Tuesday, November 1, 2011

Market Commentary for the week of November 1, 2011

One trick ponies.
It strikes me as odd, and slightly disturbing, that a one day rally on Wall Street, particularly seemed to be caused by a news-worthy event in Europe, can effect a total change in psychology and newspaper headlines.  This manic upside/downside emotional swing is neither healthy nor representative of the facts.  Simply by saying we’ve turned a corner doesn’t make it so, or ease instantaneously the underlying causes of the recession.

The nuance between exact science and interpretation is a fine-line, but not to be discounted too easily.

Besides, investors don’t expect the markets to turn on a dime, even though they might hope for such.

Increasing levels of debt, and depleting savings rates, are part of our economic landscape.  Both foreign and domestic banks have smaller resources, larger exposure to potential risk/default, and are loathe to lend money indiscriminately.  This is not a happy time to be a purchaser or a lender. The sheer magnitude of the financial crisis, factually and emotionally, cannot be diminished by one day’s collective sigh of relief.

Therefore, I worry that a complacency might extend to the financial community that could accelerate a kind of manic “gunslinging” in the markets reminiscent of times when only the speculators made money.  We need to return to value-based, and values-based, fundamental analysis before committing our capital once again to rally attempts.

Unfortunately, I don’t think the time is yet at hand.

Sustainable metrics.
We are, however, dealing with a “new normal.”  As I have previously written, trading cycles have contracted.  Here is where a quantitative discipline might aid the average investor.  Instead of guessing what might work, one can use the rhythm and pulse of market cycles to amplify potential capital gains expansion (in sectors and securities) and minimize the impact of negative trends or expectations upon the portfolio as a whole.  By combining the interaction of price and relative strength quotients, one can maximize the existing amplitude of cycle measures by buying, or selling, at appropriate and measurable inflection points.

The collapse of the global credit markets didn’t occur on one date-specific in October 2008.  No, the seeds had to have been sown over decades prior, culminating in a seminal period from which we are still evolving. Within that context, a global financial and economic recovery might be occurring, but the decisions needed to create that recovery must be made not simply by default, but by active participation.  What we saw last week from the EU was a start, but not sufficient to turn a bear psychology, and a bear market, into a celebration of bull market renaissance.

My trendlines and sector-strength distribution analysis indicates that, despite the inter-day advances most recently seen, the market is consolidating laterally around secular resistance levels initiated in 2006, and which persist mightily today in restricting intermediate and short-term attempts to justify upwards movement otherwise.  However, given the time of year, I would expect portfolios and portfolio managers to try to maximize upside opportunities within short cycle advances, having the effect of elongating short sine waves, making them appear more robust than underlying fundamentals should indicate.

Either way, caution at oversold tops is always more prudent than chasing a trend once it has maximized valuation.

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