Blue Water’s Monthly Market Review January 19, 2012: “High Risk, Low Reward, and 2012 Investment Ideas That Fit the Times”

Join us in our monthly market forum January 19th, 2012
The meeting will be at the Kitchi Gammi Club, 831 E Superior Street in Duluth from 5-6:30pm.
The presentation will be  followed by an open Q&A session.

1.  Introduction                                                                  Ted A. Pavlovich

2. “What We Learned in 2011”                                              Kevin M. Wilson

3. “Twelve Predictions for 2012”                                           Kevin M. Wilson

4. “Macro-Economic Constraints on the

Risk/Reward Matrix in 1H/2012”                                  Kevin M. Wilson

5.  “Some Winning Ideas From 2011 That

Will Work Again in 2012”                                           Ted A. Pavlovich

6.  “European and Other Crises Will Provide

Big Investment Opportunities”                            Dheenu V. Sivalingam

7.  “Screening for Winning Stocks in a Flat

Market”                                                           Dheenu V. Sivalingam

8. “Summary and Conclusions”                                            Kevin M. Wilson

Refreshments and hors d’oeuvres will be served, business casual dress.

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Blue Water’s Monthly Market Review December 15, 2011: “Holiday Greetings and Brief Discussion” Meet Our New VP-Wealth Management: Ted A. Pavlovich

Join us in our monthly market forum December 15th, 2011
The meeting will be at the Kitchi Gammi Club, 831 E Superior Street in Duluth from 5-6:30pm.
The presentation will be  followed by an open Q&A session.

1.  Holiday Treats, Refreshments and

Friendly Conversation                                                       5:00-5:30 pm

2. “Welcome, Thank You, and Introduction”                  Kevin M. Wilson & Ted A. Pavlovich

3. “Why the European System Will Survive”                 Dheenu V. Sivalingam

4. “Be Cautious, But Continue to Invest”                             Ted A. Pavlovich

5.  “An Investing Theme for the Next Decade”                       Kevin M. Wilson

6. “Summary and Conclusions”                                            Kevin M. Wilson

Refreshments and hors d’oeuvres will be served, business casual dress.

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Blue Water’s Monthly Market Review November 17, 2011: “Meeting the Challenge: Investing Under Extremely Volatile Market Conditions”

Join us in our monthly market forum November 17, 2011
The meeting will be at the Kitchi Gammi Club, 831 E Superior Street in Duluth from 5-6:30pm.
The presentation will be  followed by an open Q&A session.

1. “Introduction”                                                                  Kevin M. Wilson

2. “Patterns & Consequences of High Volatility”                    Kevin M. Wilson

3. “The Effects of High Frequency Trading”                  Dheenu V. Sivalingam

4. “The Impact of High Asset Correlations”                           Kevin M. Wilson

5. “When Should You Buy the Dips?”                           Dheenu V. Sivalingam

6.  “When Is a Stock Cheap Enough to Buy?”                       Kevin M. Wilson

7.  “An Approach for Meeting the Challenge”                 Dheenu V. Sivalingam

8. “Summary and Conclusions”   Kevin M. Wilson

Refreshments and hors d’oeuvres will be served, business casual dress.

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Checklist on Market Conditions: Clues Helpful to Asset Allocation

By Kevin M. Wilson

This posting is updated weekly.  We have long accepted the basic logic that fund manager John Hussman (www.hussmanfunds.com) uses in evaluation of current market conditions.  His approach is an empirical one using historical market data.  In late April of 2011 he reported that markets exhibited a dangerous syndrome in which they were simultaneously overbought, over-bullish, and overvalued, with yields rising.  We have taken his definitions for each of these conditions and have been tracking them.  We also track some other indicators that are useful.  The following list indicates the current status of the various indicators:

Indicator                     1/20/12 Reading                                            Interpretation   

Market action             UpperBollinger@1320; Market@1315                  Over-Bought

Sentiment (AAII)          Bull@47.2%; Bear@23.6%; Spread@+23.6%   Strongly Bearish

Valuation                     Cyclically Adj. P/E Ratio@20.5; P/E@13.90       ~25% Overvalued

Valuation (Q-ratio)      Tobin’s Ratio: Price/Replacemt. Cost @0.85     ~20% Overvalued

S & P 500 Correl.        79.5% Implied Internal Correlation                      High

Bond Yields (10s)        Now 2.02%, was 3.65% on 2-09-11                      Yields Falling

U.S. Dollar Index         Now 80.22                                                       Up from 72.70 on 5-4-11

Commodities Index     Now 309.9                                                       Down from 371- 4/29/11

Gold- Front Mo.          Now $1,664                                                      Up from $1515 in May

Silver-Front Mo.          Now $31.67                                                     Down from $34.00- May

Oil (WTI)- Front Mo.   Now $98.33                                                    Up from $100.22 in May

Copper-Front Mo.       Now 374.50                                                     Down from 448 in July

CBOE Put/Call Ratio   0.52                                                                   Neutral (<0.60)

S&P100 Put/Call          1.02                                                                   Neutral (<1.25)

Mkt. Volatility (VIX)    Now 18.28                                                       Moderate-Low

Insider Transactions    15                                                                      Neutral           

Major Resistance        Now 1,371                                                       Failed @1285, 1258, 1229

Minor Resistance        Now 1,303                                                      Failed once @1223

Minor Support             Now 1,158                                                  Now 58 pts.> 200-day@1257

Major Support             Now 1,075                                                      

Money Mkt.                 Now 0.13

Prime Rate                   Now 3.25

5-Yr. CD Avg.              Now 1.16

30-Yr. Mortgage         Now 3.44

We now view the overall market condition as very short-term neutral, intermediate-term bearish, and longer-term bearish, but this could change depending on events.  There is considerable “tail-risk” (chance of major additional downside) at present, due to the debt crises in the US and Europe and the potential for a global recession.

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Checklist on Market Conditions: Clues Helpful to Asset Allocation

By Kevin M. Wilson

This posting is updated weekly.  We have long accepted the basic logic that fund manager John Hussman (www.hussmanfunds.com) uses in evaluation of current market conditions.  His approach is an empirical one using historical market data.  In late April of 2011 he reported that markets exhibited a dangerous syndrome in which they were simultaneously overbought, over-bullish, and overvalued, with yields rising.  We have taken his definitions for each of these conditions and have been tracking them.  We also track some other indicators that are useful.  The following list indicates the current status of the various indicators:

Indicator                     1/13/12 Reading                                            Interpretation      

Market action             UpperBollinger@1314; Market@1289                Over-Bought

Sentiment (AAII)          Bull@50.1%; Bear@17.2%; Spread@+32.9% Strongly Bearish

Valuation                     Cyclically Adj. P/E Ratio@20.5; P/E@13.58      ~25% Overvalued

Valuation (Q-ratio)      Tobin’s Ratio: Price/Replacemt. Cost @0.85    ~20% Overvalued

S & P 500 Correl.        78.3% Implied Internal Correlation                     High

Bond Yields (10s)        Now 1.86%, was 3.65% on 2-09-11                     Yields Falling

U.S. Dollar Index         Now 81.52                                                       Up from 72.70 on 5-4-11

Commodities Index     Now 307.7                                                       Down from 371- 4/29/11

Gold- Front Mo.          Now $1,631                                                      Up from $1515 in May

Silver-Front Mo.          Now $29.52                                                    Down from $34.00 in May

Oil (WTI)- Front Mo.   Now $98.88                                                   Up from $100.22 in May

Copper-Front Mo.       Now 363.70                                                     Down from 448 in July

CBOE Put/Call Ratio   0.59                                                                  Neutral (<0.60)

S&P100 Put/Call          1.82                                                                  Bullish (>1.25)

Mkt. Volatility (VIX)    Now 20.91                                                      Moderate-Low

Insider Transactions    12                                                                     Bullish-Neutral           

Major Resistance        Now 1,371                                                       Failed @1285, 1258, 1229

Minor Resistance        Now 1,303                                                      Failed once @1300

Minor Support             Now 1,158                                                  Now 31 pts.> 200-day@1258

Major Support             Now 1,075                                                      

Money Mkt.                 Now 0.13

Prime Rate                   Now 3.25

5-Yr. CD Avg.              Now 1.16

30-Yr. Mortgage         Now 3.36

We now view the overall market condition as very short-term neutral, intermediate-term bearish, and longer-term bearish, but this could change depending on events.  There is considerable “tail-risk” (chance of major additional downside) at present, due to the debt crises in the US and Europe and the potential for a global recession.

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Weekly Comments: Pivot Point for Economy and Markets?

By Kevin M. Wilson

The markets have been grinding upward lately, but with low volumes and generally tentative daily price action.  Bulls argue now that there will be no US recession, profit margins will shrink a bit (but not that much), and the global economy, although weaker, will turn in a decent performance again this year.  Bulls also think the European Debt Crisis has been contained, and in any case the ECB and Federal Reserve are about to print lots of money so that politicians everywhere can keep their jobs.  Bears argue now that the European recession, which began in 4Q/2011 (even in Germany), will be deeper than expected and cause damage to economic growth around the world.  Also, China’s slowdown will damage world trade; therefore, in light of all this, there will be a global recession and an associated bear market.  Bears think at least one Euro-zone member (Greece) will be leaving soon due to default, and that markets will really behave badly for a while as a result of this circumstance. 

The support for the bull case is in part that markets have continued to move up, even though earnings and profit margins are now widely expected to fall from record levels.  However, the notion that markets are good predictors of economic trends is a bit weak right now, given that the Federal Reserve has been doing everything it can think of to artificially prop markets up with monetary stimulus.  Bulls also point to the recent improvement in US unemployment, but fund manager John Hussman (www.hussmanfunds.com) has pointed out that this is a typical trend observation in the three months before the onset of the average recession.  Bulls were also very enthusiastic about retail sales over the holidays, but now the data are in, and it turns out retail sales only went up 0.1% in December, and ex-gasoline sales actually fell by 0.2%. 

The bear case, meanwhile, is becoming more and more compelling because of deteriorating data in the US, continuing problems in Europe, and new signs of slowing activity in Asia.  The OECD Leading Economic Indicator has gone strongly negative, as have the Purchasing Managers’ Manufacturing Indexes for most countries in the Eurozone, suggesting that the recession in Europe will not be a mild one as many expect, but rather a fairly deep one.  This is very bad, both because the Eurozone is a major player in world trade, and because the entire EU bailout package for the weak economies in Europe depended on an assumed 2% GDP growth rate.  Now however, it looks like EU GDP will drop at least to -1.0%, and maybe lower, which means the new austerity budgets just put in place will cause severe hardship and even worse downward momentum.  This afternoon we have news that the French sovereign debt has been downgraded by S & P, which will in turn cause the elaborate structure for the European Financial Stability [“bailout”] Fund (EFSF) to fail in its purpose, since a AAA rating was required for it to work.   In the US, the Ceridian-UCLA Pulse of Commerce Index (PCI) has just gone negative, suggesting that Industrial Production (IP) will soon follow, since they are highly correlated.  The PCI is an interesting index because it measures the amount of diesel consumption by the US trucking fleet; it has been declining since late 2010.

With respect to market data, stock indexes now appear to be over-valued, over-bullish, and over-bought, suggesting that a correction may be imminent.  The AAII bullish sentiment/bearish sentiment surveys are indicating a hard sell signal, technical measures are reaching their highest levels, and earnings season has been replete with profit warnings so far.  Nevertheless, the bulls still seem to be in charge.  This is best understood by taking human nature into account; thus, when market players are really bullish, they tend to ignore even the most damning evidence against their stance.  This generally continues until a moment of profound surprise and fear sets in, when even the most complacent investors and traders notice they are (in effect) in an airplane without a motor.  There are signs that the present bullishness could last for a while yet, but if stocks go much higher the bear market that began in May will be over.  I have trouble picturing how that can be.  This is especially perplexing in the face of global economic deterioration, a potentially major financial crisis in Europe that involves sovereign defaults, rapidly falling US profit margins, overwhelming government debt throughout the developed world, fiscal tightening in most of the same countries, widespread deleveraging and deflationary price trends, and widespread political dysfunction in the West.  We are at a major pivot point, after which we will look back and say either, “There in early 2012 is where we lost control of events and suffered another financial crisis and global recession,” or “There is where the major issues were resolved, and a deeper crisis was avoided.”  We hope for the latter but we have prepared for the former.  

 

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Checklist on Market Conditions: Clues Helpful to Asset Allocation

By Kevin M. Wilson

This posting is updated weekly.  We have long accepted the basic logic that fund manager John Hussman (www.hussmanfunds.com) uses in evaluation of current market conditions.  His approach is an empirical one using historical market data.  In late April of 2011 he reported that markets exhibited a dangerous syndrome in which they were simultaneously overbought, over-bullish, and overvalued, with yields rising.  We have taken his definitions for each of these conditions and have been tracking them.  We also track some other indicators that are useful.  The following list indicates the current status of the various indicators:

Indicator                     1/06/12 Reading                                            Interpretation       

Market action             UpperBollinger@1294; Market@1278                 Over-Bought

Sentiment (AAII)          Bull@50.1%; Bear@17.2%; Spread@+32.9%  Strongly Bearish

Valuation                     Cyclically Adj. P/E Ratio@20.5; P/E@13.45       ~25% Overvalued

Valuation (Q-ratio)      Tobin’s Ratio: Price/Replacemt. Cost @0.85    ~20% Overvalued

S & P 500 Correl.        77.4% Implied Internal Correlation                      High

Bond Yields (10s)        Now 1.96%, was 3.65% on 2-09-11                      Yields Falling

U.S. Dollar Index         Now 81.25                                                       Up from 72.70 on 5-4-11

Commodities Index     Now 309.5                                                      Down from 371-4/29/11

Gold- Front Mo.          Now $1,616                                                     Up from $1515 in May

Silver-Front Mo.          Now $28.68                                                    Down from $34.00 in May

Oil (WTI)- Front Mo.   Now $101.56                                                 Up from $100.22 in May

Copper-Front Mo.       Now 343.50                                                    Down from 448 in July

CBOE Put/Call Ratio   0.63                                                                  Bullish (>0.60)

S&P100 Put/Call          2.07                                                                  Bullish (>1.25)

Mkt. Volatility (VIX)    Now 20.63                                                      Moderate-Low

Insider Transactions    12                                                                     Bullish-Neutral           

Major Resistance        Now 1,371                                                       Failed @1285, 1258, 1229

Minor Resistance        Now 1293                                                       Failed once @1223

Minor Support             Now 1,158                                                   Now 19 pts.>200-day@1259

Major Support             Now 1,075                                                      

Money Mkt.                 Now 0.13

Prime Rate                   Now 3.25

5-Yr. CD Avg.              Now 1.15

30-Yr. Mortgage         Now 3.39

We now view the overall market condition as very short-term neutral, intermediate-term bearish, and longer-term bearish, but this could change depending on events.  There is considerable “tail-risk” (chance of major additional downside) at present, due to the debt crises in the US and Europe and the potential for a global recession.

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