Monday, March 7, 2011

Market Commentary for the week of March 7, 2011

Overshot.

The case for gold and energy-related price spikes is rooted, in part, by good intentions hedging against dollar fluctuations, inflation risk, and political discord.  But unlike a level of rational speculation one might expect to see, one has to wonder whether the market’s players are overdoing their hand just a bit.  Simply, the world of commodities gambling has been turned into a shootout.

While oil production and distribution (as with gold) has been spiking over the last 3 years, real demand has only turned up modestly.  Over that time, though, a level of discomfort about employment, credit markets and equity gains has created a new bias, one which seeks safe-haven hedge against all the world’s ills.  If accurate, these suspicions have led to a compelling environment of fear-based capital gains.  One might suspect, then, an inevitable contraction if/when those fears are ameliorated.

While cheering resoundingly for the party at this trough, I remain suspicious that a revival in confidence, or a lessening of global tensions, could cause a shift in capital flow from speculation to growth.  After all, aren’t we all hoping for a global economic renaissance?  For now, one can do little to dissuade the speculation in natural resources.  But not to prepare for a potential portfolio overload is also to ignore the warning signs.

Challenge.

When markets shift from fundamentals to exogenous news it creates unintended consequences, not the least of which is lack of focus upon empirical data.  One of my colleagues incredulously watches the persistence of these mini-rallies and exclaims “Don’t they see the reality behind their exuberance?”  It is painfully obvious to some that despite anecdotal incidences of year-over-year earnings improvements the general global economic climate must still deal with unwinding credit and building back fiscal sanity.

As a result, I see my stochastic integers separating from current price trends. We have, in fact, seen a “double top” in relative strength, followed by indications of a bear cycle resumption.  While the markets, and certain sectors, remain robust, deep cyclical devaluations remain a probability.  Profits, generated by demand, remain a key pre-indicator of economic and market strength.

Execution.

These surges in speculation are reminiscent of the dot.com enthusiasm of a previous decade.  That price expansion cycle had severe negative performance consequences which none of us wish to see again.  Nevertheless, despite history, commodity price speculation mirrors a decoupling from fundamentals, specifically, and looks more like a fanaticism that mirrors opportunity and fear.

With few exceptions clients might notice that such conditionality necessitates a modest change in our execution.  Markets are becoming more staccato, RSI patterns are more linear/less measurable, and price sequences are shorter, thereby causing a more trading-oriented configuration.  That implies more decision-making, less stability, and less comfort with buy-and-hold methodologies as confidence wanes, discomfort grows.

Within that context, prices inflate/deflate quickly, asset allocation shifts accelerate, and negative probabilities expand.

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