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Dow Looks to Break This Tech-Bubble Record

The Dow Jones Industrial Average (DJIA) has been on a monster run since the election, and optimism is skyrocketing as the DJIA stares at 20,000

Dec 14, 2016 at 10:36 AM
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The Dow Jones Industrial Average (DJIA) has been on a monster run since the presidential election, rallying more than 8.5% since its Nov. 8 close. In fact, the blue-chip barometer took out the 19,000 level just three weeks ago, and is already within 100 points of the round-number, psychologically significant 20,000 level. However, in the wake of stocks' quest for record highs, optimism has skyrocketed -- and, as noted contrarian Humphrey Neill once said, "The crowd is most enthusiastic when it should be cautious and most prudent and fearful when it should be bold." Below, we'll outline the Dow's record-setting ascent, as well as four signs of soaring investor confidence.

If the Dow muscles its way north of 20,000 in the short term, it will mark the fastest cross of a millennium threshold -- not to mention two -- ever, according to Schaeffer's Senior Quantitative Analyst Rocky White. A takeover of 20K today would mark only 37 days since we took 18,000. For context, below is how long it took the Dow to overtake two millennium levels, on an intraday basis (and counting just the first time crossed). The current record stands at 133 days, set during the tech bubble

Dow 20K chart 1 Dec 14


As alluded to earlier, here are four signs that optimism is sky-high in the wake of the Trump rally:

1) "The price of call options that bet on a 10 percent rise in the S&P 500 Index are at the most expensive on record relative to at-the-money contracts in data going back to 1997," per a note from Credit Suisse, courtesy of this Dec. 12 Bloomberg piece. Echoing that, the 10-day moving average of the put/call skew measuring SPX options at least 10% out of the money (OOTM) is now at its lowest point since 2013, breaching even the post-Brexit lows.

2) The National Association of Active Investment Managers (NAAIM) exposure index increased for a fifth straight week, and now sits at 101.6 -- the second-highest reading of all time. You'd have to go back to January 2013 to find a higher number of self-identified NAAIM bulls, according to Schaeffer's Quantitative Analyst Chris Prybal. For context, the average NAAIM reading since inception is just 59.5.


NAAIM Dec 13

3) While the number of self-identified bulls in the American Association of Individual Investors (AAII) ticked 0.7 percentage point lower last week, after approaching two-year highs, the 10-week average of bullish sentiment is now at its highest point since April 2015. Prior to last week, the number of AAII bulls had doubled in a three-week span -- a first since September 2010.

4) Finally, the cover of the Dec. 12 edition of Barron's says "GET READY FOR DOW 20,000," with a subhead that reads, "The Trump rally should push the Dow past 20,000 any day now. Here's why stocks look solid and there should be more gains ahead in 2017." As founder and CEO Bernie Schaeffer has discussed on several occasions, magazine covers can often identify the sentiment extremes that accompany major market tops, as the themes covered tend to be widely known, universally accepted, and in place for a long time.

Does this mean we've reached the "euphoria" phase of the sentiment cycle that goes hand-in-hand with exhausted buying power and market peaks? Only time will tell -- and history indicates the S&P 500 Index (SPX) could have room to run in the short term -- but it's certainly worth having on the radar.


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