Tuesday, January 8, 2008

MP 1/8/08

Traders,


Yesterday saw some fairly good intra-day whip-saw (and double bottom). After speaking in depth with another colleague we agreed that most market indicators (from ONLY a technical point of you) looks like we saw a short-term bottom. Yesterday going into the close we saw a fairly decent rally with strong volume. Also (from what he told me) some program trading kicked in at 1400 in the SPX against the basic. While technically it looks like we have double bottom (finding support – via both technical and program trading) at the 1400 level – a place we would both recommend to get long – it’s the fundamental nature of the economy and the market that still leads us to concern. While I believe we may see a rally (and possibly explosive rally) – it will be short lived and not traditionally indicative of an end to a market correction. I point this out simply because I don’t want you to be fooled by a knee jerk and short-term rally as if the worst is behind us, it’s not.
At these current levels are at a tug-of-war between a technical bottom (bullish) and a fundamentally negative economy (bearish) – who wins – I don’t know. Could we see a strong (abet shot-term rally off the 1400 level), yes! But don’t through caution to the wind. Remain vigilant and IF we do get the rally – it would be time to re-hedge and roll up positions. If you are getting long (yesterday or this morning) hedge to 100% or even over-hedge. It might be better to leg from the long call side.

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Another CEO get’s blasted!


Bear Stearns (the company that showed the first cracks of the financial crisis last year) CEO Cayne plans to resign after the massive losses it has accrued. Whether he is resigning or the board is forcing him out – it’s immaterial – he is gone and that is all the really matters. Bear Stearns recorded its first ever loss (almost a billion in the 4th quarter).
The stock is up in the pre-market and while this is a good SIGN it doesn’t mean that their problems are over. Analyst (and TV’s “talking heads”) fail to convey that the write downs are to very subjective MARKS (a best guess at where they could liquidate a position – by using a mathematical model – however garbage in = garbage out). We KNOW that they are subjective – since firms are reporting more write-downs (and are suspect of more to follow) after the first write-down (which they said was to be the only write down). Why is this so important? It’s because they are holding these positions and have not liquidated them. It’s like holding a stock that is falling and reporting a loss at where you THINK you can sell it – however you are still holding the stock – which has room to go down further.
None-the-less, he is stepping down and a change of leadership MAY bring about a change in the reporting and risk management. While optimistic and we should see a rise in the financial sector this morning – don’t count your chickens until they hatch. Bear Stearns is still on the ropes, even though a new fighter (CEO) is stepping in the ring.

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OIL volatility?!?


We are seeing some heavy volatility in oil – yesterday was a huge pull back down to $95.26 a barrel down from the $98 level. However, this morning we are seeing a strong rally (+1.63) back up towards $97. We will probably continue to see volatility in oil in the near-term as we continue to flirt with $100. Several factors are still in play: Iraq, Pakistan, Turkey vs. Kurds, the Straits of Hormuz (Iran warships yesterday), weak dollar, China’s race for oil, Mexico production short-falls, Venezuela, etc. These uncertain events are injecting premiums into oil (what Pickens says is about 5-10 per barrel), but if any one of them escalate we could see oil RIP through $100 a barrel – it only takes one to send it higher. The risk in oil is to the upside, not downside. If everything begins to mellow and news subsides and demand slows (which may happen locally, but not on the world stage) we could see a pull back to 90 and possibly lower, but I really don’t see oil getting back to $70 any time soon. Keep an eye on world events as anything could shock oil and send it higher. As I mentioned at the beginning of the year – the WAR FOR OIL – is on and in full swing.
BTW – did any of you see the movie “Three Days of the Condor” ? = more relevant today than it was back in the mid 70s when it was filmed.

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FED SPEAK


While Bernanke takes all the “lime light” – once in a while one of the other Fed Presidents gets their 15 mins too. And since they are supposedly “in-the-know” – what they say has more merit than say the “talking heads” we are accustom to listening to.
Fed President Plosser (Philly) said further interest-rate cuts MAY be needed should the outlook for the U.S. economic growth become “substantially weaker” than already projected. ``A substantially weaker outlook than expected, particularly if that weakness is projected to be more prolonged than anticipated, may require further adjustments to policy,'' Plosser said in a speech in Gladwyne, Pennsylvania. He said he already expects several ``sluggish'' quarters of growth. ``If inflation expectations continue to rise, it will be difficult and costly to the economy to deliver on our goal of price stability and puts at risk the Fed's credibility for maintaining low and stable inflation,'' Plosser said today. Some of Plosser's previous remarks in recent months, showing one of the Fed's toughest anti-inflation stances, have run contrary to the direction of monetary policy.
Bernanke is expected to speak Jan 10th on the economic outlook (while the rate cut decision is not until Jan 30th) he may tip his hand and give us a better look at what the decision maybe.
At this point the FED seems a day late and a dollar short, additionally the REAL pressure for cutting rates is not a slowing or for that matter growing economy – but rather the real leverage for the rate cuts is to keep the BANKS solvent. Checking the Fed Bank of NY they are still are still going to the Discount to borrow (which is something they traditionally DO NOT do) since the reserve pool is pretty much dried up and the foreign banks really DO NOT want to lend US Banks money over night – LIBOR – which was obvious when the ECB injected 500 billion through the end of 2006. The reason I make such a statement is that this is the same FED board that wanted to cut rates when they said the market was OVER heating. Pretty much any excuse (growing too fast or slowing to fast) they want to cut – which leads us to believe that there is more to this “Dog and Pony Show”. Expect a 50bps cut to send a short-term POP to the market.

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Futures Pre-Open


We are seeing a positive rally in the futures in the Pre-Open and the Cash-Basket to Futures are pretty flat. There is some spreads and I suspect today maybe the first day to see the ARB traders step in and leg into the short-future / long cash basket. The futures are already starting to pull off going into the opening – flattening the spread. Expect a slight pop on the cash basket as ARB traders get long the basket at the opening, closing their short futures leg.

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Support / Resistance


We hit some important levels and got a good closing rally yesterday – IS IT a double bottom? Don’t care to risk too much on it – but we could get a decent pop out of here.

INDU 12,750 / 13,000 (If this is a double rally we will not stop at 13,000 we may get back to 13,200 or higher. Watch the 12,750 level we need to get above that and see some strength in the rally (volume) up to 13,000)

NDX 1900 / 2000 (It looked ugly the last few trading sessions. We seriously need to get to 2000 before we EVEN see a rally or support. Expect more volatility in the tech sector)

SPX 1400 / 1450 (1400 is key – as I mentioned several tech alerts had reflected that 1400 needs to hold – we had a good rally going into the close – is that a sign of a short upside run? Technically yes, however the fundamentals still look like SHIT. So don’t expect anything to last too long to the upside.)

RUT 720 / 740 (This is what still concerns me – we have broken all supports 720 is not much of anything. The GTC orders and program basket trading have FULLY stepped away. If the broader market is anything – it is showing that the market is a lot worse than any of the narrower based indices are indicating. Getting above 740 would be a solid sign to confirm a short-term rally in the narrower based sectors.)

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Conclusion


While we don’t base our trading decisions on Technical’s – as they are just indicators where the big buyers and seller sit and where program trading kicks in – it is a good sign as to where “vacuum” moves can take place – abet short-term. If you are of the school of the old school billionaire investors (Buffet, Rogers, Ross, Pickens, etc.) they could give a shit about technical’s – to them it’s all fundamentals. They are long-term investors / traders – and they are all in the camp that the general US economy pretty much SUCKS and have been investing in commodities, China, India, and overseas. Rogers went as far as to say he has been getting EVERYTHING out of the US dollar and into Euros, Swiss Francs, China, Gold, Oil, etc. While true several sectors might do well (I think they well) if the RUT is ANY indicator of the general broader market (not a few blue chips) then things are looking not so rosy.
I expect further upside-and-down side knee jerks. Jan 10th and 30th could inject big intra-day volatility sessions – and Volatility will be the mother of all trading. Oil will continue to put pressure on the market and so will the weak dollar. Don’t forget the election at the end of the year – that will also inject MORE volatility.

Best advice – long term positions – hedge 100%, roll up hedges when we get market pops – don’t be surprised to come in and see Dow futures up or down 200 points on any given day. Oil will probably break the $100 dollar mark. Gold may yet break into $1000 an ounce – if the dollar continues to fall.

We are in for a rough ride – the market WANTS to go up – but it may have a tough time doing so.

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