Thursday, April 13, 2017

Trade Journal - Risk Off Trades are Breaking Out


More signs of waning confidence in the economy and the Trump Administration. Yesterday was yet another “risk-off” day but it would appear that we are starting to break out in many sectors that would indicate additional weakness to come.


On the Trump Administration.

President Trump gave an interview to the Wall Street Journal. One can see why the actions of his policy positions can cause jitters in the market. It’s one thing to hold a core position and alter that position as your view changes. It’s a completely different thing to flip positions entirely. If I were to say I used to drink coffee with milk and sugar but I’ve changed to drinking it black. My core liking of coffee remains intact but I’ve changed position on the periphery. If I were to say I love coffee last week but say I hate coffee this week – that’s a sign of instability and uncertainty. Two things the market does not appreciate.

President Trump on Chair Yellen yesterday (Business Insider)…“Janet Yellen may not be done as the Federal Reserve chair just yet.

President Donald Trump told The Wall Street Journal that he was undecided to bring Yellen back as Fed Chair after her term expires in 2018, saying she is "not toast."

"I like her, I respect her," Trump said. "It's very early."

Trump called out Yellen multiple times during his campaign, saying the Fed's low interest rate policy was hurting the economy, in addition to accusing the central bank of colluding with former President Obama, Hillary Clinton, and the Democratic Party…In terms of Fed policy, Trump admitted to the Journal that he is a fan of low interest rates.

"I do like a low-interest rate policy, I must be honest with you," the president said.”

President Trump on Chair Yellen six months ago (Business Insider) … “Republican presidential candidate Donald Trump is going after Janet Yellen again, claiming that the Federal Reserve is creating an investment bubble.

During the first presidential debate, Trump said that the economy is having "the worst revival of an economy since the Great Depression" and that nothing in the country is healing after the financial crisis.

Additionally, Trump said that because of record low interest rates from the Fed, the country's economy is "in a big, fat, ugly bubble," with debt increasing while the "only thing that looks good is the stock market."

Thus when interest rates increase, the bubble would burst and the stock market would crash.

Trump also repeated his claims that the Fed is keeping interest rates low while President Barack Obama is in office in order to keep the economy going until Obama leaves office.”

What about China? I can recall the thousands of times Trump bashed the Chinese trade policies in every debate, stump speech and interview he had given during the campaign. It was almost laughable the number of times he attacked China. It was truly one of the staples of his campaign.

Back in June this is what was reported by Time, “At the end of the speech, Trump turned to a favorite topic: China. The final three points of Trump's seven-point trade plan concern China's "currency [manipulation]" and "theft."

First, "I am going to instruct my Treasury Secretary to label China a currency manipulator. Any country that devalues their currency in order to take advantage of the United States will be met with sharply," Trump said. Ad-libbing, he continued, "And that includes tariffs and taxes." This marked a sharp break from Republican orthodoxy of the last several decades, which is to oppose new taxes during election campaigns.

Trump argued that "China's entrance into the World Trade Organization has enabled the greatest jobs theft in history." According to the McKinsey Global Institute, the U.S. lost about 1/3rd of its manufacturing base between 2000 and 2010, some 6 million jobs, as TIME recently reported. Only about 700,000 were lost to China, through 'tradable' areas like apparel and electronics.

Trump also said, "If China does not stop its illegal activities, including its theft of American trade secrets, this is very easy. This is so easy, I love saying this. I will use every lawful presidential power to remedy trade disputes, including the application of tariffs, consistent with Section 201 and 301 of the Trade Act of 1974 and Section 232 of the Trade Expansion Act of 1962."”

Now…” Trump, in an interview with the Wall Street Journal on Wednesday, appeared to acknowledged that China hasn’t been intervening to weaken its currency recently. “They’re not currency manipulators," he said.”Newsmax.

How about his thoughts on the monthly employment figures? On the campaign trail, “Trump repeatedly claimed during the campaign that the federal government was understating the real unemployment rate.

"Don't believe these phony numbers," Trump told supporters early last year. "The number is probably 28, 29, as high as 35 [percent]. In fact, I even heard recently 42 percent." - NPR

But after a solid jobs report in February – a full month in office, President Trump switched stances. “On Friday, many eagerly waited to see how Trump would characterize February’s stellar jobs report. He retweeted the Drudge Report’s take, which characterized the latest jobs report as “GREAT AGAIN.”

The White House Press Secretary, Sean Spicer, didn’t mince words at a press conference Friday afternoon when Eamon Javers, a reporter for CNBC, brought up Trump’s previous doubts about the report’s veracity. “Does the president believe that this jobs report was an accurate and a fair way to measure the economy?” Javers asked. In response, Spicer said, “I talked to the president prior to this, and he said to quote him very clearly. They may have been phony in the past, but it’s very real now.”” [emphasis ours]The Atlantic

Really?

Someone needs to get a handle on the Trump Doctrine so market participants know where he is going to land. Until then, reckless tweets and mixed signals will not help the stock market.

On Yields Analysis.

Take a look at treasuries yields. The 10Y yield has started to deteriorate and has fallen back below 2.3%. This does not bode well for the equity markets or the markets confidence in the economic picture looking forward.


The yield curve has started to aggressively flatten and the 30Y treasury prices relative to stock prices have start moving in a direction that is painful for the stock market.



The chart below compares the prices of investment grade bonds (AGG) to speculative grade bonds (HYG) on a monthly basis. When this relative price comparison is in an uptrend (above its 5-month exponential moving average), equity returns have suffered. It seems we are about to see the cross above the 5-month moving average. We would stay out of the market should we see this trend continue.


On Metals.

Gold is breaking out. Not a great sign for the economy and perhaps a response to increased global tensions (China moving 150,000 troops to the North Korea border).


Copper and steel prices are tumbling and breaking down. Another blow to the reflation trade theory.



The gold to copper ratio is heading in the wrong direction.


The markets.

The breakdown in financials and small caps continue to be worrisome.


The S&P 500 looks set to fall a bit further. The VIX is showing inversion now but still can head higher…a bad sign for the market. We’d like to see a little more “panic” in the market before getting comfortable deploying additional assets. We usually would like to see inversion accompanied by a +50% price move in the VIX and a spike in the Put/Call ratio. The past, a combination of these events usually marks a good buying opportunity – assuming the economy isn’t heading for a recession.



Utilities are taking off. This is a “risk-off” trade that doesn’t bode well for the economy and confidence in the Trump Administration.



We consider the Japanese Yen as a risk-off measure. It too is breaking out.


The strong US dollar will also put a damper on things should it continue to strengthen. It seems President Trump understands this. Yesterday he tried to talk down the dollar. From Bloomberg, “The dollar slumped and Treasury bond yields dropped to the lowest level this year after President Donald Trump said he will not brand China a currency manipulator and added that the greenback was getting too strong. U.S. stocks declined for a second day as volatility climbed again across asset classes.

The Bloomberg Dollar Spot Index fell as much as 0.4 percent after Trump made the comments in an interview with the Wall Street Journal on Wednesday, abandoning a core promise of his election platform that tapped into voter anger about trade-driven job losses.”



“The remarks are seen as reducing the risk that China could dump its holding of Treasuries in retaliation for being tagged a currency manipulator. China’s currency traded outside of the country gained the most since last month.”

Even with the US dollar pull-back yesterday…it’s still trading near the top end of its range.


Bottom Line: This is a discouraging market. Every indication signals to US market weakness ahead. We have positions in the market with hedges in place. We also don’t feel confident enough to completely short the market because a single tweet or some encouraging event can spark the next rally. The bull market remains intact so shorting outright (as opposed to hedges) is a risky proposition.

We continue to wait for a better entry point to deploy assets. For now – we just block and tackle.

Joseph S. Kalinowski, CFA


Email: joe@squaredconcept.net

Twitter: @jskalinowski
Facebook: https://www.facebook.com/JoeKalinowskiCFA/

Blog: http://squaredconcept.blogspot.com/

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