The Credit Crisis Financial Stocks Short Journal

Discussion in 'Journals' started by Daal, Aug 14, 2008.

  1. Daal

    Daal

    Muni funds are tumbling lately. NMO NIO VKQ are just some, this could be a canary in the coal mine of some kind
     
    #841     Oct 15, 2009
  2. Daal

    Daal

    #842     Oct 15, 2009
  3. Daal

    Daal

    Am I assuming too much to say this breadth study 'contribution' I made by posting this stuff, is probably the biggest contribution made on ET for the entire month of Oct?I mean people waste their time bitching about the government all day and how they are up $X doing this or that, what about actual stuff that makes money?Had I known about this before it would saved me quite a bit of money, yet I never heard a single person say 'dude, breadth is strong, this market is going to go up some more'
     
    #843     Oct 15, 2009
  4. That's good stuff from Desmond. To summarize: at market index tops, very few stocks in the big averages are making new highs, and many have already rolled over, some significantly.

    Now I would be interested in how often this setup gives a false signal. In other words, lets look at this from the reverse. If we observe a day or period w/few stocks making new highs and many stocks significantly off their highs, what do the averages look like 30 days later, 3 months later, 6 months later, 1 year later.
     
    #844     Oct 15, 2009
  5. Daal

    Daal

    Chart of US inflation

    [​IMG]

    The rent section has been under disinflationary trend for years. The last core CPI numbers had 0% contribution from the 'shelter' component, -0.1% from OER
     
    #845     Oct 16, 2009
  6. Daal

    Daal

    Actually its all NYSE issues not the big averages
    I havent saw a study of this kind. One problem with this bread analysis for the current rally is that it depends what do you call the current rally. If its a recession type bounce, its overextended
    [​IMG]

    If you call it a major rally, of the bull market types that topped in 2007, 2000, 1990, 1987, 1980, 1976, 1973 etc(those are all the tops the research I looked shows using S&P data) then the breadth analysis probably apply more and it might have further to go. I wish there was a study of the breadth data for that gluskin sheff rallies
    In any event, I'm rather be cautious till the market losses its breadth support. Then I'm shorting big time
     
    #846     Oct 16, 2009
  7. Daal

    Daal

    #847     Oct 16, 2009
  8. Daal

    Daal

    #848     Oct 16, 2009
  9. Daal

    Daal

    Looks like I wasnt the only one who got caught in the 'idiot' rally of 2009

    http://www.businessinsider.com/the-idiot-maker-rally-2009-10

    Apparently most who predicted the crisis got caught, it seems to me that is was the rational thing to do, to believe the crisis of confidence would not end and that would keep risk appetite down and the economy depressed, that the negative feedback cycle would continue. Turns out that was wrong, the immaculate recovery took over and out of nowhere confidence came back

    Now Greenspan is saying the dramatic rise in corporate bonds will provide a large stimulus for the ecomony, as borrowing capacity in the IG and junk market is dramatically higher(it was inexistent in Q1) and interest payments much lower

    Lesson: Since human sentiment defines such a large % of the final outcome in a market economy, one can never rule out any possibility, that is because if people collectively start to believe in the almost impossible, it will became more possible
     
    #849     Oct 16, 2009
  10. Daal

    Daal

    Geithner QE

    U.S. Treasury, supplementary financing account 99,967 -29,989 w-w

    And if I'm reading this right, excess reserves went up $22b(since required reserves are fixed)

    Reserve balances with Federal Reserve Banks 981,619 + 22,755

    So the fed sits idle by while Geithner pumps base into the banks, meanwhile they continue to buy assets. Does this fed look hawkish?
     
    #850     Oct 16, 2009