Archives March 2022

Morning Notes – 3/23/2022

This is an image of a wife stock market meme.

Good Morning:

  • It is good to laugh once in a while. I do get in a lot of trouble at home sometimes. “Can’t you put that phone away?” There are golf widows and trader widows. I am in the latter category.
  • Key A.M. Trade Levels and Charts are up for subscribers.
  • Traders piled into options at 4500 yesterday, which should now be considered a very important level.
  • Since Globex has pulled back to 4488 at this writing, let’s peg 4500 to 4510 as resistance today. 4476 and 4449 will provide support.
  • One oddity is that the largest Gamma strike and Call Wall is at 4500, but the Put Wall is above that at 4510. That is because of a large JP Morgan collar trade.
  • For now, I would focus on normal trading and view the options market as not providing a lot of influence here.
  • UK inflation came out at 6.2% for consumers and 10.1% at the producer level. Maybe the numbers soured the overnight crowd.
  • Fed Chairman Powell and Fed Gov’s Baily, Daly, and (hawk of all hawks) Bullard speak today. How about a break, gentlemen? Don’t you have anything to do back at the office?
  • We will get some news on the housing market and mortgages today – vital economic indicators.
  • How about a “Diesel Squeeze” – says the biggest independent oil trader speaking at the FT Commodities Global Summit in Lausanne, Switzerland on Tuesday. Corporate leaders warn that global markets face a squeeze on diesel, with Europe most at risk of a “systemic” shortage leading to fuel rationing.
  • First, the coronavirus brought on supply-chain disruption, then the war in Ukraine further rocked commodity markets. The next bout of inflation via raw material prices comes from resource nationalism. Nations are rethinking their approach to national stockpiling.
  • Paul Pelosi, husband to Nancy Pelosi, House Speaker, exercised options securing between $1 million and $5 million worth of Tesla stock on March 17th, days after his wife Nancy, the House Speaker, applauded her passing the Infrastructure Investment and Jobs Act on March 14th.
  • After the original Tesla purchase, Nancy Pelosi spearheaded the legislation to give tens of billions of dollars to build electric charging stations across the country.
  • Nancy announced the passage of the bill on Monday, March 14th. Paul sold on Thursday, March 17th. Once again, Nancy’s stock picks rival even the best hedge funds.
  • Supreme Court nominee Judge Jackson defended her light sentences for child porn offenders yesterday, lamenting that sexual offenders are “so ostracised by society.”
  • Exactly Judge. The rest of us out here don’t like people who like child porn, child abuse, and child rape.
  • It makes me wonder if Q’Non’s conspiracy claims about the elite and child sacrifice are valid. All the other conspiracies are turning out to be true. You cannot make this stuff up!
  • I am having lunch with JFK, Jr. tomorrow. I will be asking him about all of this (you have to know about Q’Non to get the lunch joke – they think JFK Jr. is still alive and sending Q’Non members coded messages)
US 10-Year Rate
US 10-Year Rate
  • I want to get into the 10-year rate soon, as it is completing our head and shoulders measured move into the top of its multi-decade downtrend channel – another moment of truth.
  • But consider this – why is the rate rising so fast? Is it possible that sovereign funds around the world are selling their treasuries now that the US is weaponizing the dollar?
  • What if, instead, long rates do not stop rising as the U.S. economy slows? What if sovereign selling pressure in the bond market continues and increases in the months ahead?
  • Longer treasury rates are getting very close to a breakout point. What kind of accelerated selling might materialize if the trend is decisively broken?
  • As the latest existing home sales report cautioned, with NAR chief economist Larry Yun warning that “housing affordability continues to be a major challenge, as buyers are getting a double whammy: rising mortgage rates and sustained price increases.”
  • I am still targeting the Feb highs for our QQQ and SPY swing positions, but stops are set too. The Feb highs are a little above the golden zone for a Fibonacci retracement.

    We will let the market decide for us.

    A.F. Thornton

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Afternoon Notes – 3/23/2022

Me Buying One Last Dip This Morning

This is a Meme chart of an investor at the counter buying one more dip.
This is a Meme chart of an investor at the counter buying one more dip.

Good Afternoon:

  • My first question this afternoon – is Joe Biden reading these pages???

“You know, we are, I believe, we are at an inflection point in the world economy. Not just the world economy, the world. It occurs every three or four generations. and now’s the time when things are shifting. There’s going to be a new world order out there. And we’ve got to lead it. We’ve got to unite the rest of the free world into it.” Joe Biden 3/22/2022.

  • But Joe, how will that happen when you sanction the entire world through your ill-advised, gigantic cancellation of Russia? Canceling Russia isn’t like canceling Joe Rogan. You and your cancel culture minions might be way ahead of yourselves.
  • Note to self Joe, cancel Putin from YouTube and Twitter too.
  • Also, please read up on the Fourth Turning and why it happens. You are the cause, not the cure. Need I mention that spoiled brat of yours – Hunter?
  • Joe, you are driving the Russian people right into Putin’s arms, not to mention China and many other countries. They won’t forget you or us, Joe – and they won’t hold fond memories. Name a country or leader where U.S. sanctions have achieved the intended aims?
  • Oh, and Joe, that Democracy guy over there – Zalensky? He just shut down all of his competing political parties and all unfriendly television stations and media. It is one-party rule in Ukraine now. Marshall law and all that – kind of like Covid emergency powers? Is that Democracy, Joe? I guess it must be because you and your Great Reset buddies are trying to do the same thing here.
  • Speaking of Joe Rogan, here is what he said today: “They were talking about the massive corruption of Ukraine, and how horrible it was over there. And now, all of a sudden, they’re looking at it like they’re heroes.
  • It reminds me of what former Defense Secretary Bob Gates said about Biden; he’s “been wrong on nearly every major foreign policy and national security issue over the past four decades.”
  • OK then, if Joe is reading my notes, I will try to be kinder to him after this…
  • But Joe – we don’t want the damn new world order you just learned about led by that Klaus Barbie character – I mean Klaus Schwab, the Great Reset guru – OK?
  • Besides wanting to take all our stuff, Klaus looks like a Nazi or the bad guy in a James Bond Movie. You can’t make this up.
  • And he has the Schulz (from Hogan’s Heroes) accent going; “I know nothing, nothing!”
This is an image of Klaus Scwab - World Economic Forum Leader and Author of the Great Reset
This is an image of Klaus Scwab - World Economic Forum Leader and Author of the Great Reset
Goldfinger and Klaus Schwab - Separated at Birth
Goldfinger and Klaus Schwab - Separated at Birth
  • How about this Klaus, you give me all your stuff then you won’t own anything. Then you will be happy!
  • But alas, I digress.
  • The US yield curve continues to say the Fed is making a policy error: inversions are deepening, and more rate cuts are being priced in further down the line.
  • Stocks are generally holding up on the view that the Fed won’t or can’t raise rates as promised. My best wishes they are right.
  • If the world order is being restructured, we are talking about sanctions, tariffs, price controls, rationing, barter, countertrade, and offsetting.
  • Won’t capital controls be part of that hypothetical package if that is what is required to maintain leadership of the free world?
  • Freedom isn’t free, and freedom isn’t free money.
  • What a fun mess is metastasizing out in la-la land.
  • Oh, and I forgot to tell you, he is back! 
Thisis an image of Dr. Fauci by his pool.
Fearless Fauci sunning by his pool. Yep, I have $10 mil in the bank suckers!
  • Are Fauci and Klaus cousins? I can’t seem to verify it.
  • Fauci says he has a new variant.
  • Does that mean that the Russia/Ukraine conflict is about to end? They don’t have a new “emergency” in place yet? Covid redux ahead?
  • Note to self, Joe, the election cheating bill failed in Congress, so you need something to get rid of that pesky election coming up in November.
  • Anyway, Navigator Swing Trader subscribers are back in the market this morning at 90% invested – cash only – with 1/2 SPY at 447.25 and 1/2 QQQ at 351.50. We are keeping stops tight.
  • The Navigator Algorithm™ has been in a buy signal since 3/15. But I took profits on our first SPY positions a bit early, as they went up so fast. In 20/20 hindsight, I should have kept them. The algorithms are more intelligent than my plain brain.
  • Today, I was motivated by the SPY clearing the 200-day line, Weekly Mean, and the QQQ clearing its 50-day line. Stops are tight, and we will continue to move them up with the price. We already have a profit locked in.
  • Learn about the Navigator Swing Trader™ subscription here. You could have paid for it with your gains today.
  • I thought we were chasing price after the morning entry – but it turned out ok so far. As per Sunday’s Navigator Oracle weekly update, we target the February 2nd high.
This is an update chart of the QQQ at the 3/22 close with new buy entry marked.
This is an update chart of the QQQ at the 3/22 close with new buy entry marked.
This is a chart of the SPY S&P 500 Index ETF
This is a chart of the SPY S&P 500 Index ETF with entries.
  • Let’s see what happens with our Globex cousins tonight. Tail risks remain, but rumors are that Zalensky is ready to cave to Russian demands.

A.F. Thornton

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Morning Notes – 3/22/2021

Good Morning:

  • As outlined in Sunday’s Navigator Oracle™, the next target for the bulls is the February 2nd high at 4577 on the S&P 500 Futures and 458 on the SPY.
  • Two closes above that high increase the odds of a retest of the all-time highs now adjusted to 4799.75 on the June continuous futures contract (roughly 480 on the SPY).
  • In answer to the question in your mind, yes – new highs sound like total insanity. As long as we all believe that, new highs are possible.
  • Getting past the hopium of higher prices, price also encountered resistance yesterday at the 200-day line and the weekly mean hanging around the high 4460s. I mentioned this likelihood Sunday as well.
  • And market makers and dealers were likely still adjusting their books from Friday’s quarterly options and futures expiration. We will learn a lot more about market direction today.
  • Another event bears mentioning about yesterday; Fed Chairman Powell was apparently displeased with the stock market holding on to its former luxury lifestyle.
  • The master of zero and negative interest rates, profoundly negative real bond yields, and a deliberate policy of artificial wealth creation by fostering a financial asset bubble, stepped into the batter’s box.
  • Powell (and his minions) hit the speaking circuit, jawboning the market with possibilities of 1/2 instead of 1/4 point rate increases at future meetings.
  • True, some of yesterday’s partygoers headed to the porcelain goddess to puke for a few minutes, but they returned and started drinking again.
  • The market finished massively unchanged.
  • And call buyers were still absent, keeping us guessing about the path ahead. For the most part, though, we are in a neutral zone as to the influence of options on the market. Positive gamma kicks in above 4475 and negative gamma below 4400.
  • With the Fed’s combination of currency and credit expansion and market suppression, the difference between state-controlled pricing and market reality has never been more significant.
  • I still like my “don’t look down” analogy of working in an office on the top floor.
  • Every time people fool themselves into thinking we have “corrected” enough or reverted to some historical mean, it’s time to look at the macroeconomic picture, zoom out, and welcome the expression “do look down.”
  • And then, what can the Fed do about the price of food, medicine, gasoline, or rent anyway?
  • The answer is nothing or next to nothing. Rate hikes will not impact such inelastic items.
  • Even if Russia settled everything with Ukraine tomorrow, how do you unring the bell of sanctions?
  • Once again, this global crisis gives us a fast-forward glimpse of what the world is becoming; fragmented, distrusting, and tense.
  • The US thinks it has only sanctioned Russia and its banks. But time will reveal that our country has sanctioned the whole world – and we will pay for it (you and I) with higher prices and higher taxes, assuming we are still able.
  • The next crop harvests are months out; what happens then due to global shortages of everything now?
  • The situation at hand is very similar to what Covid revealed about the way we would buy things (online), where we will work from in the future (not in an office), and what gov’t really thinks of us (not much).
  • The world cannot heal this overnight. We are experiencing fractured global trust, and fraying monetary policy will follow.
  • I think about where the stock market is now, barely a few hundred points from the all-time peak market prices. Will I ever see these levels in my life again?
  • All in all, gold should become an increasingly important reserve asset. But what about Bitcoin? Will it ever live up to its potential?
  • The market tested yesterday’s high at 4473 overnight but remained below the level at this writing.
  • The stock market is likely to open in the upper third of yesterday’s range.
  • Today’s resistance is about the same as yesterday at 4480 and then 4500. Support lies at 4456 and then 4431.
  • Our gamma adjusted daily volatility estimate is 0.82% (open/close) or roughly 36 points north or south of the open.
  • Our orthodox close to close estimate is about 1.1%, adding 50 points north and south of yesterday’s close (4423 to 4500).
  • We have Fed Governors speaking throughout the day again today – Williams (10:30 am EST), Mester (2:00 pm EST), and Daly (5:00 pm EST). The European Central Bank’s President LaGarde also speaks at 9:15 am EST. With so much Central Bank talk, it may not be a good idea to day trade, but at least watch the clock.
  • The opening range trade (going with a breakout of the first 30-minute range) worked well yesterday.
  • Overnight trading is balanced – so I would wait for the market to settle in and watch for the opening range trade again. I don’t see a trade right off the open today.
  • Yesterday’s liquidation break should strengthen the market, taking out potential sellers.
  • We’ve also now gone back to back with overnight sessions that have been almost fully within the RTH sessions, indicative of healthy balance at these higher levels.
  • Price exploration lower has been minimal.
  • Consider yesterday’s RTH range from 4415 to 4473 as neutral and go with the breakout.
  • The overnight profile bulges at 4440 and 4466, so that is a hint as to buyer and seller location until the market decides to break one way or the other
  • Morning charts are available to subscribers.

Have a successful trading day,

A.F. Thornton

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Morning Notes – 3/21/2022

This is a chart of the S&P 50 Index 15-Minute Chart with RTH Data and Key Levels
This is a chart of the S&P 50 Index 15-Minute Chart with RTH Data and Key Levels

Good Morning and Happy First Day of Spring:

  • Looking at our array of choices, let’s peg 1st support at 4420, then 4400 (our key pivot line discussed in yesterday’s Weekly Oracle).
  • Key resistance sits at 4471 and then 4500.
  • Our sandbox for the expected move today ranges from 4420 to 4500, though I suspect that volatility will vary closer to 36 points up or down from the open.
  • I am looking to buy dips over selling rallies.
  • All else being equal, I try to acquire longs in the green zone and sell them in the red area.
  • Don’t forget the opening range trade if it presents.
  • Despite last week’s significant bounce, the large gamma strikes are predominantly put positions.
  • Gamma at call strikes start to increase above 4400, but those call positions need to increase markedly to offer real market support. 
  • Data from last week suggests that call buying was rather anemic.
  • Volatility has contracted somewhat but still reflects inflation and Ukraine conflict tail risk. I still believe we are rallying towards a cease-fire and agreement, and then we see what happens from there.
  • Overnight inventory is balanced and shows good support at 4440. The futures achieved a marginal new high, but the price is back into Friday’s range at this writing.
  • There is nothing to guide us for an opening trade. Let the market settle in a bit.
  • While 4400 is the key pivot, I want to see price hold above Friday’s halfback at 4420. Otherwise, I shift to neutral.
  • Morning charts are available to subscribers.

Be careful as dealers and market makers are still adjusting their books this morning which could lead to some random price action.

A.F. Thornton

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Navigator Oracle™ Weekly Stock Market Update – 3/20/2022

The weekly Navigator Oracle™ is BluPrint Quantitative Strategies’ adjunct to its signature Navigator Oracle™ monthly market letter and stock market thesis. The weekly forecast is available complimentary to the public on Monday mornings, and can be sent directly to your email if you register here.

Subscribers receive the publication on Sunday afternoon to give them time to plan their week. Subscribers also receive instant updates and swing trading signals initiated by the BluPrint Founders Group throughout the week. Learn about our subscriptions here.

This chart shows the position of the Navigator Algorithm at Friday's Close using S&P 500 Futures Daily ETH Data
[Click to Enlarge] This chart shows the position of the Navigator Algorithm at Friday's Close using S&P 500 Futures Daily ETH Data

Summary in Kamala English

After everyone got too scared last week, the market turned around and headed up again after a tough couple of months. I know this doesn’t make sense on the surface, but what happens is that the market goes up because the scared people have already sold out. Once they are out of the way and stop squawking, mainly buyers are left, and the market starts rising again.

It gets better, though. Once the market starts going up again, the same sellers start fearing that they will miss out on the new gains, having already sold at the bottom. So they jump in with both feet, and the market continues a little higher before it dumps them again. Eventually, these people run out of money because we take it from them, but there is always a new crop waiting.

Much of the technical discussion below is about how we measure all this stuff. We try to figure out when to buy, sell, or hold our investments to take advantage of these ups and downs. But you get what is going on, and that is good enough.

For now, the stock market will zig and zag and try to digest the last few days of gains. But it will likely keep going up for a bit unless someone does something stupid in the Russia/Ukraine conflict or we get into a spat with China over their desire to take over Taiwan. Only time will tell – it is hard to predict these things.

The market has been especially difficult lately because people are concerned about inflation ruining our economic recovery from the Pandemic. No doubt, you are paying higher prices for everything. It irks all of us because inflation comes from our government printing money to pay its bills. After all, it spends more than it takes in.

Fewer people want to buy stocks when they fear inflation. Inflation eats into business profits just like it does with your family budget. Stocks are not worth as much when business profits fall. It doesn’t help when people like us have less money to buy stuff from businesses because things are more expensive. And to add insult to injury, the government wants to raise interest rates to try to stop the inflation they caused in the first place.

Inflation is a sneaky way of taxing you without running it through Congress. You pay higher prices for everything and the government (whether through sales or income taxes) gets its percentage of the higher dollar figures. Historically, most countries that do this end up collapsing. 

A lot of the problems we face right now are because countries around the world are losing respect for the United States. We are not responsible with our finances. Yet, every country in the world depends on our U.S. Dollar to be sound money. We agreed to that after World War II and to use our military to protect other democracies and their shipping.

We have not been a super reliable military partner lately either. We intervene when we shouldn’t and mislead partners when we should be helping them. For example, we promised to help Ukraine if they agreed to give up their nuclear weapons after the Soviet Union collapsed. Heck, we promised to help them even at the end of last year. But when Russia came calling, we welched on the deal.

Worse still, our leaders have used some of the conflicts like Afghanistan and Ukraine as graft and bribery operations to rob the treasury and funnel money to family, friends, and supporters. When the graft is exposed, formerly respected leaders, like CIA directors, military, and politicians, sign letters they put in prominent newspapers to lie about the graft and hide it.

Most likely, the letter signers are in on the graft and theft of funds from the American people. A lot of them are communists that have infiltrated our government. There was a whole list of them in the New York times when they lied about Hunter Biden’s laptop, Those people need to be the first to go. So many people are in on the graft these days; we can hardly believe anyone or anything, including the American press. It is disheartening.

Some countries are shopping for a better deal lately – maybe with China. About every 80 years or so, natural processes thankfully come together to purge the system. Unfortunately, these periods can give us an economic whipping. Things get bad enough that the charlatans are finally exposed, jailed, or thrown out on their ears.

We find ourselves at the beginning of that purge now, so things seem a bit weird. We will get through it; we always do. Nothing can beat the wisdom and will of the American people. But it will be rough sailing for a while.

It seems that when you think life should be easy, it isn’t easy. But when you accept that life can be difficult, it gets easier.

If you want to go deeper, my technical discussion follows. I am a total math and computer geek. But if you learned how to invest and trade, there is not much that you would want for in life. And you cannot beat the personal freedom. But like anything, it is hard work and takes a while to learn.

A.F. Thornton

Narrative

As a quantitative investor and market technician, I trade and invest based solely on market-generated information (MGI) rather than opinion. Most opinions about financial markets, including my own, are worthless or become so in time. Still, there is no harm to crafting a storyline to try and make sense of what the algorithms show us, as long as we see the tale in perspective for what it is.

We are in a bear market or trading range rally likely driven by the rumor/hope of resolution or cease-fire in the Russia-Ukraine conflict and coming from peak to trough price slaps in markets including China -50%, European Banks -40%, Emerging Markets -30%, Big Tech -20%, and High-Yield -8%.

Oil or wheat prices may be good proxies to monitor for advance notice of resolving the crisis and inflation. Peak oil should equal a cease-fire and peak inflation. Oil recently reached $130 per barrel and settled Friday at $108. So $130 is the threshold high.

At the moment, however, I don’t believe that the inflation, interest rate, or recession shocks are over or have peaked. We will continue to experience sharp short-covering rallies sometimes supported by institutional repositioning as now. But I do not believe that the ultimate lows in stocks or peaks in credit spreads have been seen.

Inflation always causes recessions, real wage growth is negative, retail inventories have been rebuilt, mortgage rates are rising, there is a big risk that the labor market recovery stalls this summer, and then there is always China invading Taiwan -perhaps the last shoe to drop in this dystopian topping process.

If that is not enough to keep the bear from hibernating, the yield curve is inverting, Consumer Confidence has collapsed, the Fed won’t backstop Wall Street, the amount of private and sovereign debt is staggering, and equity valuations are still expensive. 

Periodic short-covering may drive rallies, but financial markets will react quickly and negatively to bouts of monetary tightening, not to mention China invading Taiwan or any use of nuclear weapons.

But for the moment, spring rally drivers are China’s verbal stimulus commitments last week, putting a floor under their GDP and lowering risks of an immediate Taiwan intervention.

Also, nearly $250 billion should flow back into equities before 3/31 from quarter-end rebalancing required to bring classic 60/40 funds back into formulaic equilibrium. But counter that a bit with entering the stock buyback blackout period which removes about $1 billion per day in equity purchases.

Finally, the seasonal turn for stocks, and particularly the NASDAQ 100, is mid-March and the intermediate cycle low is now confirmed as we had suspected at the 2/24 low. The daily chart has moved back into an uptrend but now encounters weekly mean resistance. But the market appears to have tailwinds as further discussed in the health checkup below.

S&P 500 4400 is now the key pivot line. Above it, volatility contracts and positive gamma should lead to more conventional market behavior – buying dips and selling rallies. Below 4400, rallies and declines are exaggerated by negative gamma, and the negative bear bias begins to reassert itself.

The Weekly Expected Move range, also our macro sandbox for day trading this week, remains elevated with the low at 4470 and the high at 4560.

S&P 500 Futures Weekly Expected Move
S&P 500 Futures Weekly Expected Move

A Reprieve to Get Your Act Together

In case you haven’t noticed, our corrupt political gangster class is pushing us into another war. The press is tossing around words like “nuclear war” as if it were a holiday party. 

A survey this past week showed 35% of the U.S. population in favor of a nuclear war with Russia. Why would anyone even want such a survey? Who in hell are the 35% that seem to support just about anything in any survey? Even China and Russia have volleyed nuclear threats this past week.

With Russia now showing off hypersonic missiles in Ukraine and telegraphing their capabilities to the world, let me be blunt. Get your act together if you haven’t already.

I have been telling you about the Fourth Turning and 80-year cycle for almost two years. I have been warning you for over a year that inflation was coming. I have been alerting you to buy small denomination gold and silver coins to potentially use as money in a collapse.

Even since the Biden Regime’s botched Afghanistan exit, I forewarned that Russia would invade Ukraine, and China would eventually invade Taiwan. Putin went to China before his invasion and he now has a new bromance with Xi. Xi now gets to watch a dry run in Ukraine to plan his invasion of Taiwan. Xi must think it is Christmas with the gift of both Biden and Putin in his sphere of influence.

Are you listening? Do you believe me yet?

New Woke Times
New Woke Times - Source Zero Hedge and WILLIAMBANZAI7

Nothing about the situation at hand is normal. It would help to prepare yourself and your family for an emergency. Keep your car gas tank full. You cannot charge your Tesla when the power grid is down. Extra food and water come in handy when the stores are empty and closed.

Intelligent people plan for the worst – then hope for the best. If you want some preparation coaching, I highly recommend watching the new documentary “End Game.”

We have been experiencing a somewhat stealth bear market that started in February 2021. Over the period, global stocks retraced 15-years of gains, pivoting just above their 2007 highs. 

The timeline is similar in the broad U.S. stock market, though U.S. stocks did not carve as deep a trough as their global cousins. Still, the Russell 2000 and Nasdaq 100 met the minimum -20% threshold.

One only needs to look at recent gogo stocks for the bear perspective

This is a table of the recent GoGo stocks and their losses into the 3/15 trough.

If you don’t know your symbols, here are a few highlights: Beyond Meat (BYND) -76%, Shopify (SHOP) -70%, PayPal (PYPL) -69%, Bed, Bath, & Beyond (BBBY) -55%, Pelaton (-84%), Facebook (FB) -52%, Netflix (NFLX) -52%, and Disney (-34%).

So my point is that one hopes we are coming out of the bear market and maybe it is so. If the market wants to repair itself and recover, it could move on to new highs. I just don’t see that happening quite yet. More importantly, I don’t need to be right about the forecast.

The best strategy is to follow our Navigator Swing Trade™ strategy and signals. The Navigator Algorithm™, 35-years in the making, uses dynamic learning, market intelligence, and MGI to respond to any environment with the requisite buy and sell signals to make money and avoid losses. You might even consider using the signals to profit from market declines in the weeks ahead. They may present nearly as often as market rallies. 

But to enjoy the wealth we create together, you need to survive our current political nightmare and anything our dubious ruling class might throw at us. Give yourself and your family a crisis checkup before it is too late. Can you survive for three to four weeks without power if there is a cyber attack on our electric grid?

Monthly Thesis Quick Review

Harkening back to our monthly publication and master thesis, I will continue to return to the 1965 to 1984 Dow chart below because it is the only period of stagflation I can recall. 

We came off 20% interest rates in 1982 into a deflationary tech and productivity boom that continues today. We ended the Cold War in 1985 with the peace dividend, positive supply shock, and deflation. But the new Cold War likely establishes 2020 as the secular low in interest rates and inflation. 

The 2020s are likely to be marked with quick and volatile boom and bust cycles like the 1970s due to the coming stagflation. I can only speculate, but the long-term mean lies well below us and the market will get there when the true bear unleashes. I prefer a lengthy sideways path, over a 1929 style crash. That crash overshot the mean in a 90% decline, which is even more unpleasant than moving sideways into the mean over a number of years.

Once stagflation reality set in in 1974, small-cap value, real estate, and commodities worked well through 1981. Commodities got overheated a week ago, so we need to be patient for pullbacks to get involved. And we should keep an eye on the Russell 2000 small company index for relative strength. 

I well remember how much people hated stocks in 1982 before the great 1982 – 2000 bull market began. Nobody believed in buy and hold. I was just a kid, but that is when I first started trading. When the Dow hit 1,000, you sold. At 500, you bought. A 60/40 balanced portfolio got hammered, just as it has in the first quarter of this year.

I will do more research on this, but I would peg our analogous location as about 1970 on the chart below. Recall that our next four-year cycle low arrives in 2024 – we are only halfway through this one. 

Stock Market (S&P 500 Index) Health Check

Let’s start the weekly health check with the price chart and just bottom-line it. The weekly chart tracks the intermediate trend, which continues to point down. We remain in a buy signal on the daily chart, but we are at the inflection point for a confirmed intermediate trend reversal. On Friday, the market came right up to the mean when it ran out of runway at the close (which is better than running out of steam).

A big weekly bull bar closing on its high increases the odds that this corrective phase or leg is probably over. However, the market may continue in its eight-month trading range indefinitely. The next target for the bulls is the February 2nd high at 4577 on the S&P 500 Futures and 458 on the SPY. Two closes above that high increase the odds of a retest of the all-time highs now adjusted to 4799.75 on the June Continuous Futures contract (roughly 480 on the SPY).

Bulls need to close this week above the mean with another bull bar to confirm the reversal higher. The stronger the bull bar and the higher the close, the better the odds are that this corrective phase is over.

The Weekly S&P 500 Cash Index ETF (SPY) Chart shows a strong pivot candle that swept four weeks of losses.

The weekly candle did sweep four weeks of losses, closed above the five and 50-week lines, and qualified as a pivot. The price reversal is an excellent start towards a trend reversal.

Still, the weekly mean points down and will act as strong resistance in a downtrend. Until price conquers the mean, any return to the mean still qualifies as a bear market rally.

Given that we know most of the gains were short-covering and the surprising lack of volume support on a quadruple witching expiration week, the market remains in an intermediate downtrend and  “prove it to me” mode.

Other Checklist Items

S&P 500 Continuous Futures Daily Chart showing 20 and 40-week cycles bottoming, primary downtrend line breaking, upside falling wedge breakout,, moving average resistance, and positive momentum divergence on the 3/15 low..
S&P 500 Continuous Futures Daily Chart showing 20 and 40-week cycles bottoming, primary downtrend line breaking, upside falling wedge breakout,, moving average resistance, and positive momentum divergence on the 3/15 low..

Each week, we also cover a checklist of items to help us assess underlying market health and trends. We examine cycles, seasonality, and sentiment for context. We look for reaction to trendlines, chart patterns, Elliott Wave, moving averages, volume, and breadth. A number of these technicals are marked in the chart above.

March 15th is the typical seasonal turn favoring higher stocks prices, and the market has bottomed the intermediate cycles as is evident in the cycle semi-circles above. The next intermediate cycle low is due later in May, but we should have tailwinds until then.

Negative sentiment reached levels we have not seen in a long time at the 3/15 low. which is bullish. And there is plenty of cash on the sidelines to fuel a rally. High cash positions should be positive for a sustained reversal, unless a balck swan event presents, perhaps associated with the Ukraine conflict.

The primary downtrend line on the daily chart has broken decisively. It would be nice to have a successful retest of the break from current overbought levels. But at least the daily chart has reversed into an uptrend. Weekly chart resistance also coincident with the 50 and 200-day lines on the daily chart will be short-term obstacles in shooting for the Februuary 2nd highs.

We broke out of a falling wedge pattern which projects a move back to its base, also the February 2nd highs discussed above. We came into the lows with some positive breadth divergences as far as New 52-Week Highs and Lows, and the percentage of stocks above their 50 and 200-day moving averages, though the NYSE A/D line is still following price and presenting no positive divergences.

Finally, as mentioned above I would have preferred more of a volume spike for the week, but perhaps the diminishing volume on each prominant spike low on the daily chart this past month is a positive sign in an of itself – as seller enthusiasm diminished.

Courtesy of Danerick Elliott Waves, the chart shows the current Elliott Wave Count which remains bearish.
Courtesy of Danerick Elliott Waves, this chart shows the current Elliott Wave Count on the broad Wilshire 5000 stock market index, which remains bearish.

Conclusion

We have reviewed fundamental narratives that may support prolonging the bear after this rally completes, and we continue to allow for a trading range as experienced in the stagflation of the 1970s. But narratives rarely coincide with reality, and price action always overrules them.

Financial markets will react quickly and negatively to bouts of monetary tightening, not to mention China invading Taiwan or using nuclear weapons. But short-covering rallies will rescue them from time to time. Even in the most optimistic view, beaten-up stocks need time to form bases before we try to catch them on their way back up.

But for the moment, spring rally drivers are carrying the market higher, and they can be powerful. With most technicals providing market tailwinds and our daily algorithms green again, the next challenge should present at the February 2nd highs.

Still, price does have to conquer the weekly mean, and I don’t mean to minimize the task. This week’s price action will telegraph success or failure on that front.

Key Option Support and Resistance per Strikes and Gamma.
Key Option Support and Resistant per strikes and gamma.

S&P 500 4400 is now the critical pivot line. Above it, volatility contracts and positive gamma should lead to more conventional market behavior – buying dips and selling rallies. Below 4400, dealer hedging and negative gamma exacerbate rallies and declines, and the negative bias begins to reassert itself.

The Weekly Expected Move range, our macro sandbox for day trading this week, remains elevated, with the low at 4470 and the high at 4560. While I expect some consolidation at Friday’s high, I plan to buy pullbacks until the trend reversal stalls or fails.

A.F. Thornton

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Afternoon Notes – 3/18/2022

This is a chart of Taiwan Semiconductor, a good proxy for the risk of China taking Taiwan.
This is a chart of Taiwan Semiconductor, a good proxy for the risk of China taking Taiwan.

Good Afternoon:

  • Caveat: I am not anti-Biden and want him to succeed and unite the country as he promised. My “politics” strictly relate to financial market stability, no matter which politician or political party threatens it.
  • Roughly 90% of high-end computer chips come from Taiwan. Any disruption in those chip flows threatens our financial and economic stability. These thoughts have pre-occupied me all week.
  • Biden’s unbelievably pathetic Afghanistan withdrawal, along with George Soros, U.S. Diplomat Victoria Nuland, and their Deep State Color Revolution to oust the democratically elected Ukrainian government in the early 2000s to seat Klaus Schwab protege President Zalensky, has many of us on edge.
  • Biden’s hands have been all over Ukraine for at least 10-years and he laid the groundwork for the Russian invasion, not to mention China taking Taiwan.
  • If Putin is bold enough to take Ukraine, why wouldn’t President Xi and China complete their long-held plans to forcibly reunite Taiwan with the mainland?
  • And assuming we have a fair mid-term election or one at all this November (if the left can manufacture another good crisis to cancel it), why would Xi wait for a potential Republican sweep of Congress to take the independent island nation?
  • Well, fear no more. A groveling President Biden just handed Taiwan over to Xi today on a silver platter if the call transcript is even close to accurate.
  • “Biden further assured Xi that the U.S. does not seek to “change China’s system,” does not support “Taiwan independence,” and “has no intention to seek a conflict with China.”
  • According to the Chinese readout, Biden repeated these pledges to Xi twice during the call. Just imagine Biden groveling and selling these concepts to Xi. “I take these remarks very seriously,” Xi responded.
  • Xi then proceeded to lecture Biden about the “predicament created by the previous U.S. administration,” especially the problem that “some people in the U.S. have sent a wrong signal to ‘Taiwan independence forces'” that is “very dangerous.”
  • In the most poignant statement relating to the true purpose of the call, soliciting China to stand down on their support for Russia, Xi told Biden he could not expect any help from Beijing in cleaning up the mess he [referring to Biden personally] made in Ukraine.
  • Recall that Biden was in charge of Ukraine as Vice President under Obama. Hunter Biden was paid $1 million per year to serve on the Board of Ukraine gas company Burisma. And then there is this:
You just cannot make this stuff up - whereever substantial U.S. money is directed, U.S. politicians follow with their money-laundering operations. The corruption in our government will eventually be our undoing.
You just cannot make this stuff up - whereever substantial U.S. money is directed, U.S. politicians follow with their money-laundering operations. The corruption in our government will eventually be our undoing.
  • The political thread runs deep, no pun intended. Recall that the Deep State conspired to impeach President Trump for the second time over a phone call with Ukraine President Zalensky when Trump asked him to look into Biden family corruption in Ukraine.
  • Apparently, Ukraine was another Deep State graft and money-laundering operation similar to Afghanistan. Ukraine involves a very familiar cast of characters – Biden, impeachment witness Nuland, George Soros, Klaus Schwab, the World Economic Forum, and even Fauci (with the 36 Biolabs in Ukraine). All of this is surreal, and it feels like we are in multipart television series.
  • When you observe our $30 trillion deficit, realize that a large portion of it is attributable to kickbacks and payoffs to American politicians, their supporters, and their children and extended family to keep the transactions opaqe. That is how it works in Washington D.C. these days and how these politicians become uber-wealthy. 
  • Graft and corruption are also why a billionaire President, who could not be bought off, was such an existential threat to the Deep State gravy train.
  • And that brings us full circle to Hunter Biden and the Biden family’s Ukraine connections and corruption.
  • Hunter Biden is apparently on the verge of being indicted for tax fraud.
  • Trying to get ahead of the story, the New York Times now admits that the Hunter Biden laptop documenting the Biden family corruption in Ukraine, with “10% for the Big Guy,” and millions in payments from China is authentic.
  • Of course, Big Tech and the Deep State Media interfered with the 2020 election by suppressing and banning the story to swing the election to Biden. By the way, that was illegal before we became a banana republic.
  • Would things be different in Ukraine today if the Deep State had failed in its efforts to throw the election to Biden and unseat Trump? Common sense and every poll on the subject says so. 
  • Think of the thousands of people now dying due to all of the nefarious corruption, subversion, treason and incompentant decisions. Sure, Putin is a tyrant but he simply does what tyrants do. Biden and his minions purport to be better than Putin, but in reality they are not.
  • And who would know better than Xi, who has the Biden family on his payroll – according to information sourced from Hunter Biden’s laptop?
  • The narrative that Biden warned Xi about interfering with Russian sanctions today belies the transcript and Biden’s subservient posture. 
  • Biden was the beta with Xi as the alpha in this humiliating turn in world affairs. Our country is practically lost at this point, as will be Taiwan and much needed premium computer chips with these charlatans in charge.
  • Biden and his minions appear to be hopelessly corrupt, not just incompetent.
  • Thanks to the Deep State and their media allies, we may have elected one of the most corrupt Presidents in modern history.
  • I am asking myself this too, why is nobody from the Unitied States in there trying to negotiate peace? Why is all we here about escalating tensions and sanctions? Why woundn’t Biden ask Xi to help broker peace? For heaven’s sake, Henry Kissinger has been a personal advisor to Putin over the years, why isn’t he asked to help? 
  • None of this is normal. It is as if the Biden regime wants a war with Russia. Respecting Biden’s China deference, his attitude underscores the success of the China “Elite Capture” program.
  • Strap in – we are in for a rough ride ahead.
  • On a more comical note, Congresswoman Sandy Cortez (“AOC”) takes the cake this week. 
  • Today, she warned us that “Fossil Fuel extraction” is correlated with “abduction and murders of indigenous women across the United States.
  • I think she was on one of my favorite websites, “Spurious Correlations.” It reminds me of the correlation between “cheese consumption and the number of people who died by becoming tangled in their bedsheets.”
This is a chart showing the spurious correlation of cheese consumption and people dying by getting twisted up in their bedsheets.
This is a chart showing the spurious correlation of cheese consumption and people dying by getting twisted up in their bedsheets.
This chart shows the S&P 500 Index Continuous Futures Daily Chart with today's price breaking the primary downtrend.
This chart shows the S&P 500 Index Continuous Futures Daily Chart with today's price breaking the primary downtrend.
  • The S&P 500 decisively broke the primary downtrend today, but I am trying to understand the pathetic volume considering this was quadruple witching expiration. Usually, the volume bar spikes above all others. I will get to the bottom of this over the weekend.
This chart shows the S&P 500 Index Continuous Futures at the more granular 15-minute chart level breaking the downtrend and respecting today's expected move.
This chart shows the S&P 500 Index Continuous Futures at the more granular 15-minute chart level breaking the downtrend and respecting today's expected move.
  • That is what Vanna looks like. It is the dealer’s unwinding a plethora of short positions over the last few days. It has been painful to be a dealer lately.
  • Notably, this is also one of those rare occasions where the S&P 500 left the Weekly Expected Move at 4318 in the dust. Of course, that made the Vanna worse as dealers raced to buy futures to try to minimize the damage from closing outside the WEM range.
S&P 500 Index Continuous Futures One_minute Granular Chart with Key Options Levels - Key Levels and Trading Ranges
S&P 500 Index Continuous Futures One_minute Granular Chart with Key Options Levels
  • In addition to breaking the downtrend, the price finished above the Volatility Trigger, Hedge Wall, Call Wall, and both Delta and Gamma neutral. That means that the market could now reverse into more of a mean reversion pattern, where dealers sell rallies and buy dips. Under the Volatility Trigger, they sell into dips and buy into rallies, exaggerating the moves.
  • Volatility will now contract, but we should be buying dips as long as the market maintains 4400.
  • From an options perspective, should participants add to their exposure at higher strikes, further out in time, option activity will confirm the rally.
  • On the other hand, below 4,400.00, there is the potential for a “slipstream” lower according to options guru Brent Kochuba. Removing a large swath of put hedges may put the market back into an underhedged position. 
  • If selling surfaces, the lower-bound for the S&P should move down back down from 4100 to 4,000.00. In such a case, increased customer demand for negative delta and positive gamma options exposure will coincide with added dealer pressure that “flattens” out near 4,000.00.

I will expand on all this in the weekly outlook on Sunday.

A.F. Thornton

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Morning Notes – 3/18/2022

Good Morning:

  • Today is Quadruple Witching Day, an expiry that happens only four times a year. As such, quarterly, monthly, and weekly options expire, as do March futures contracts.
  • It is not a good session for day trading with all the cross-currents, and I will use the opportunity to take a much-needed day off.
  • I have been burning the candle at all ends this week, putting the finishing touches on many improvements to the Website and our services. That is the explanation if you are getting a few random emails here and there. Sometimes we forget to turn the publication switch off when we are testing.
  • You will receive new user names and passwords soon.
  • One new feature is our BluPrint Research Library, which will have all the latest inside research from Wall Street’s boutique investment firms and top hedge funds.
S&P 500 Index Continuous Futures Daily Charts - Trend Analysis
S&P 500 Index Continuous Futures Daily Charts - Trend Analysis
  • As I had expected, this particular expiration supported the market because the sheer number of puts expiring forced short-covering over the past few sessions, giving the market Vanna tailwinds and a solid rally. 
  • Another way to look at it is that the Fed meeting drew the usual options expiration dip forward a few days.
  • But as I often say, short-covering is not the same as long-term buying and investing. Nor does the market typically experience “triple” bottoms.
  • Thus far, there is no evidence of call buying, which would give me more confidence that we have a true correction end. If anything, this correction leg may have ended, but there could be more downside ahead of us.
  • Next week, I will better understand the landscape as we monitor the follow-through from this latest swing low.
  • I mentioned Wednesday evening that I wanted to take the Navigator Swing Trade™ accounts back to cash. I was concerned (and still am) about a trip back down to the WEM High at 4318 at expiration today. As well, I want to enjoy a peaceful weekend.
  • So we sold the cash SPY position in the Navigator Swing Trade™ accounts at 440.75 at the close yesterday. We purchased the position only a few days earlier at 425.50.
  • Recall that we had already deleveraged the leveraged accounts at Wednesday’s close, switching from futures to cash. The exchange gave the leveraged funds exceptional gains.
  • Preliminarily, my analysis is that we are at the next inflection point to prove a sustainable rally.
  • At the 3/15 swing low, the price bounced off the monthly mean (21-month line) but is still below the critical 5-month line. It is bumping up against the 21-week line and mean on the weekly chart. On the daily chart, price is challenging the primary downtrend line.
  • In other words, we are close to confirming a turn and new intermediate uptrend, but not quite there yet. The NASDAQ 100 has broken its steeper downtrend, which is encouraging.
  • Nevertheless, the S&P 500’s impressive performance since the 2/24 invasion low is undeniable. Indeed, this is one of the most fearful and negative sentiment lows of my career – certainly in the top five.
  • Out tail risk remains inflation and Ukraine. Those are the knowns, but the unknowns always catch us off guard.
  • I will keep an open mind and cover more detail in Sunday’s Navigator Oracle™ Weekly Update. It is difficult to draw too many conclusions while still in the the trenches.

Have a great weekend,

A.F. Thornton

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Morning Notes – 3/17/2022

Good Morning:

  • As expected, someone was on the other side of those trades on the spikes in oil, wheat, nickel, etc.
  • As I said before, it takes about a week for the bodies to start floating up.
  • Actual commodities producers use options and futures to hedge or lock in prices. They are not traders per se, which is why commodities futures and options markets formed in the first place.
  • Say you shorted your wheat crop to lock in prices, and prices double and triple overnight. But you have not harvested your crop yet. Guess what? You get a margin call.
  • Trafigura (which trades hundreds of billion in commodities every year) – is facing “margin calls in the billions of dollars,” which means that the commodity “margin call doom loop” idea floated by repo guru Zoltan Pozsar is finally coming true.
  • The European Federation of Energy Traders (EFET), a trade body that counts BP, Shell, and commodity traders Vitol and the margin-call stricken Trafigura as members, said the industry needed “time-limited emergency liquidity support to ensure that wholesale gas and power markets continued to function.”
  • The EFET calls on governments and central banks to provide “emergency” assistance to avert a cash crunch as sharp price moves triggered by the Ukraine crisis strain commodity markets.
  • This week reminds me that the next few years will be a true nightmare. Big money will come on the short side of the market.
  • Bull markets condition you to avoid shorts, but they will pay handsomely over the next few years,
  • Of course, this assumes the other side can honor the trade (see above).
  • The Fed’s massive credit and liquidity creation, not traditional fundamentals, is behind current inflation.
  • I am sick and tired of the Biden regime acting like the rest of us are as stupid as their fans. Pocahontas takes the cake.
  • Is there something in the shot to help soften our judgment? It makes you wonder…
  • The truth is that the Fed is responsible for any central bank’s most significant money and credit creation. Well-intentioned? Maybe. But they waited too long to rein it in.
  • Yesterday, the Fed caught up with the market by raising 25 bps but did not announce the start of reducing its balance sheet. They instead said they would leave it for the meeting next month.
  • The Fed is likely stalling as proper action will cause a recession that would jeopardize the mid-term election results for the cabal later this year.
  • I am also worried that this regime will try coercive policies to stop prices from rising. Everyone will be blamed, such as “greedy business people” and “Putin,” but our state media won’t mention the real culprits.
  • I have already heard about “rent controls.” Count on them. Then gasoline price controls, and then price controls on food. President Nixon tried price controls in 1971. It was a disaster.
S&P 500 Index Daily Chart with Today's Main Support and Resistance - 3-17-2022
S&P 500 Index Daily Chart with Today's Main Support and Resistance - 3-17-2022
  • I am pegging resistance 4348 and 4400. Support should show at 4330 and 4300. Today’s trading plan and key level charts are available for Navigator Active Trader™ subscribers, accessible on the right sidebar menu “From Our Blog.”
  • We will be cashing in our Navigator Swing Trader™ SPY trade from yesterday. Subscribers should stay alert.
  • Remember that the WEM High on the futures is 4318 and will likely act as a magnet until expiration tomorrow.
  • I still believe that expiration will continue to support stocks into Friday. But I thought the same thing last month, and the market dipped into expiry (and the following Monday and Tuesday) anyway.
  • We may open with a small orthodox gap back into range on balanced overnight inventory. The Globex range is relatively small with symmetrical distribution indicating some balancing from the rally yesterday and the absence of stronger sellers at the moment.
  • How deep the pullback we are currently experiencing from yesterday’s highs will tell us about the future trajectory.
  • 4300 is close to yesterday’s RTH session halfback, making it a bull/bear threshold today. Whatever pullback we get (if any) should hold above this midpoint to increase the odds that buyers remain in control.
  • There is no data yet that implies options-based support into next week.
  • If we see a pickup in call flows and push above 4400 in the S&P, my view will change.

Trade like a champion today,

A.F. Thornton

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Afternoon Notes – 3/16/2022

  • I have been reflecting on the death and funeral of Patriot Rich Higgins today. With a US Government resume nearly a mile long, this National Security Council staffer was the first to blow the lid off the deep state cabal working to unseat President Trump barely four months into office in 2017.
  • It is easy to see the thread running through all of these recent events – from the China Virus to the events in Ukraine. Reading the memo today makes a grown person want to cry over the purposeful destruction of our Country.
  • Having barely recovered from reading Rich’s memo, I ran across this March 10th report from Dr. Peter Pry, Executive Director of the Congressional EMP Task Force on National and Homeland Security. His assessment of our nuclear capabilities vis-a-vis Russia is sobering and blew a lot of my assumptions out of the water. Better to read this in the morning, not before you go to sleep.
  • As predicted, we had continued the impressive short-covering rally today, and the market closed above the 21-day and minor wedge downtrend line, breaking above the falling wedge pattern.
  • We closed above the WEM High at 4318, and there is a 70% chance that level will draw the market back down into Friday’s close.
  • The breadth was strong enough today that it nearly qualifies as a breadth thrust, so maybe this will be the outlier where the WEM High fails to hold this week, but I am not willing to bet against it.
  • I cannot recall a market holding up so well in the face of some of the worst sentiment I can remember since 9/11.
  • I am more impressed with the 2/24 low holding through this fear than with the short-covering rally. We discussed the importance of the 2/24 low back at the end of February and predicted the low would be secure, at least on an intermediate basis.
S&P 500 Futures Daily Chart with Algo Dashboard and Falling Wedge
S&P 500 Futures Daily Chart with Algo Dashboard and Falling Wedge
  • As you will observe above, the Navigator Algorithm rolled into a buy signal at 4256 for the Navigator Swing Traders™. The stops on the dashboard are set as the labels turn green.
  • The leveraged accounts bought an Emini and exited at the close. The cash accounts took a 75% SPY cash position.
  • The next stop is the Primary Downtrend line, and there will be complications as we roll into Quadruple Witching, an event we experience only four times a year.
  • The compression of volatility post the Fed’s quarter-point rate increase, coupled with expiration pressures, has manifested with a bullish outcome.
  • While the Federal Reserve gave a good report on an improving economy, they came off less supportive of equity markets today. As a result, the expiration and covering of a large swath of these put hedges may place the market back into an “underhedged” position after expiration.
  • If there was to be renewed demand for protection and a continued real-money selling post options expiration, we could experience a rapid flush lower, potentially. 
  • Let’s enjoy the ride, but markets are fragile, so stay cautious.
  • Click the button below if you want to learn more about the Navigator Swing Trader strategy and subscriotion.

A.F. Thornton

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