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The Fear Gauge is Sitting on the Fence

CAMS Weekly View from the Corner – Week ending 2/8/2019

February 11, 2019

Over the course of the last 13 months the stock market has been anything but certain in its trend.  We experienced a quick and fast cliff-dive to begin year 2018 and then spent the bulk of the spring and summer seasons working back up to price levels that began said year.

As the calendar turned to the fall season the stock market went into yet another quick and fast cliff-dive that left a tremendous amount of damage in its wake.

Inside the stock market, from a price action perspective, it appeared a tornado had ripped through nearly everything.  The level of damage experienced, as viewed through sector and sub-industry analysis, was right up there with the worst of market setbacks.

Historically, upon such a significant negative event in the stock market it is quite customary to experience a quick reversal whereby prices race up for some period of time.  How long is always the question as it does not come with a prescribed amount of time.

Furthermore, said reversal does not come with a prescribed amount of price increase off of the identified low point either.

In approximately six weeks the stock market has gone nearly straight up and has retraced more than half of the damage incurred in late 2018.  This speaks to a tremendous upward run in a short amount of time.

With this, we are now at an inflection point.  Does this market want to go to the previous high levels attained in September or does it want to head south again to do some sort of a retest of the previous low areas.  Historically, retests are customary but are not a certainty.

$VIX - 2.11.19

Click for Larger View:  http://schrts.co/quiDfsbk

The S&P Volatility Index (depicted above) is often referred to as the “fear gauge” within the analytical community.  Keeping it simple, when concerns are rising among market participants and fear is building the above Volatility Index typically rises and gives us insight of general fear levels if you will.

In the right portion of the chart we can see this index went up fast and remained elevated through late 2018.  Fear was high and held on for many weeks.  Since the peak in latter December this Index has come down notably as caution and fear has subsided.

The focal point now is how this Index acts around the solid black line depicted in the chart.  The black line represents levels this Index had gone to in late 2018 only to then launch higher.

If the index goes below the black line and remains under it this will offer a continuation of subsiding caution and fear among market participants which will go a long way in supporting the stock market for a continuation of its recent strength.

Currently, this Index is sitting on the proverbial fence if you will.  Simultaneously, at this stage, we have an uncertain direction for the stock market.  The above Index and its behavior around the horizontal line will give us near-term insight as to which direction the stock market will want to go.

I wish you well…

Ken Reinhart

Director, Market Research & Portfolio Analysis

Portfolio Manager, CAMS Spectrum Portfolio

Footnote:

H&UP’s is a quick summation of a rating system for SPX9 (abbreviation encompassing 9 Sectors of the S&P 500 with 107 sub-groups within those 9 sectors) that quickly references the percentage that is deemed healthy and higher (H&UP).  This comes from the proprietary “V-NN” ranking system that is composed of 4 ratings which are “V-H-N-or NN”.  A “V” or an “H” is a positive or constructive rank for said sector or sub-group within the sectors.

This commentary is presented only to provide perspectives on investment strategies and opportunities. The material contains opinions of the author, which are subject to markets change without notice. Statements concerning financial market trends are based on current market conditions which fluctuate. References to specific securities and issuers are for descriptive purposes only and are not intended to be, and should not be interpreted as, recommendations to purchase or sell such securities. There is no guarantee that any investment strategy will work under all market conditions. Each investor should evaluate their ability to invest for the long-term, especially during periods of downturn in the market. PERFORMANCE IS NOT GUARANTEED AND LOSSES CAN OCCUR WITH ANY INVESTMENT STRATEGY.

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