Trends

On Average – For What it’s Worth

When it comes to the markets, I detest the words “on average”. There is nothing average about a random system. But yet, as humans, we prefer structure and struggle with the chaos that non-linearity brings which is why we futilely attempt to organize it through averages.

In attempt to put the recent market correction into context, the author of the chart below has selected a small sample of data to determine the length of time it takes until investors find out whether a pullback becomes an opportunity (buy) or (sell) bear market. If the market weren’t random, this sort of data would be very helpful and of great value to every investor. Who wouldn’t want to know that all you have to do is wait 13 weeks, see which way the market is going and go all in (either short or long). Sadly, it’s never as easy as that otherwise we would all be gazillionaires. 

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I give the author an “A” for effort but there is nothing actionable here nor does it provide an “edge” to make money. While the chart contains 47-years’ worth of data, depending upon their definition of a “bear market”, it may only consist of 4-6 data points which is too few to draw any sort of statistical inference and significance from. The bottom line is that because of the non-linear and random nature of the markets there is nothing average about “average”.

Target Met

Back on September 5th I wrote about a potential intermediate term top in the DJ internet index here. As we know by now, topping patterns in strong uptrends are likely not to complete since you are going against the longer-term trend which is why this example was only a “potential”. But, all trends eventually end so they should not be ignored. In this case, the downside target down at “T1” was significant enough to grab my attention. Not evident from my chart, the internet index was forming a topping pattern warning of a move lower while the broader market continued to move higher, pointing to clear divergence.

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Fast forward almost two months and here is what has transpired since the post. The price of the index eventually broke below the (red) support line and chopped sideways for a couple of weeks. From there it attempted a quick rally, back-tested the underside of (red) support and immediately failed.

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As you can see, the index has fallen and currently sits right on the T1 target. This is an area that should act as support and as such would expect price to consolidate or possibly reverse higher. If you shorted the index on the setup, congratulations, I would be banking profits. Going forward if the index can hold support it will present a nice, reversion to the mean investment trade. If not, this index and likely the overall market is in deep trouble and set up for a larger move to the downside. In my humble opinion investors should be treading lightly here waiting for confirmation this is something other than a “potential” bottom before committing investment capital.

Over-Caffeinated

In my August 22nd post, “A Falling Knife or Opportunity of the Year”, I wrote about the possibility of “one heck of a reversion to the mean profit opportunity” setting up in coffee. What had my interest was the fact it was massively oversold condition, sitting on very important support and most importantly the smart money was long … very long coffee futures.

Here was the long-term chart of coffee futures I posted.

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My next chart is what has transpired since the post

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Right after the original post, coffee went on to make one lower low in price (which took a month to unfold), at the same time RSI momentum formed positive divergence before coffee’s price reversed course to the upside. What occurred next was a 30%+ rise … in just 22 trading sessions. At this point though it is overbought, run into major overhead resistance (supply), has formed negative RSI divergence and closed last week with 2 indecision doji candles, one being a gravestone. This is enough of a warning for me that the current run is tired and likely done. This type of movement is every traders/investor’s dream and when they occur are usually caused by a short squeeze. For those that are short, when the price of the investment begins to move higher, the higher the price goes, the more investors buy back shares to close out their short positions. This covering is the fuel needed to push the prices higher and higher. Every squeeze eventually run out of gas once most of the short positions have been covered and are usually followed by a big reversal to the downside. So, if you are lucky enough to be on the right side of a squeeze, try and ride it for as long as it wants to go and then get ready to get the heck out of Dodge before the rug gets pulled out from underneath you.