Monday, February 11, 2019

 

 

Dear Reader,

 

Please find below our latest Weekly Trend Update providing some high-level indication of the trend status for major asset classes.

We have rejigged the Trend score card to better reflect the trend status of popular “factor* ETFs and added a volatility column to juxtapose trend and volatility characteristics.

To avoid having too many pictures in the body of our email, we linked sector tables.

 

For last Friday’s Markets Snapshot, click here.

For last Friday’s Global Chartbook, click here.

For last Friday’s Global Tactical Portfolio update, click here.

 

For more trend signals, economic releases, choose your preferences here.

 

Have a nice evening.

 

Marc

 


Trend Status Update

 

S&P500 closed unchanged (+8.0% YTD) on the week while the Nasdaq gained +0.5% (+9.2%). This was perhaps a week for nothing on US stocks but confusion reigned as European and EM shares dropped under the weight of renewed uncertainties about trade negotiations as another episode of the Art of The Deal came on display with D. Trump saying he was only planning to have a dinner with Chinese President Xi only on the last day of a self-imposed deadline. China was closed for new year, returning this week.

US data triggered little interest. However, European data did come out weak and weaker than expected for Q4 and the ECB revised its expectations lower. We know why they were weak and D. Trump as well. A Sino/US trade deal will come because US stocks (D. Trump) need it too but besides securing more Chinese soybeans imports in exchange for a banning of Huawei (coupled to an injunction to US allies to do the same), important progress need to be made.

In the meantime, Europe started to worry about its own trade negotiations. Following the President’s state of the Union address last week, our sense is that D. Trump might go after Europe, perhaps harder than against China. Europe has been factoring this in with lower business and consumer confidence. The good faith from last summer led to talks not even starting with the two sides of the Euro/US trade truce seemingly not even agreeing on what they agreed. The Commerce Department is also set to report on national-security implications…. of auto imports that may lead to tariffs on foreign cars. This added to the gloom of weaker than expected European auto results last week that are aggravated by significant investments in the electrification of their fleet… More weakness in European bank shares also impaired sentiment.

In the meantime, Europe is getting tougher on the issue of taxing Fangs (at least France is) and deploys some efforts on ways for smaller businesses with no link to the US to deal with Iran. Germany extradited last week a terrorist back to Turkey, carrying out an extradition request from Turkey, prior to another one from the US. This did not fly very well with a near apoplectic US administration. The week before last, Germany had declined Lockheed Martin's F-35 joint strike fighter to replace aging Tornado warplanes, taking the American plane out of tender. Neither last nor least but in a further sign of defiance at the Trump administration, Handeslblatt reported late last week that - in direct contravention with White House instructions, the German government wants to avoid excluding products offered by Huawei which is the build-out of the next generation 5G network in the country.

Neither good nor bad, evidence is mounting of rising tensions between Europe (and Germany in particular) and the US. Still, a freshly accommodative Fed continued to lend support to US stocks last week despite mostly disappointing earnings/guidance and a dampening sentiment on the trade war truce. Earnings for the broad US market are now expected to decline by -1.4% in the quarter from a year earlier vs. expectations from last September projecting a +7% growth.

 

The Dollar index gained +1.1% last week, a small but big enough move, given its very small recent trading range, to create a “bull trend” signal on the dollar index and an exit from its Bollinger band! However, and without follow through on the EM currency index which remained itself in a “bull trend”, supported by continued investment flows into EM markets, we won’t consider this as an all-clear signal for the dollar to go up.

Talks between Democrats and Republicans broke down over the week end, setting the stage for another government shutdown.

Fed officials stumbled on each other last week expressing their now collegial view about the need for more rather than less accommodation.

The ongoing ECB succession race sae the odds rise that the German contender, Bundesbank President J. Weidmann, could be staging a comeback after Italy’s finance minister confirmed a thawing in his country’s longstanding opposition, saying to Die Welt that he’s “open to the prospect and unbiased”. This move likely linked to Italy’s ongoing row with France ties up up with Germany not having so far submitted a candidate for retiring ECB Chief Economist Peter Praet. The two French and one Dutch candidates face the headwind that the ECB has already been served by a French and Dutch President, leaving possible alternatives to two or three other candidates.  This outcome would be bullish for the euro but it is too early to bet on…

Russia's long-term foreign debt rating was upgraded by Moody's to investment grade, late on Friday. We still favour EM currencies (along with associated stocks and bonds) which now exhibit a volatility comparable to that of other DM FX pairs.

 

10y US Treasury yields dropped -5bps last week to 2.64% whilst German 10y Bunds sank -8bps (to +0.09%) on global growth fears and all-round reduced normalisation expectations from Central Banks.

 

Credit markets (HY) underperformed last week with US HY spreads widening +16bps (-96bps YTD) to 370bps and IG spread +4bps (-21bps YTD) to 70bps.

 

Gold closed the week unchanged (+2.5% YTD) while silver dropped -0.8% (+1.7% YTD), supported by expectations for more accommodation. With the exception of platinum, the entire precious metals remains in bull trend.

 

The Goldman Sachs Commodities index dropped -1.3% (+9% YTD) last week despite copper gaining +1.4% (+7% YTD).

 


Trend Score Card

 

 

 

Click here for technical annotations.

 

 

Trend Scorecard   

 

 


US & International Equities

Check out US and International Stocks’ Technical Trend Status.

 

 

 

Stocks   

 

 


Fixed Income

Check out 10Y US Treasury and Bund yields, their trend, expected Fed rate moves and speculative positioning in 10-year Treasury Futures.

 

Fixed Income

 

 


US Recession Risk Radar

A comprehensive list of economic indicators to compare the current situation with previous recessions.

 

US Recession Risk Radar

 

 


The Dollar

Check out where the Dollar stands Trendwise and Breakoutwise vs. G7 and EM counterparts.

 

The Dollar

 

 


Precious Metals

Check out where precious metals stand Trendwise and Breakoutwise. Get a sense of options (cumulative open interests on calls and puts) and futures traders’ sentiment (non-commercials open positions).

 

Precious Metals

 

 


 

Why Trend Following Matters and How It Can Help You?

 

The last months of 2018 have shown how hard and fast markets can fall. Trend following offers guidance as to when to get in and when to get out of an asset class with changing trend characteristics. A disciplined and rule-based trend following investment approach can serve as an effective portfolio insurance technique. Our purpose, beyond tracking economic, political and monetary developments is to assist readers investing in global markets with a view on trend formation in all important asset classes.  

 

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© Copyright by BentinPartner llc. This communication is provided for information purposes only and for the recipient's sole use. Please do not forward it without prior authorization. It is not intended as a recommendation, an offer or solicitation for the purchase or sale of any security or underlying asset referenced herein or investment advice. Investors should seek financial advice regarding the suitability of any investment strategy based on their objectives, financial situation, investment horizon and particular needs. This report does not include information tailored to any particular investor. It has been prepared without any regard to the specific investment objectives, financial situation or particular needs of any person who receives this report. Accordingly, the opinions discussed in this Report may not be suitable for all investors. You should not consider any of the content in this report as legal, tax or financial advice. The data and analysis contained herein are provided "as is" and without warranty of any kind. BentinPartner llc, its employees, or any third party shall not have any liability for any loss sustained by anyone who has relied on the information contained in any publication published by BentinPartner llc. The content and views expressed in this report represents the opinions of Marc Bentin and should not be construed as guarantee of performance with respect to any referenced sector. We remind you that past performance is not necessarily indicative of future results. Although BentinPartner llc believes the information and content included in this report have been obtained from sources considered reliable, no representation or warranty, express or implied, is provided in relation to the accuracy, completeness or reliability of such information. This Report is also not intended to be a complete statement or summary of the industries, markets or developments referred to in the Report. 

 

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