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The Signal Suggesting the Trump Rally Could Weaken

The S&P 500 Index (SPX) could be due for a weaker-than-usual returns over the next six months

Feb 13, 2017 at 10:35 AM
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The S&P 500 Index (SPX) has been on a tear since the early November U.S. presidential election, with the so-called "Trump rally" boosting the broader equities markets on hopes of increased infrastructure spending and decreased regulation and corporate taxes. In fact, the S&P has picked up where it left off last week after President Donald Trump hinted at a "phenomenal" tax plan -- hitting a fresh intraday peak of 2,325.99. Nevertheless, while the SPX has been carving out record highs, not very many stocks have been notching notable milestones, what is known as "weak breadth."

In fact, according to data from Schaeffer's Senior Quantitative Analyst Rocky White, only 21.2% of all SPX stocks have made a new 52-week high in the last 10 trading days. What's more, the percentage of SPX stocks that are at least 20% of an annual high is perched at a low 11.2%.

sp500 stocks at new highs

sp500 stocks near new highs

Per Rocky's data -- which goes back to March 2013, when the S&P 500 began hitting new highs in the wake of the financial crisis -- short-term returns for the broad-market barometer have been weak when the number of stocks simultaneously tagging fresh peaks has been below 25%. Specifically, since March 2013, the SPX has averaged an anytime six-month return of 4.6% and is positive 82% of the time. In the wake of the SPX notching a record high, that return increases to 5%, with a nearly 91% "percent positive." However, when breadth is weak amid the S&P 500 trading at an all-time peak, the six-month return narrows to 2.8%, with the index positive less than 60% of the time.

sp500 returns since march 2013

Drilling down on the actual signals of low breadth while the S&P 500 Index is at new highs, there have been 17 since March 2013. While just two flashed in 2016 -- both in August -- there have already been four in 2017. With the risk of short-term headwinds prevalent, Schaeffer's Senior V.P. of Research Todd Salamone suggested a "stock replacement" strategy in this week's Monday Morning Outlook for those looking to hedge their bullish positions.

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