Charts Suggest a Possible Turning Point for the Markets
All the major equity indexes closed higher Monday with positive NYSE and Nasdaq internals as trading volumes declined from the prior session. All closed at or near their intraday highs with one violating its near-term downtrend line as another generated a bullish crossover signal.
While the chart progress on Monday's rally was modest, a strong open on Tuesday morning implies the potential technical improvement which we have been waiting for to become more encouraged to act on the data signals.
The sentiment data are on bright green lights as the crowd is very bearish and the ETF traders are highly leveraged short. We believe that the crowd will likely start reversing its course as they pile back in and shorts will need to be covered.
Also of note, valuation has become more reasonable with a nice uptick in forward 12-month consensus earnings estimates.
Index Charts Suggest Possible Turning Point
On the charts, all the major equity indexes closed higher Monday with positive NYSE and Nasdaq internals.
All closed at or near their intraday highs as the Russell 2000 (see above) managed to close above its near-term downtrend line, turning neutral from negative. The rest remain in downtrends.
However, given the positive opening Tuesday morning, more violations of downtrends may be in the offering.
Cumulative market breadth is still negative and below its 50-day moving average on the All Exchange, NYSE and Nasdaq.
The Dow Jones Transports gave a bullish stochastic crossover signal as the rest remain oversold that may turn bullish should the markets close higher Tuesday.
Sentiment Data Remains on Very Bullish Signals
The data find the McClellan Overbought/Oversold Oscillators dropping back to neutral from Monday's rally (All Exchange: -22.14 NYSE: -27.45 Nasdaq: -19.97).
The percentage of S&P 500 issues trading above their 50-day moving averages (contrarian indicator) rose to 7% and is still on a very bullish signal.
The Open Insider Buy/Sell Ratio lifted to 114.15. While it remains neutral, it has shown a consistent rise in insider buying over the past several days and is just shy of turning bullish.
Importantly, the detrended Rydex Ratio, (contrarian indicator), remains on a very bullish signal at -3.50. It is still at a level that has only been exceeded five times in the past 10 years as the ETF traders continue their extended leveraged short exposure, and in our opinion, will need to cover.
This week's AAII Bear/Bull Ratio (contrarian indicator) rose to 2.63 and is still on a very bullish signal as well, with bears outnumbering bulls by more than 2 to 1.
The AAII Bear/Bull Ratio is 2.63 (very bullish)
The Investors Intelligence Bear/Bull Ratio (contrary indicator) is 34.3/25.4 and also bullish.
Market Valuation and Yields
Of importance, the forward 12-month consensus earnings estimate from Bloomberg for the S&P 500 saw a nice lift to $234.18 per share. As such, its forward P/E multiple is 15.7x and at a discount to the "rule of 20" ballpark fair value of 16.4x.
The S&P's forward earnings yield is 6.37%.
The 10-Year Treasury yield closed lower at 3.65%. We view support as at 3.5% with resistance at 4.0%.
Our Near-Term Market Outlook
Monday's notable strength combined with Tuesday's projected action has finally shifted the charts to a point that following the data signals may be done with a higher degree of confidence.
At the time of publication, Ortmann had no positions in any securities mentioned.