney (DIS), and Expedia (EXPE). I used a screen to look for names in volatility squeezes. Of course, they also have to have liquid enough options for the bid/ask spreads to be reasonable. These names are all in volatility squeeze bases. 

The retail sector fund (XRT) appears poised to break out of an ascending triangle. The Energy sector fund (XLE) is at a new post-pandemic high.

Both the S&P 500 and the Russell 2000 benefit from continued leadership in Financials, but the technology selling needs to abate to let the S&P 500 continue to break higher. The Russell 2000 (IWM) is also moving to break out of a nice volatility squeeze and basing pattern – but still has a bit of a climb to get there.

Due to its weighting, and as mentioned this morning, the negative behavior of the NASDAQ 100 has the potential to derail the entire rally, but that is not the most likely outcome. Stay tuned.

A.F. Thornton

Pre-Market Outlook

Monday Morning - 5/10/2021

Keeping in mind the negative divergence in the NASDAQ 100, overnight distribution in the S&P 500 is neutral to bullish, with the S&P 500 achieving a new all-time high in the Globex session. Overnight action indicates acceptance of Friday’s strong closing prices thus far.

Nevertheless, we will be opening inside Friday’s range, and in the middle of the overnight range, so there is not much to guide us as to direction at the open. In the circumstances, I would rather trade later than sooner.

If sellers get some control this morning, I will be looking at the top of the single prints at 4912 and, of course, the roundie at 4200 as lines in the sand for positive or negative tone change. The index should find support around those levels, and failure to test those areas also should be carried forward as bullish. 

The next support level would be 4180 at the base of the spike – but reaching down to that level today would result in a slightly negative short-term bias.

Price action above Friday’s high has the potential to continue the rally. Of course, monitor for continuation, keeping the NASDAQ 100 weakness firmly in mind. Technology is 30% of the S&P 500 index and can stunt the rally with such a large divergence.

As mentioned in the View from the Top, there are more stocks breaking out of volatility squeeze bases than I have money to invest. Those might be good alternatives if the rotation from growth to value continues to distort the indexes.

A.F. Thornton

View from the Top

Week of 5/10/2021 - Navigator Swing Strategy 100% Long

We triggered an algorithm buy signal last Friday morning at 4208 on the S&P 500 index. Given the consolidation in most indices, they are nearly all firing long out of volatility squeezes, a positive boost to a normal pivot higher from a correction. In this case, we were coming off the 80-day cycle low last Tuesday. From all appearances, this will be the final rally before the 18-month cycle peak begins to influence the markets.

With the indices firing long out of these volatility squeezes, a number of stocks are following suit and breaking out of bases. Viewing a scan last night, themes include travel and leisure, industrial (infrastructure beneficiaries), and retail. Some examples (without recommending the same) include Southwest Airlines (LUV), Williams-Sonoma (WSM), Caterpillar (CAT), and Deere (DE).

Seemingly, technology and growth stocks are suffering from profit rotation into the new “value” themes, as we can observe the NASDAQ 100 lagging the rest of the market. We have experienced this push/pull rotation several times since the new year commenced. You need to adjust your sails accordingly. I also believe that the NASDAQ 100 and growth stocks generally are losing ground as investors lock in substantial trailing profits and capital gains in anticipation of capital gains tax increases.

The Founders Group focused on the S&P 500 futures as our vehicle of choice for now, as the index is the best compromise of the current themes. With the futures leverage, we can achieve all the return we need. Of course, you can use the S&P 500 Index ETF (SPY) as a straight cash investment or options on the SPY as an alternative to the futures, depending on your risk tolerance.

Nothing has changed much in the big picture. Inflation continues to present as the sovereign debt crisis builds to a crescendo. On a positive note, however, many global economies (including Europe) have not even opened up yet, so there is more recovery growth ahead of us.

We will use a 5-day EMA as our stop line for now. I will issue a sell signal if we see a material close below the EMA. My target for the S&P 500 this week will be 4280, at which point I will reevaluate our position. There is a plausible target of 4500 before this last rally leg finishes, but we will see how it goes.

A.F. Thornton

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