Weekly S&P 500 ChartStorm: Oversold; Breadth; Commodities Top Returns

Jun 26, 2022

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Welcome to the Weekly S&P500 #ChartStorm — a collection of 10 charts which I hand choose from across the internet and submit on Twitter.

These charts concentrate on the (US equities); and the assorted forces and components that affect the outlook—with the purpose of bringing perception and perspective.

1. Asset Return Quilt YTD: Nicely, we’re nearly on the half-way level for 2022 (and what a 12 months it has been (up to now!)), mainly: money & commodities good, all the things else dangerous. Raises the query if H2 shall be extra of the identical or one thing solely completely different…

Asset Return Quilt YTD

Supply: @MikeZaccardi

2. S&P SitRep: Hole closed, however a key check for the present rally lies plain to see overhead…

In the meantime, we’ve seen some enchancment within the correction/danger driver proxies (geopolitics by way of iShares MSCI Poland ETF (NYSE:), bond yields by way of iShares iBoxx $ Funding Grade Company Bond ETF (NYSE:), tech burst by way of ARK Innovation ETF (NYSE:))—however not very convincing at this stage

S&P 500 Daily Chart

Supply: @Callum_Thomas

3. First Half Reflections: What occurs when the market is down large within the first half of the 12 months? …one thing ¯_(ツ)_/¯ (no actual sample, besides maybe you could possibly say it is simpler to rebound large in % change in case you’re down large to start with!)

additionally n.b. up to date YTD as of Friday shut = -18.45%

Supply: @charliebilello

4. Dangerous breadth…

…typically good purchase, typically goodbye.

S&P 500 Breadth

Supply: @the_chart_life

5. Oversold? Market is oversold on this metric.

All else equal (and it not often is), this raises the chances of a rally — but in addition n.b. that the situation of the market being oversold (i.e. bearish momentum) is a pure attribute of a bear-market/down-trend…

SPX Weekly Data

Supply: @TimmerFidelity

6. On the Future(s): Do the futures inform the longer term? Asset supervisor fairness futures positioning has dropped to a brand new report low (once more although, this situation helps choose a backside in an uptrend, however in a downtrend/bear market that is really the place positioning would habituate)

S&P 500 Futures Levels

Supply: @MacroCharts

7. Retail Set Sail: Some indicators of capitulation…

Retail Selling

Supply: @SethCL

8. What Capitulation? However then once more, on this metric (cumulative fairness fund flows) there doesn’t seem like a lot or any capitulation in any respect… in truth that memeish “DCA“ rallying cry involves thoughts.

S&P 500 Find Flow

Supply: @GunjanJS

9. Fee-Hike-Ructions: Fee hikes coming in thick and quick. (chart exhibits cumulative world rate of interest cuts minus hikes vs stockmarket)

I’ve stated it earlier than, and I’ll say it once more: charge cuts helped on the best way up—so it’s solely logical that charge hikes harm on the best way down…

Supply: @BarnabeBearBull

10. Fiscal Drag Too: You could possibly say that Yellen helps her previous mates on the Fed struggle by way of demand destruction with a bunch of fiscal tightening too!

Economic system being squeezed each which means: look out beneath for earnings…

Quarterly Fiscal Impact

Supply: @albertedwards99

BONUS CHART >> received to incorporate a goody for the goodies who subscribed.

The Lengthy and Wanting Leveraged ETFs: right here’s a return-appearance from a favourite chart exhibiting the rise and collapse in bullish hypothesis by way of ETFs.

The crimson line tracks the relative buying and selling exercise in leveraged lengthy vs quick US fairness ETFs. The upper it’s, the extra merchants are moving into leveraged lengthy relative to quick fairness ETFs.

So peaks = pique in bullish hypothesis, whereas troughs = transition to bearish bets.

With a 10-year low chalked up, clearly the temper has modified (and that is precise buying and selling exercise vs surveyed sentiment). Sadly the info solely goes again to 08 (these merchandise solely actually took-off after the monetary disaster), however in that point – usually readings round these ranges had been at the very least short-term bullish.

However once more, that is a particularly uncommon market atmosphere relative to the post-financial disaster expertise.

Property Below Administration aggregated throughout leveraged lengthy vs quick ETFs, it’s attention-grabbing to notice that quick/inverse fairness ETF AUM has mainly doubled because the begin of the 12 months, and levered lengthy has nearly halved.

Leveraged Long vs Short

Once more, some large shifts, but in addition… leveraged lengthy remains to be nicely above pre-pandemic ranges, and regardless of all of the bearishness (with surveys saying extra bearish than 2020), the quick ETF AUM remains to be solely about on-par with March 2020 ranges.

So by way of what persons are doing vs saying, they’re clearly making some strikes right here, however once more there hasn’t actually been an full capitulation… or maybe but even a fulsome pivot to outright bearish hypothesis.

Mainly, to wrap-up I might say these two charts are in line with the concept that you could possibly get a short-term backside out there based mostly on how seemingly one-sided sentiment is, but in addition that there’s nonetheless work to be performed by way of deleveraging and capitulation.

Blended alerts, murky occasions.



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