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Active Managers At 7-Year Bearish Extreme On US Stocks

The following is a brief excerpt from our October 30th Investor Sentiment Survey which was distributed to Asbury Research subscribers before the US stock market opening this morning.  Investor Sentiment Survey is one of 8 different reports that we provide for subscribers at various intervals throughout the month.

Investor Sentiment Survey is a monthly analysis of a broad list of both asset flow- and survey-based measures of professional and retail investor sentiment, which focuses on their directional implications for the major areas of the US financial markets including the US stock market, US interest rates, the US Dollar, and economically influential commodity prices including copper, crude oil, and gold.

» View Sample Investor Sentiment Survey from Oct 20th 2011


Research Report: Investor Sentiment Survey
Date: October 30th, 2014
Topic: US Stock Market

 

Chart 2 measures investor sentiment according to a daily survey of active Registered Investment Advisors (RIAs) via the NAAIM (National Association of Active Investment Managers) Exposure Index, which is plotted since 2008 by the blue line in the lower panel.

The NAAIM Exposure Index represents the average weekly exposure to US Equity markets reported by their membership.

Chart 2

The highlighted area shows that these intermediate term-oriented professional trend followers are also rising from an historic least bullish extreme on US equities, of just 14% or less, one which has previously coincided with important market bottoms in the S&P 500 (upper panel) in October 2011, June 2010, and November 2008.

We view this metric as corroborating evidence that trend following investors are currently too negative on the US stock market, which history shows is precisely when meaningful bullish price reversals often begin.

continued>>>


Our investor sentiment metrics reveal how different types of investors are positioned in the financial marketplace, whether it’s the stock market, US Treasuries, the US Dollar, or key commodities like copper, gold or crude oil, and are an important component of our trend model for the US stock market.

When the collective positions of these different investor demographics become diametrically opposed to one another, important and “investable” changes in market direction typically occur. 

A great example of this is our early June report, entitled Oil Prices: Smart Money Skeptical At $103 Per Barrel, which got our subscribers in front of what has thus far been a $19 per barrel, 19% decline in crude oil prices.  At some point in the not-too-distant future, these same metrics will indicate a good opportunity to buy oil and energy-related assets again.

Asbury Research subscribers can view the entire report by clicking here.

Interested professional investors can request a 2-week trial of our entire research service by clicking here and providing your contact information.


Is The 2014 Decline In US Interest Rates Over?

The following is a brief excerpt from our Monday October 20th Keys To This Week report, one of 8 different reports that we provide for clients at various intervals throughout the month (typically 3-4 reports per week).

Keys To This Week, published on Mondays, is a bullet-pointed list of key market factors with accompanying charts that are most likely to influence US financial market direction during the next one to several weeks. It includes both strategic (looking out 1-2 quarters) and tactical (looking out over the next 30 days) investment ideas, plus our trend model‘s current bias for US stocks, market sectors, bonds, the Dollar, and economically influential commodities like crude oil and gold.

» View Sample Keys To This Week from Oct 17th 2011


Research Report:  Keys To This Week
Date: October 20, 2014
Topic: US Interest Rates

 

US Interest Rates & Treasuries

This week our table shifts to an equally-balanced distribution of key Near Term market factors for long dated US Treasury prices, from a Positive one during the previous 3 weeks, while retaining last week’s balanced alignment of key Intermediate Term factors. Although at first glance our table looks to be indicating a neutral reading, the types of metrics populating the Near Term Positive and Negative quadrants tell a more detailed story.  This week’s Near Term Positive metrics indicate that the monthly trend in long dated US Treasury prices is still bullish amid positive ETF asset flows and an unmet key yield level at 2.07%.  However, every Near Term Negative metric shows long term US Treasury prices at historic extremes, in terms of intra-market spreads, investor sentiment, and technically overbought conditions, all which previously coincided with or led every peak in these prices, and bottom in long term US interest rates, in recent history. Therefore, even though our trend model is still positive heading into this week, those managers who have been long US Treasuries all year per our 2014 analysis and forecast may consider taking some profits and/or tightening protective stops as this week’s data collectively suggest that long dated US Treasury prices are probably within weeks of an intermediate term peak.

Table 4

Table 4 of 5

continued>>>


Asbury Research subscribers can view the entire report by clicking here.

Interested professional investors can request a 2-week trial of our entire research service by clicking here and providing your contact information.


IEF Meets Our 107.00 Target

The iShares 7-10 Year Treasury Bond ETF (IEF) met our 107.00 target yesterday, October 15th, first mentioned in our May 8th report entitled US Treasury ETFs Target Even Lower Yields, to capture a $4.19, 4% advance in a little over 5 months.

During the same period the yield of the benchmark US 10-Year Treasury Note collapsed by 62 basis points to 2.00%.

From that report:

Since the beginning of the year, when bellwether US 10-Year Treasury Yields were trading at 3.00%, our research has suggested a decline in US 10-Year Treasury Yields to the 2.60% – 2.50% area. Yields are there now, having closed as low as 2.60% on May 2nd. This week’s emerging breakout from 7 months of sideways investor indecision in the iShares 7-10 Year Treasury Bond Fund (IEF), which targets an eventual, additional 4% rise to 107.00 over the intermediate term, supports a deeper decline in the 10-Year.

Please login to our Research Center for our latest research and strategy pertaining to US interest rates and Treasuries.


US 10-Year Yields Meet Our 2.07% Target

The yield of the benchmark US 10-Year Treasury Note has declined to as low as 2.03% thus far this morning, meeting our 2.07% downside target first mentioned in our May 16th report, entitled Now That Our 2.51% Target Has Been Met, What’s Next For US Interest Rates?, when these yields were trading at 2.52%.

Meanwhile, the iShares 20+ Year Treasury Bond ETF (TLT) has coincidentally risen by $10.94 or 10.0%.  For perspective, the S&P 500 has declined by 1% during this same period.

From that report:

Now that our initial 2.51% downside target in the yield of the US 10-Year Treasury Note has been met, our focus turns to a much more important level at 2.40%.  Meanwhile, unmet upside targets in the CBOT 10-Year Note and the iShares 7-10 Year Treasury Bond ETF (IEF) suggest that at least an addition 2% to 3% rise in mid to long dated US Treasury prices is likelyWe will view these two assets’ proximity to their upside targets, if and when 10-Year yields decline to 2.40%, as an indication of whether the 10-Year continues even lower to its next key level at 2.07%…”

Please login to our Research Center for our latest research and strategy pertaining to US interest rates and Treasuries.


Taiwan Weighted Index (TWSE) Meets Our 8650 Target

The Taiwan Weighted Index (TWSE) has declined to as low as 8635 today, meeting our 8650 downside target first mentioned in our September 29th Keys To this Week report, to capture a 340 point, 4% decline in the index in a little over 2 weeks.  

Meanwhile, the positively correlated S&P 500 has coincidentally declined by 111 points or 6%.

From our September 29th report:

“TWSE broke down last week from 2 months of sideways investor indecision, indicating that a significant peak is in place at the index’s July 15th high and targeting an additional 4% decline to 8650. Considering TWSE’s tight and stable positive correlation to the S&P 500 since 2000, last week’s breakdown in TWSE is seen as being indirectly negative for the US broad market.

Please login to our Research Center for our latest research and strategy pertaining to US and global stock markets.


US 10-Year Yields Meet Our 2.23% Target

The yield of the benchmark US 10-Year Treasury Note has declined to as low as 2.18% thus far this morning, meeting our 2.23% downside target first mentioned in our August 18th Keys To this Week report, when these yields were trading at 2.40%.

Meanwhile the CBOT 30-year T-Bond contract has risen by 4 16/32nds or 3.2% while the iShares 20+ Year Treasury Bond ETF (TLT) has risen by 4.63 or 4.0%.

From that report:

“The most important and influential market factor of the past week was US 10-year yields’ collapse below the pivotal 2.40% area on Friday. This suggests that yields’ 2014 decline from 3.00% is not over, and clears the way for a deeper decline to 2.23%, and potentially to 2.07% later on this year. Meanwhile, expanding futures open interest, the latest investor sentiment data, a 56-year seasonal trend, and a bullish chart pattern in the iShares 7-10 Year Treasury Bond ETF (IEF) with an unmet target 2% above the market collectively establish favorable conditions for long dated US Treasury prices to continue higher through the 3rd Quarter.”

Please login to our Research Center for our latest research and strategy pertaining to US interest rates and Treasuries.


US Stock Market Trend Model Update: Q3 2014

The following chart plots the performance of the Asbury Research Trend Model for the US stock market, which uses the S&P 500 as a proxy, beginning in 2007 and updated through September 2014.

It shows that our model has accumulated 1096 points since January 2007 versus 547 points for the S&P 500. In percentage terms, the Asbury Research Trend Model has produced a 77% return during this period versus a 38% return for the S&P 500.

Asbury Research Trend Model" S&P 500, 2007-2014

Asbury Research Trend Model: S&P 500, 2007-2014

This is provided for information purposes only. Past performance or back-tested results may not necessarily indicate future results. The performance indicated from back-testing or historical track record may not be typical of future performance. No inferences may be made and no guarantees of profitability are being stated by Asbury Research LLC. The risk of loss trading in financial assets can be substantial. Therefore, you should therefore carefully consider whether such trading is suitable for you in light of your financial condition.

US Stock Market Trend Model: Key Features & Objectives

  • The model utilizes 3 quantitative inputs that measure market internals, price momentum, and trend velocity, and includes a price-based metric for risk aversion.
  • This is a long-only model that uses the S&P 500 as a proxy for the market. It is either long or neutral: no short positions, leveraged longs, or hedging via derivatives.
  • It was built with the objectives of: 1) buying on weakness, 2) being in the market as much as possible, 3) exiting on meaningful declines, and 4) quickly re-entering the market as soon as there is evidence that a bullish trend has re-emerged.
  • Since 2007, the model has averaged 4.6 signals per year or approximately 1 per quarter.

Since 2007, Our Model Has:

  • slightly underperformed the S&P 500 in exceptional years like 2009 and 2013,
  • modestly outperformed during average years like 2007, 2010, and 2012 and,
  • most important, significantly outperformed and/or avoided losses during poor years like 2008 and 2011.

Attempting to get out of the way of an emerging market decline comes with the inherent risk of potentially missing out on some performance — especially during exceptional years which we would define as a 15% or greater annual rise in the S&P 500. Diminished hedge fund returns since 2013 are evidence of this.

However, if you look back over a bigger span of time, our model’s performance since 2007 is a testament to intelligent quantitative risk management as it has more than doubled the S&P 500′s performance during that period without using leverage or short positions. We view this as proof that, over time, during a period that includes all market environments including bullish, bearish, and neutral price trends, a conservative and repeatable quantitative approach can significantly and consistently trump passive buy and hold.

Our trend model is just one of dozens of different metrics and data series that we utilize to produce a comprehensive market analysis, one that we believe is collectively more insightful and forward-looking than any of its individual components.

You can get more information and view more tables that pertain to out trend model by Clicking Here.

Professional investors can request a two-week trial of Asbury Research by clicking the button below.

 

imagesCA1RI64I


Transcript From John Kosar’s September 25th Interview On Financial Sense

Editor’s Note: The following is a partial transcript from John Kosar’s September 25th interview with Financial Sense Newshour.  In the interview John said the market has “more pain to come”, with the major averages likely to test their 200-day moving averages in the near-term.  As of the close today, exactly one week after that interview, the bellwether S&P 500 has already collapsed by 114 points or 3%.  However, John also noted that the overall longer term trend remains favorable and believes there are many factors across the globe that portend more strength into 2015, and perhaps beyond.  John is also looking for a short-term gold rally between October and Thanksgiving.

Click here for full audio of the entire interview:


Asbury Research: Top-Heavy Stock Market Has “More Pain to Come”; Long-Term Picture Still Favorable.

John, after hitting new highs a couple weeks ago, the major indexes corrected down to their 50-day moving averages. Focusing on the Dow, do you expect it to correct further to the 200-day?

“I’m afraid we might. There’s a big level to watch that’s even more important than the 200-day on the Dow and maybe by the time we get there the two areas will almost be in sync with each other. But the level is 16588. It’s the high form New Years Eve of last year. And we came up and tested it again back in the early part of April, fell back down a little bit. So I think from a price standpoint, that’s the next formidable area to keep an eye out on the Dow. And the 200-day is just under that. And it’s moving up a couple of points but again based on the series of events that I’ve been watching here, I’m afraid this is the tip of the iceberg and that there’s going to be a little more pain to come here…″

dow jones support

What about the S&P 500? What levels are you watching there?

“The next level on the S&P 500 to really keep an eye on is down around 1900, which happens to be the 200-day also. That chart is very similar to the Dow…but basically it’s 1902 to 1896. You’ve got several important old highs going back three to six months. And you’ve got the 200-day. So, I think that’s the next formidable level on the downside and I think there’s a good chance that we’re going to at least get down there.”

spx support

Let’s talk about the bigger picture—what’s your outlook for the market on a larger time frame?

“I think that whatever happens here, however deep we go, if we go to the 200-day I’m going to be looking for longer term opportunities to buy… there are reasons I can see across the globe that suggest however deep this pullback is going to be—I don’t know if it’s going to be a pullback or a correction—wherever it’s going to go we have some targets and situations that portend more strength into 2015 and possibly through 2015.”

Do you think the market is in the process of forming a top?

“I don’t…just to put what’s happening today in context, I think I mentioned last time that we’re doing a lot of work watching ETF asset flows and what we noticed is that the investor assets in these ETFs actually expanded by 7% since September 18. So we had a big spike up in assets…[since] investors have been basically trained by the Fed to buy the break and that’s been a great strategy for the last several quarters. So it looks like there was a very aggressive buy, then we had a little pullback…and all of those 7% were underwater immediately. In layman terms, what that means is the market got top-heavy… I’m still going to be looking for an opportunity here to buy later, but for that to happen a bunch of things have to happen: we need to have a spike in volume; we need to see some of the investor sentiment metrics that are very frothy start to show a little fear—start to show a little apprehension. I’d like to see a spike in the VIX like we’re having today and see it get up to levels that have coincided with bottoms in the market over the past couple of years. So I think we still have some work to do on the downside, but at this point I don’t see any reason to think that this is any kind of a final top. I think all you’re seeing is seven quarters of not really having a correction. Seven quarters of everyone buying the dip or buying the 50-day moving average and we knew that one day people were going to buy that dip and then we’re going to have the second shoe to drop, which is what is going on now.”

What about the gold market and the dollar?

“Let me take your question this way. I don’t know if we talked about this previously, but back in June I put out a piece that indicated the hedgers in the oil market, and they are using the futures market to hedge their holdings, were indicating to me that they thought oil prices were overvalued about 103 to 104 dollars a barrel. And we subsequently had a pretty steep drop…in a pretty relatively short period of time. I’m now seeing that same kind of hedger that is indicating to me that they think the dollar is overvalued…so what that tells me isthe smart money thinks the dollar has gone a little too far too fast and is actually putting in a hedge that is going to lock in their dollar gains up here. So what I think that means is probably between now and Thanksgiving we are going to have a move down here in the dollar and it’s going to surprise a lot of people…if that happens it’s going to support gold and we’re going to get a gold rally because of the inverse correlation between gold and the dollar over the past 20 years or more. So I wouldn’t touch gold right now. It may have a little bit further to fall but once we get a little movement in the dollar back down…then I’m going to start watching the asset flows in gold. Once those asset flows start to turn positive again, I think gold is going to be a nice place to be…for the next 2-3 months.”


Interested professional investors can request a 2-week trial of our research services by clicking here, typing “FS Free Trial” in the subject line, and providing your complete business contact information.


Watch The Smart Money In The US Dollar

The following is a brief excerpt from our September Investor Sentiment Survey, one of 8 different reports that we provide for clients at various intervals through out the month (typically 3-4 reports per week).

In includes our analysis of a broad list of both asset flow- and survey-based measures of professional and retail investor sentiment, which focuses on their directional implications for the major areas of the US financial markets including the US stock market, US interest rates, the US Dollar, and commodity prices including copper, crude oil, and gold.


From Today’s Report:

Chart 4 measures investor sentiment on the US currency according to current net positioning by commercial hedgers in the CME euro contract via the Commitments of Traders data, which is compiled and published weekly by the Commodity Futures Trading Commission (CFTC). According to the CFTC, commercials are professional entities, often money center banks, that are holding large positions in the futures market to hedge their physical currency holdings in global currencies including the euro.

Commercial Hedger Positioning In The Euro

Commercial Hedger Positioning In The Euro

The highlighted area in the upper panel of the chart shows that these hedgers, who typically accumulate a net position against the trend, are holding a near-record net long (bullish) position on the euro. The green vertical highlights between both panels show that similar or lesser most bullish extremes by these “smart money” hedgers have coincided with or closely led every major bottom in the euro, and coincident top in the US Dollar, during the past decade.

continued in today’s report


Asbury Research subscribers can view the entire report by clicking here.

Interested professional investors can request a 2-week trial of our entire research service by clicking here and providing your contact information.

 


A Look At Our Most Widely Read Report

The following is the US Stock Market section of Monday’s (September 1st) Keys To this Week report, which is probably our most widely read report.

Keys To This Week, published at the beginning of every week, is a bullet-pointed list of key market factors with accompanying charts that are most likely to influence US financial market direction during the next one to several months.

It includes both strategic (looking out 1-2 quarters) and tactical (looking out over the next 30 days) investment ideas, plus our trend model‘s current bias for US stocks, bonds, and currency.

The report also includes sections on US Stock Market Sectors (which includes our proprietary asset flow metric), US interest rates and Treasuries, and the US Dollar.

Asbury Research subscribers can view the entire report by clicking here.


Keys To This Week

Keys To This Week: September 1st, 2014

Posted on: Tuesday, September 2nd, 2014

The US Stock Market

Trend Model: Positive as of August 18th

This week our table retains the previous 2 weeks’ Positive distribution of key Near Term market factors for the US stock market, and the past 9 weeks’ Negative alignment of important Intermediate Term factors. Despite geopolitical tensions in multiple places around the globe, there is currently no immediate sign of a near term peak in the US stock market due to a positive monthly rate of change in the S&P 500 (SPX) amid expanding ETF asset flows, low volatility, and favorable investor sentiment and market breadth data. Moreover, market bellwether Google (GOOG) begins the week situated right on top of major underlying support. However, there are still some significant headwinds to be aware of this month including formidable overhead resistance currently being tested in the market leading NASDAQ 100 (NDX) and PHLX Semiconductor (SOX) Indexes, NDX’s vulnerability to upcoming relative underperformance versus SPX, what appears to be an emerging major bearish trend change in the German DAX, and a seasonally very weak September in the US broad market. However, note that this seasonal weakness typically occurs at the end of the month, not the beginning.

Table 1

Table 1

Listed in the order of their importance and expected impact on market direction.

  1. Near Term Price Momentum: Monthly Rate of Change (MROC), S&P 500 (SPX). NEAR TERM BULLISH. The 1-month rate-of-change (ROC) in SPX turned back to positive (bullish) on August 19th in the US broad market index, and remains above it through the end of last week. It would take a negative shift in this metric to indicate that a corrective decline is underway.
    .
  2. Asset Flows: PowerShares QQQ ETF (QQQ). NEAR TERM BULLISH. Chart 2 of our August 25th Keys To This Week showed that the total daily assets in QQQ rose significantly above their 21-day moving average on August 18th, indicating a monthly trend of expansion that is near term bullish for the market leading NASDAQ 100.
    .
  3. Support/Resistance: NASDAQ 100 (NDX), PHLX Semiconductor (SOX) Index. MAJOR DECISION POINT, NEAR TERM BEARISH. Chart 3 of last week’s report showed that NDX is hovering just 2% below major overhead resistance at its 4147 September 2000 benchmark high. In addition, Chart 1 below shows that SOX has been negotiating its 642 March 2002 benchmark high since July. How these two market-leading indexes resolve these major inflection points will be seen as a key indication of whether the 2014 US broad market advance extends its recent gains or begins an overdue corrective decline.
    .
  4. Intermarket Relationships. German DAX Index. TURNING INTERMEDIATE TERM BEARISH? Chart 2 below shows that the German DAX begins this week situated in the midst of a key band of overhead resistance at 9513 to 9614, which includes its 200- and 50-day moving averages and the 61.8% retracement of its June 20th decline. This resistance area must contain the DAX on the upside if the index is indeed in the midst of a major bearish trend change, as suggested by its recent decline below its 200-day MA. Considering the DAX’s tight and stable positive correlation to the S&P 500 since 1990, most recently 73% since January, as goes the German index from here is likely to go the US broad market.
    .
  5. Large Cap Stocks: Google (GOOG). MAJOR DECISION POINT, NEAR TO INTERMEDIATE TERM BULLISH. Chart 3 below shows that GOOG begins the week situated just above its $562 per share 200-day moving average, a widely-watched major trend proxy. Considering GOOG’s influence over the broad US market due to its huge market cap, as can be seen by its positive correlation to the S&P 500, we will view its reaction to $562 as an indirect indication of whether the US broad market extends its 2014 gains or begins a corrective decline.
    .
  6. Volatility: The CBOE Volatility Index (VIX). NEAR TERM BULLISH. The VIX has closed below its 50-day moving average for the past 9 sessions, indicating a level of investor complacency that helped to fuel last week’s US broad market rally. As long as the VIX remains below its 50-day MA, currently situated at 12.68, it will suggest favorable conditions for last week’s rally to continue.
    .
  7. Investor Sentiment: NEAR TERM BULLISH, INTERMEDIATE TERM BEARISH. Through Friday, about a third of the 18 investor sentiment metrics that we track continue to suggest favorable conditions for more near term strength in the US stock market. However, the rest of these metrics warn of its vulnerability to a larger 1-2 month corrective decline between now and year end.
    .
  8. Overbought/Oversold. NEAR TERM BEARISH. Chart 5 of last week’s report shows that the S&P 500 has become technically overbought on a near term monthly basis and thus remains vulnerable to a minor multi-week decline.
    .
  9. Market Breadth: 3 Key US Indexes (SPX, SOX, and RUT). NEAR TERM BULLISH. Near term breadth metrics in several key US indexes are currently rising from near term washed out extremes in market breadth that have previously coincided with near term market strength. Chart 4 below shows that the percentage of S&P 500 constituent stocks trading above their 40-day moving average is currently rising from a August 8th low extreme near 15%, but has not yet reached opposite frothy extremes near 77% that have previously coincided with market peaks.
    .
  10. Relative Performance: NASDAQ 100 (NDX). TURNING INTERMEDIATE TERM BEARISH? Chart 5 below shows that NDX is hovering at quarterly overbought relative extremes versus SPX, and that previous instances of this have historically coincided with or closely led sustained periods of relative underperformance by NDX. Since Technology, along with Small Cap, tends to lead the US broad market both higher and lower, upcoming relative underperformance by NDX would indirectly suggest a coincident US broad market correction.
    .
  11. Intermarket Relationships. London FTSE Index. INTERMEDIATE TERM BULLISH. Chart 6 of last week’s report showed that the December 2012 resumption of the March 2009 uptrend in the FTSE, following almost 2 years of sideways investor indecision, targets an additional, eventual 4% rise to 7100. The tight and stable long term positive correlation between the FTSE and the S&P 500 suggests that as goes FTSE, so is likely to go SPX. Also note that FTSE can theoretically correct all the way back to the apex of the triangular indecision area at 5825 without negating the 7100 target.
    .
  12. Seasonality: NEAR TERM BEARISH, INTERMEDIATE TERM BULLISH. Chart 6 below shows that September is the seasonally weakest month of the year in the S&P 500 since 1957, on average closing 0.68% lower for the month and posting a negative monthly close 54% of the time, but leads into a gradually escalating 4th Quarter recovery that culminates with the strongest month of the year, December. Our September Global Seasonal Analysis report, available later this week, will include more charts and detail on annual, quarterly and monthly seasonal trends for 17 global asset prices including equities, benchmark interest rates, foreign exchange, and key commodity prices based on historical data going back to the 1950s.
Chart 1

Chart 1

Chart 2

Chart 2

Chart 3

Chart 3

Chart 4

Chart 4

Chart 5

Chart 5

Chart 6

Chart 6


A new, updated Keys To This Week report will be distributed to Asbury Research subscribers on Monday morning.

Asbury Research subscribers can access all 8 reports that we produce by logging into our Research Center.

Interested investors can request information about Asbury Research, including services, pricing, and sample reports, by emailing sales@asburyresearch.com or calling 1-888-960-0005.


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