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How Fund Managers and Short Sellers Could Support Stocks

How fund managers and short sellers could help push the S&P 500 Index (SPX) out of its choppy, range-bound pattern

Jul 27, 2015 at 9:27 AM
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Momentum players beware: the trend is not your friend right now. The U.S. equity market had a nice rally from July 10 through July 17, and the S&P 500 Index (SPX - 2,079.65) once again found itself bumping up against its previous 2015 peak. The 2,110-2,130 area has come into play as resistance in February, March, April, May, and June.  If you do the simple math and add the month of July, we've hit this area during six of the seven months so far this year! Ouch.

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The good news is that Greece isn't dominating the headlines like it has in previous weeks. Greece has started to pay back its debt again to the International Monetary Fund (IMF) and the European Central Bank (ECB). Never mind that it's being paid with new debt. Banks reopened in Greece, and for now, the fear of an infamous "Grexit," riots in Athens, and referendums all seem like a bad dream from which we've safely awoken.

With Greece off our backs for the moment, you might think we can finally breathe.  Well, gold decided to jump off a cliff last week, we were hit with a barrage of disappointing earnings reports, and China has given us a loud and clear "don’t forget about us."

Gold plummeted more than 4% on the week, and continues the slide it's been on since late 2012. With the malleable metal reaching levels it hasn't seen since February 2010, there is no doubt we will see more and more talk about the big 1,000 level that is now just a short skip away from its current price. Per the chart below, meanwhile, the SPDR Gold Trust (GLD - 105.35) is trading at five-year lows within reach of the $100 level.

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The two big culprits that we continue to hear are responsible for gold's demise are China and the Federal Reserve. There is no doubt that demand has been poor from China -- the world's second largest economy. In fact, the country’s purchasing managers index (PMI) was released last Friday, and slipped to 48.2 in the preliminary reading. This is a survey of small- to medium-sized firms regarding new orders, inventory levels, production, supplier deliveries, and the employment environment. A reading below 50 is considered a contraction, and a reading above 50 represents expansion. Well, July's figure is the fifth straight month it has been below 50, and marks a new 15-month low. Investors are also expecting interest rates to increase by the end of this year, which may push the U.S. dollar higher -- and create a headwind for commodities like gold.

Despite the lingering news of Greece, China, and gold, U.S. companies received a lot of attention last week amid a slew of earnings reports.  Big names like Apple Inc. (NASDAQ:AAPL), Microsoft Corporation (NASDAQ:MSFT), Amazon.com, Inc. (NASDAQ:AMZN), Biogen Inc (NASDAQ:BIIB), International Business Machines Corp. (NYSE:IBM)Visa Inc (NYSE:V), and many others all reported earnings. On June 30, the consensus earnings estimate for the second quarter was negative 4.5% and -- so far -- earnings have been better than expected. However, the results are still on pace for the first year-over-year quarterly decline since the third quarter of 2012. The story of whether companies can avoid a rare losing quarter may grab some headlines in the coming weeks. 

Regardless of what headlines crossed the newswires, price action last week told a simple story -- selling. After pausing at its former 2015 high on Monday, the rest of the week was a sea of red for the SPX. Thursday and Friday delivered the bulk of the losses, as major market indexes finished near their lows by the end of each trading session. At the end of the week, the SPX found itself off more than 2% from the previous Friday's close.

Digging deeper within the market, one can find a lot of different stories. While the SPX and Dow Jones Industrial Average (DJIA - 17,568.53) continue to battle the top of their respective ranges, the tech-heavy Nasdaq Composite (COMP - 5,088.63) broke out above its previous highs two weeks ago -- and is now pulling back to its former peak after last week's sell-off. While technology is outperforming, small-caps and mid-caps -- as represented by the Russell 2000 Index (RUT - 1,225.99) and the S&P MidCap 400 Index (MID - 1,476.74), respectively -- have been underperforming since the beginning of July.

The large swing to the downside last week just adds to the narrative of the choppy, sideways price action of 2015. Pullbacks have continued to be buying opportunities, but gains on these purchases have been minimal, and U.S. equities have consistently failed to gain traction for longer than one or two weeks at a time.

Last week, Schaeffer's Senior VP of Research Todd Salamone mentioned the potential for an SPX pullback to the 2,070-2,075 area, which is a 61.8% retracement of the early July low and 2015 high. After this latest market retreat, the SPX sits less than 1% above this area. In addition, the 2,050 area on the SPX has proven to define the bottom of the range since early March.

One of the bigger-picture themes of 2015 has also been the positioning of global fund managers, who continue to bet on Europe and Japan more than U.S. equities. In Bank of America-Merrill Lynch's July survey, U.S. exposure was negative 7% underweight -- an increase from negative 19% underweight in May. Based on this month's results, it appears managers are starting to reduce their exposure to emerging markets, Europe, commodities, and bonds, and are moving assets into U.S. equities. Managers are still 37% overweight Japan, their highest level since April 2006, and 40% overweight Europe. Any rotation into U.S. equities that occurred this past month is still in the early innings, and a continuation of this rotation could create support for U.S. equities.

Although short-covering related to standard July expiration wrapped up earlier this month, the chart below still shows that short sellers are less than optimistic toward the U.S. market. Checking out the data, it appears that short interest on SPX stocks is at its highest level since the summer of 2012, up more than 8% since the beginning of the year. This is another sentiment indicator that could be potentially supportive of a market that remains in a trading range.

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Looking ahead, this week will be another very busy one for earnings reports, especially a lot of energy stocks. Popular names like Ford Motor Company (NYSE:F), Pfizer Inc. (NYSE:PFE), United Parcel Service, Inc. (NYSE:UPS), Twitter Inc (NYSE:TWTR), MasterCard Inc (NYSE:MA), Chevron Corporation (NYSE:CVX), and Exxon Mobil Corporation (NYSE:XOM) are all up to bat.

On the economic front, durable goods are due out on Monday, consumer confidence on Tuesday, and the Chicago PMI on Friday. However, the big economic event will be the Federal Open Market Committee (FOMC) rate decision on Wednesday. Nobody is really expecting a rate hike this month, but all ears will be listening for clues as to when we might get the first jump in interest rates. At this point, it's not a matter of if, but when.

Read more:

Indicator of the Week: Inside a Historic First for the SPX
The Week Ahead: Fed, Facebook in Focus
 

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