Morning Audibles 1.5.10

With the 2010-2011 NCAA Crony Capitalism Bowl Season winding down, & with the completion of the Orange & Sugar Bowls these past two nights, and some of you wondering "how the heck did Ohio State beat Arkansas last night" (even though CV told you not to take the hogs in that spot - but instead, to hold your nose & take the Buckeyes, because it's "rigged")...

Well.. On the subject of these commodity bowls, I thought I'd look at the move in commodities over the past months to see if something "natural" is occurring there as well... I don't feel like putting up a bunch of charts, so if you want to follow this storyline, the best thing you can do is open up two browsers and put them side by side... The link for the "other" browser would be:


That way, you could MOUSE OVER the commodity in question, and a chart would pop up... On first blush, they only go back 3 months (but a click would take you back over 12 months)... Note: I'm not making any predictions as to future moves here... Just possibile explanations, in multiple choice format:

CATTLE/FEEDER CATTLE

a) Corn Prices are high
b) Less herds to be culled
c) JBTFD with worthless Bernanke Bucks

CORN

a) Government paid for ethanol, then dumped it down the drain
b) Blankfein now owns all the adj. acres & is sitting on them - soon, all farmers will be indentured servants
c) JBTFD with worthless Bernanke Bucks

SOYBEAN OIL

a) It was a "corn" rotation year
b) No wait, no it wasn't
c) Now that we've confused them with the Farmers Almanac... JBTFD with worthless Bernanke Bucks

SOYBEAN MEAL

a) The crusher threw a cam, and the whole harvest fermeted
b) Temporary shortage of "humans" to grind into Soyulent Green
c) JBTFD with worthless Bernanke Bucks

OATS

a) Do you, or I, or anyone know, how oats & beans & barley grow?
b) Didn't think so... So if you answed "No" to (a)... It's likely we're in a supply/demand crisis
c) JBTFD with worthless Bernanke Bucks

ROUGH RICE

a) Unexpected craze of Rocky Horror Picture Show fanatics
b) Sudden taste for Biryani dishes worldwide
c) JBTFD with worthless Bernanke Bucks (before it ramps)

WHEAT

a) Drought Conditions
b) Flood Conditions
c) We're outta meteorological excuses, so JBTFD with worthless Bernanke Bucks

PORK BELLIES

a) You "knew it"
b) Billy Ray Valentine (Capricorn), top ticked it
c) JBTFD with worthless Bernanke Bucks (but liquidate your profits to buy your girlfriens some jewelry)

COCOA

a) These cards are "marked"
b) They're a mess, a "chocolate mess"
c) the Bernank says: "Easy boys... the dirty dealer meant no harm"

COTTON

a) Everyone wishes they were in the land of cotton
b) Good times there are not forgotten
c) Book away... Book away... Book away... (your worthless Bernanke bucks)

ORANGE JUICE

a) Clarence Beeks is on your payroll
b) Anita Bryant is getting the band back together
c) JBTFD with worthless Bernanke Bucks

COFFEE

a) "Jim" (from movie Airplane), started drinking a 2nd cup at home (which he "never" used to do)
b) More coke shipments to Wall St. bankers require more coffee packing to throw sniffer dogs off trail
c) JBTFD with worthless Bernanke Bucks

LUMBER

a) ben22 put in a new deck last year
b) Fantasy Log Rolling will replace NFL when the players strike next year
c) JBTFD with worthless Bernanke Bucks

SUGAR

a) Terelle Pryor and a few other Ohio State players will sell you their Sugar Bowl rings for a tattoo
b) Central Bankers have decided to move from "crack" to LSD (acid)
c) JBTFD with worthless Bernanke Bucks

In other news... The NCAA (in cooperation with the Federal Reserve) has announced a new addition to next years BCS Bowl lineup...

THE CATFOOD BOWL

The teams which lavish the Bowl sponsors with the richest compensation packages will be rewarded the honor of playing for this coveted title... The "honorary" first game will be PRINCETON UNIVERSITY (aka "P"ee "U" - rumored to be contemplating a mascot change to the Fighting Skunks) vs. HARVARD CRIMSON (which won't require a nickname change because shades of "red" suit them just fine)...




135 comments:

JBTFD said...

JBTFD

CV said...

ADP December Payrolls Up 297,000 On Expectations Of 100,000

So let me parse that out for you... The "construction worker", the "police man", & the "sailor" of THE VILLAGE PEOPLE all went back to work...

As soon as we create better SOCIALISM in this country, & find jobs for "the biker", "the indian", and "the cowboy"... We'll be at full employment and happy little ChiComs...

Then - When AAPL decides the bring its factories back here to the US to manufacture its products, we can all celebrate by jumping out of buildings...

The bankers will be singing to us... "Jump you f***ers"!

AmenRa said...

CV

Even manufacturing had an increase of 23k. I'm still trying to figure that one out.

CV said...

@Amen

I've been hearing anecdotes for awhile now that a lot of the jobs that work into the feeder system in the auto industry have come back online to a small degree...

But I basically ignored that phenomenon because I truly think it's going to end up being temporary...

IOW - They were coming on line to meet Chinese vehicle demand from LAST YEAR... But those numbers, in reality, won't project out to next year because

- China needs to tamp down inflation...
- Vehicle registrations are actually becoming limited (because the roads are choked)...

This is all classic "TOP TICKING" news to me...

- Ramp the stock market
- Get Johnny to buy at the top
- Feed him with a positive news stream
- Pump & Dump

Sold to you...

CV said...

I've been waiting for a 30% correction in PM's...

Hope it begins here...

Anonymous said...

"Jim never has a 2nd Cup, at Home.."

cv--

nice call on TOSU, was hopin' that the 'Backs would win, but that was the end of it..

not a big AR Head Coach-Fan, whatever his name is..

AAIP

CV said...

@AAIP

Not exactly the Frank Broyles - Lou Holtz era in Fayetteville anymore...

Bobby Petrino said...

"I'm no slouch"

CV said...

@Bobby

Don't sell yourself short... You're a TREMENDOUS slouch!

AmenRa said...

Well at least AR showed where OSU weaknesses are. That will be exploited during the first five games when those players are on suspension.

CV said...

Early NFL playoff looks:

CV likes:

Ravens -2.5 at Chiefs
Packers +2.5 at Eagles
Seahawks (to cover) 10.5 at home vs. Saints
Colts -2.5 vs. Jets

CV said...

@Amen Ra (9:57)

Don't be so sure... Ohio State is NOTORIUS for setting the table with a cupcake early schedule (and HOME GAMES to boot)...

2011 - they have

Sat. Sept. 3 AKRON Columbus TBA
Sat. Sept. 10 TOLEDO Columbus TBA
Sat. Sept. 17 at Miami, Fla. Miami, Fla. TBA
Sat. Sept. 24 COLORADO Columbus TBA
Sat. Oct. 1 MICHIGAN STATE Columbus TBA

Sat. Oct. 8 at Nebraska Lincoln, Neb. TBA
Sat. Oct. 15 at Illinois Champaign, Ill. TBA
Sat. Oct. 22 Bye Week
Sat. Oct. 29 WISCONSIN Columbus TBA
Sat. Nov. 5 INDIANA Columbus TBA
Sat. Nov. 12 at Purdue West Lafayette, Ind. TBA
Sat. Nov. 19 PENN STATE Columbus TBA
Sat. Nov. 26 at Michigan Ann Arbor, Mich.

---

That's pretty cupcake... 4 home games... And the Miami (FL) game isn't as hard as you'd imagine...

What will be interesting will be to see how they set up to go into Lincoln, Nebraska in Week 6...

You play with new guys in the line-up, or you dance with who brung ya...

My guess is that Tressle has already mentally moved BEYOND Terelle Pryor & Co...

The only way those guys make it back to full time roles will be if OSU is in desperation mode (losses to Michigan State & Miami)...

Otherwise... What happens if they're 5-0, then bring in Pryor & Co. and LOSE to Nebraska...

Won't look too good...

See my point?

CV said...

FAO Says Food Prices Surpass Record Highs Seen During 2007-2008 Bubble

http://www.zerohedge.com/article/food-riots-next-fao-says-food-prices-surpass-record-highs-seen-during-2007-2008-bubble

Catfood bitchez!

karen said...

CV.. i'm still laughing from your morning post.. the best medicine for this market, thank you !!

My son said his company was firing people.. 2 people i knew personally from the "old days" were just let go : (

karen said...

The dip we shoulda bot was TBT! I'm not mentioning it again!

Matthew said...

"Ohio State is NOTORIUS for setting the table with a cupcake early schedule"

All of the big NCAA programs are notorious for this

Just some comments about the game last night:
1. Ohio State played defense about as well as Wisconsin and deserved the same outcome (but fate smiled for whatever reason)
2. Tressel & Co. are notoriously bad at play calling with a lead. They pretty much went into victory formation at the beginning of the third quarter. This only works when you have a defense as good as your 2002 defense that won your championship.
3. The officials were particularly horrible in the game. I was shocked when they called the safety, but I was even more shocked that, given the amount of time between the safety and the free kick, there wasn't a booth review of the spot. Of course, that was just one in a stack of bad calls, but surely everyone in the country was scratching heads.

CV said...

Stores put security tags on turkeys to stop shoplifters

http://www.dailymail.co.uk/news/article-1340325/Stores-security-tags-turkeys-stop-shoplifters.html

Well that ought to stop granny from pilfering a few turkeys into her little change purse...

AmenRa said...

CV

I wonder if we'll see more train jumping for products. Usually end up at the flea market.

AmenRa said...

But how can you sneak a turkey out of a store?

CV said...

@Matthew

Of course, that was just one in a stack of bad calls, but surely everyone in the country was scratching heads.

Not me [scratching head]... I knew Vegas had that one wired when only 40% of the public money was on OSU yet the line ticked from -2.5 to -3...

It was an ACC ref crew...

The Atlantic Coast CONference - "fixing" college football games since 1953!

CV said...

@AmenRa (10:52)

Those Brits must be more clever than we all think!

Matthew said...

Euro equities took a bath this morning.

CV said...

@Matthew

And... NOT ALL NCAA teams go the "cupcake" route early on...

Va Tech & Boise State met early last year... So did Penn St./Alabama and there are always other ones...

But you are correct in general... Ohio State has been especially bad the past few years at this (as a response to having had lost early games to Texas & USC in the past few years)... They said, "enough of that crap"...

An early loss for them means it's Outback Bowl/Capital One Bowl City unless they can run the table in the Big 10...

Now with Nebraska coming in and a Big 10 Championship game in the cards, that's one more potential rocking chair for the cat's tail...

Matthew said...

I expect them to continue to schedule cupcakes early, even after the conference restructure. It makes sense the way the BCS operates.

Also, remember that these games are scheduled (sometimes) many years in advance, so it is just as likely that VA Tech, for instance, thought that Boise State would be a cupcake early on.

Ohio States schedules cupcakes and ONE anticipated "tough" non-conference game early on. You have no idea, four years ahead of time, how good a team will be, so you just pick teams that have traditionally competitive football progams. If they turn out as crappy as Miami (FL) was this year, that's just how the cards fall.

Matthew said...

PS: The way the Big Ten (Eleven/Twelve :D) has been the past four years, the whole schedule is a pushover. They might as well just schedule a couple of MAC and Big East teams.

A fixed income analyst to be named later said...

Portugal bond auction pretty much of a disaster, from what I hear. Still catching up on European action, but as Matthew says you can see what their equity markets think of it.

Stateside (as the pompous British knobs on CNBC tend to say) the bond market action is as predicted, with TLT AGG and LQD down and the front end really being creamed after the ADP number. Interestingly TIPS are hanging in and HYG is strong. POMO just beginning now so the long bond will probably come in a bit as the Fed buys. We advise fading that move down in yields, the long bond still has some tough sledding ahead into the next auction of 10s and 30s next week.

Anonymous said...

Lumber is up again.
We know someone likes wood in the morning.

CV said...

@Matthew

The Va Tech-Boise St. game was a recent addition...

Boise State actually has a hard time finding top ranked teams who will agree to play them... Va Tech "stepped up" to the plate (because they feel confident about their chances anytime in Blacksburg - and, because it's easy to win the ACC... All you have to do is win your 6 team division [they play in th Coastal Division], then the ACC Championship)... The Coastal Division is GA Tech, Virginia, Miami, Duke, & UNC... Duke & UVA are easy outs, and GA Tech, UNC, & Miami are re-building...

So Va Tech took on Boise State KNOWING that a win could launch them towards a #1 consideration... A LOSS, would still keep their AQ status (for Orange Bowl) alive...

Ironically, thier "mistake" was scheduling James Madison 5 days later and not taking the game seriously...

CV said...

their (he meant to type)

karen said...

http://www.housingwire.com/2011/01/05/cmbs-delinquencies-hit-record-high-in-december

CV said...

Robert Gibbs to leave White House

http://firstread.msnbc.msn.com/_news/2011/01/05/5770238-robert-gibbs-to-leave-white-house?GT1=43001

"As for Gibbs, he'll continue to work for the president but as an outside consultant, essentially setting up the Washington-arm of the Obama re-election campaign. David Axelrod, who will be leaving the West Wing around the same time, will be setting up the Chicago-arm of the Obama re-election campaign.

---

Let me guess... The re-election campaign slogan will be...

Hope & Change - NO, we REALLY mean it this time

or

Yes we can! - (We really do! Right now we happen to be CANning "catfood" for granny)

CV said...

More bird deaths...

http://www.msnbc.msn.com/id/40921795/ns/us_news-environment

A fixed income analyst to be named later said...

The 5y5y TIPS spread is up 10 points today, to 2.19%. I am not sure this is done widening yet.

Ts aren't a buy until this has stopped rising, which may not happen until next week's PPI has been digested. That PPI number for Dec contains a lot of new commodity price rises. Once we have burped that one out, I think it is safe to go back in the water in Treasuries.

Hiding out in HYG and TIP has worked far better than we had expected during the mini-inflation episode of winter 2010-2011 created by the BEN BERNANK and his bonus-boosting helicopter.

A fixed income analyst to be named later said...

We all like bottoms here, so take a look at MBB and MUB and tell me whether you like what you see. MBB is really starting to look good, there are just too many problems in MUB apart from rate risk.

NLY and CIM aren't looking too happy and the recent slide in MBB is the reason why. The capital raises should enable them to pick up bargains here so I like these two stocks on major weakness.

A fixed income analyst to be named later said...

BTW, the Aussie and Brazilian bonds are zooming today as inwestors seek additional yield. Bunds and Ts are both off. JGBs are doing nada.

A fixed income analyst to be named later said...

Portugal now paying 3.67% for 6 month money.
Lisbon heading for trouble.

http://www.bloomberg.com/news/2011-01-05/portugal-first-to-test-2011-debt-appetite-with-bill-auction-euro-credit.html

karen said...

MBB is still in a downtrend on the 13/34 ema chart.. dividend is hardly worth the risk, imo. NLY, on the other hand is still trending up.. tho yesterday's sell off was on exceptionally high volume.. i would like to see if this is a bounce or there is more selling to come.

karen said...

effing FAZ made a new low today.. i bot about 9 pennies too soon.. hope that's all the too soon i was! LOL.. hope isn't a good investment strategy, i know, i know.

AmenRa said...

AFIA2BNL

from your link:

"The government debt agency, known as IGCP, auctioned 500 million euros ($665 million) of bills repayable in July. The yield jumped to 3.686 percent from 2.045 percent at a sale of similar maturity securities in September, with investors bidding for 2.6 times the amount offered. A year ago, the country paid just 0.592 percent to borrow for six months."

Ouch.

A fixed income analyst to be named later said...

MBB is simply reflecting the moves in TLT, this is a reflection of the mortgage rates moving higher as the 30y moves up. Once the move is over, which is getting close, we will see MBB move up again. We know that rates above 5% are unsustainable for the "housing market recovery" unless the BERNANK wants his DC home's value to be crushed.... there are many ways Tiny Tim can help, for example, they sometimes like to reduce issuance of Ts a bit when they are at higher rates, this brings in more buyers for existing bonds.

We own NLY and will hold it, nibbling only when there is broad market weakness, the deeper the sell-off, the greedier we would be.

Anonymous said...

Only Karen is sleeker and faster than this new model:

http://www.bloomberg.com/news/2011-01-04/porsche-said-to-premiere-918-spyder-coupe-in-detroit-show-return.html

Obama said...

@karen

"hope isn't a good strategy"

---

Worked for ME darling... I just dangled that word out there and an bunch of empty headed socialists who think Denmark & Sweden are the cat's ass lapped it up like a cat on the back porch step...

Now I got me a kick ass ride, play all the golf I want, and am the NCAA "bracket filler" in chief...

Livin' Large these days (all on that one word)...

POTUS said...

Hope and Change.

Don't forget that one.

As in:

Hope y'all don't mind
if I take your Change
and give it to Lloyd....

Lord Blankfiend said...

We love this market.

JBTFD.

Giles Straightarrow said...

Genius.

The man is a genius, I tell you.

karen said...

Well, BB still hasn't figured out to detach crude from the spx.. and his gold sell-off isn't going so well either, tho i don't think he cares about that one..

Oh, btw, my nail girl said her sister had pretty much put her life savings into gold now.. she is trying to find out what she has bot.. some coins, and some other vehicle.. she wasn't sure.

AmenRa said...

Ruh roh. Just took out Mondays high.

A fixed income analyst to be named later said...

Consensus NFP number now +140k. My guess is the whisper number is now actually quite a bit higher, and the real number might disappoint.

Nevertheless, the ADP has set in place a trend for higher employment expectations at least for the short term. Stay clear of Treasuries for a little while longer, until this puke of bonds is finally over with.

A fixed income analyst to be named later said...

"my nail girl said her sister had pretty much put her life savings into gold now"

This doesn't sound good, does it? We are in cab driver territory now. I'm not looking for equities to crack here, not until the commodity/energy complex is well and truly dumped.

Wish I had shorted the Euro yesterday, that was a great entry.

Anonymous said...

Gold acting the part of "currency"
and silver acting the part of "commodity"?

Copper acting the part of "economist"?
Oil is just being crude.

A fixed income analyst to be named later said...

Entry point setting up to short the FXI after the JOHN E week?

This chart is already weak, China faces inflation headwinds, and doesn't benefit from a stronger dollar. This will crack before the SPY. Plus we know that there is a ton of fraud in here, along with a housing bubble.

FXP anyone? EM unwinds can be quite tasty.

Anonymous said...

Great chart here!

http://www.ritholtz.com/blog/2011/01/was-2010-commodity-a-rally-in-a-bear-market/

Anonymous said...

BUCKY looks a bit tired after all that vigorous upward thrusting.

AmenRa said...

If BUCKY holds SMA(21) at 80.02 a test of SMA(144) at 80.68 may ensue before correcting.

Matthew said...

"Entry point setting up to short the FXI after the JOHN E week?"

You might end up being right for the umpteenth time, but I'm not getting a read on the chart like that. It looks like either a consolidation or continuation up is more likely.

AmenRa:
What's your read on FXI?

karen said...

This is scary... the only one that gets it is going to be shut down.

http://www.marketwatch.com/story/feds-hoenig-defends-record-of-dissent-2011-01-05?siteid=rss&rss=1

karen said...

and they are blaming him for the rise in rates?? he is causing the confusion?? ufb..

Colin said...

CV, nice piece today, but lay off the Princeton hate.

LB, in re your fund strategy from last night. Gotta say, the way you lay out your thinking is almost exactly how I try to operate my portfolio. Longer-term "investments" overlaid by a "trading" portfolio. With the idea being that they are minimally correlated and attacking largely different levels of the market's fractal structure.

karen said...

Breaking News
2 million fish reported dead in Chesapeake Bay in Md.; cold water possibly to blame - Baltimore Sun http://bit.ly/eS1eg4

A fixed income analyst to be named later said...

The end of every week is yet another opportunity for China to do something to try to prick their property bubble and stop food inflation before the whole thing gets completely out of hand.

Do you think the Chinese enjoy chaos? The formerly Communist People's Republic has become a real-life Animal Farm, as local party officials became leading capitalists and property owners. The pigs are running the show but it won't be long before the other animals figure it out. The pigs need to buy time by controlling the price of feed so they can go on walking on two legs and drinking French wine....

China is Animal Farm, we are 1984. Orwell would adore this.

Colin said...

Hoenig's thoughtcrime will no longer be tolerated, thankfully he is getting booted shortly and everyone will soon be in line...

AmenRa said...

Matthew

FXI trending up on the weekly 3LB. It's midpoint is 43.06. On the monthly 3LB it's trending up and its midpoint is 41.67. A weekly close below 43.06 would indicate trend may be ready to change.

It's also trending up on the daily 3LB so its not showing its hand just yet.

karen said...

i daresay this is one overbot market..

A fixed income analyst to be named later said...

Colin

The performance of our hedging and trading component was appalling last year - we lost money. Despite all of our excellent bond market calls, we never seemed to get the timing right in the shorts, even though we avoided losing money. As for the Widowmaker and other BIG BOLD BUCKY trades, perhaps 2011 will be the year for that. It certainly wasn't last year, as excessive QEasiness drove commodities to new heights.

Still, the function of hedging/trading is to let you stay in investments longer than you might otherwise, and to nibble at things before you want to go ALL IN. Subdividing activities limits losses and walls off large parts of your capital.

In smaller segments of our operation, we had spectacular successes, a 19.8% gain by playing only HYG, LQD and TLT (20% of total), and a 31.8% gain by playing only TLT, EEM and SPY (5% of total). The largest fraction (49% of total) allowed us to eke out just 11% by using AGG, TIP, QQQQ and SPY only, this one often has big cash positions and is designed for ultra-low volatility.

karen said...

i was looking at spy when i typed the above.. i am even more interested in GS.. stalling at a breakout and rev cup and handle that could/should propel it to its previous high tout de suite.. what's the hang up, i wonder..

karen said...

spx is pulling jjc up by its bootstraps.. gold next?! crude already caught the draft..

i don't see how payrolls can be bte.. so that will be more fuel for the market, i guess, under the bad news is more QE theory..

I-Man said...

"The waiting, is the hardest part."
-Tom Petty

karen said...

oops on my 2:01, i meant rev H&S in GS.. dumb!

Anonymous said...

I swear the I-Man is Todd Harrison in Rasta form.

The I-Man: Natty Dread, Souljah

http://www.bloomberg.com/news/2011-01-05/natural-gas-prices-drop-in-new-york-on-milder-weather-commodity-pullback.html

Anonymous said...

"spx is pulling jjc up by its bootstraps"

I would like to pull you up by your elegant heels.....

Anonymous said...

Yellow Card.....

A fixed income analyst to be named later said...

i don't see how payrolls can be bte..

Agreed !!! I bet Mish is apoplectic today about ADP.

karen said...

ibm is not breaking out and taking the dow to new territory either..

but AA made new highs! new aluminum etf??

http://www.etftrends.com/2011/01/first-aluminum-etf-makes-debut/

karen said...

AA.. still hasn't taken out last jan high 17.43.. wonder if the price action will repeat.. 17s to 9s..

Colin said...

LB, what I want to understand, as an enthusiast of portfolio theory (which I know is the minority here), is why concepts like these are not applied on a larger scale with institutional money. I know the short answer is herding and job security concerns, etc. That said, I have a hard time imagining the layering different portfolio level strategies that are minimally correlated could not be a long-term risk reducer.

This is the whole concept of portable alpha and segregating beta (the longterm) from alpha (the shorter term), and I'm convinced its the way these monster pools should be run. Are you guys overlaying the same cash for the long-term/short-term portfolios (ie leveraging) or are there distinct pools earmarked for each?

karen said...

"For now, it is hard to say what forces are really in charge of Citigroup. The stock has advanced along with the financial sector on the assumption that the Federal Reserve's latest meddling in the economy and financial markets soaked up much risk and rigged conditions to favor financial stocks.

But in the options market, bulls and bears bounce Citigroup's stock back and forth like a tennis ball.

One day big trading occurs in bearish puts, and the next, bullish calls dominate the action. Citigroup's implied volatility may move in an entirely different direction that makes absolutely no sense when compared to options and stock trading because the so-called volatility market remains extremely active, too."

http://online.barrons.com/article/SB50001424052970203539604576063760437920344.html

CV said...

@karen (1:47)

CV is wondering why these fish never die in "Fishkill, NY"...

Another mystery we may never get to the bottom of...

A fixed income analyst to be named later said...

Silver COT from Mish:

http://2.bp.blogspot.com/_nSTO-vZpSgc/TSPUCRhPOGI/AAAAAAAAKLI/yd7gQDwcEEw/s1600/Silver%2BCOTs.png

Small specs are almost all long, commercials almost all short.
Things that make you go... hmmm...

I-Man said...

anon @ 2:09

Ha! If only the I had half the skills and wisdom of TH...

But I guess you could tell he's been a big influence on me... not sure how.

;)

But for reals, Todd, Jeff Cooper, PTJ, Gann, Livermore, Armstrong... good peeps to study.

CV said...

@karen (1:58)

FWIW - The Monthly RSI in $spx is now at 65.23%...

Last time it was this high was 11/07...

Then again, in 11/07 there wasn't the Fed pumping $5 billion a day into the system...

CV said...

"new aluminum etf??

http://www.etftrends.com/2011/01/first-aluminum-etf-makes-debut/"

---

Shares are totally backed by all the empty Natty Boh cans in CV's garage...

I-Man said...

We could smelt our cans together Chet, and start our own...

karen said...

CV.. you don't even have to go back that far.. look at SPY RSI of Apr 2010.. spy went from 120 to 100.. not that THAT could happen again, so soon..

A fixed income analyst to be named later said...

Colin

Most of the time, the big funds only have one strategy. The punter is then basically saying OK, these cats like tech or bonds or gold or energy, I am not too bright so I am going to hand over the money and go with it, and the managers job is to buy/rotate/grind it out in tech/energy/mining stocks and to hold minimal cash (5% or so typically). Exceptional bond funds can go in and out of corporates, mortgages and Treasuries (PIMCO Total Return) but Bill Gross can't just liquidate all his Ts one afternoon like we can. Smaller HFs can do what they like, some are genuinely nimble long-short or macro, but many are just long-only leveraged funds.

There are fewer gifted portfolio managers out there than pitchers who win 300 games or guys who bat .400, it's something of a lost art.

Decades of bull markets, tech stocks, new paradigms and most importantly an entire group of money managers at pension funds and endowments who couldn't make good estomates of risk and had never seen a bear market - this led to the disaster of 2008.

Institutional structures and committee group-think meant that while HFs could go to cash, 5-year Ts (my choice) or short stocks in 2007 when LIBOR soared, the big fund managers were trapped, went into denial and hoped it would only be a 20% 1987 like event.

We use completely distinct walled off pools and we never break the rules for each component. There is even an extra cash pool for topping up the trading/hedging in Special Situations, where there are no rules, only opportunities to screw up....

karen said...

how i hate aig.. did you pull that up today?! i am afraid to check GovMo.. may want to kill myself..

Anonymous said...

"http://www.etftrends.com/2011/01/first-aluminum-etf-makes-debut/"

TOP ???

Lord Blankfiend said...

Prepare the suction device, Giles. Wheel it into place beneath JOHN E.'s recent investment in commodities. Good.

A fixed income analyst to be named later said...

I should add, we never actually sell all our Ts in one day. We always scale in and out. We don't want to frighten the horses.

karen said...

hmm.. for 3 days now the spx is moving opposite the fxa.. this is HIGHLY UNUSUAL.

karen said...

LB.. my eyes are so adept at rolling thanks to you, i could win a contest.

A fixed income analyst to be named later said...

Speaking of Ts, the 4.6-4.8% level is strong resistance for long bond yields. We would be buying on any entry into that band during Q1.

http://www.bloomberg.com/apps/quote?ticker=TYX:IND

Anonymous said...

"the spx is moving opposite the fxa"

FX and commodities always get the message first.

"my eyes are so adept at rolling thanks to you"

Always happy to be of service. :-)

karen said...

dec low in tlt was 90.16.. that will be key to watch.. and a bounce should reverse these effing indicies..

Anonymous said...

HYG is up again. Shame...

Anonymous said...

K.,

I think we will retest the 90 area in TLT (4.60% ish yield on 30y).

Buy 88-89 TLT, buy with both hands.
Fill your arms, boots, portfolio and/or garter belt.

CV said...

@Blanky/Jamie (2:38)

You're going to have to do more than that to scare Johnny out of commodities...

SLV could come off another buck twenty and STILL be right on support...

You're going to have to let go of some of those nice juicy equities before a real commodity avalanche begins...

karen said...

40.56 was previous TBT high.. if it even breaks 40 it will have broken its downtrend line from april 2010.. a lotta stuff peaked in April of 2010..

Giles Straightarrow said...

You're going to have to do more than that to scare Johnny out of commodities...

Shhhh.... the public isn't to know about the suction device.

Lord Blankfiend said...

Quite correct Giles. The suction device is PROPRIETARY.

CV said...

@Anon (2:51)

I like that call a lot...

AmenRa said...

I really don't like how giddy these anchors are when the market is up. Had to get that off my chest.

CV said...

It may happen fast too...

There's really a short window that needs to be timed here...

- 10 & 30 need to be cheap to buy (so - hit their respective marks)...

- Very quick move (thru March-April) in time for spring homebuying to hopefully get something going...

- The "icing on the cake" is if they can find some European debt crisis to blame it on...

Either that or dial up Waddell & Reed...

Better yet - Blame it on "Boner" taking the gavel...

CV said...

@Amen (3:02)

Cut em some slack... It's the only way they still have jobs...

A fixed income analyst to be named later said...

Our approach to portfolio management could have been summed up more succinctly by the diagram below:

http://www.behaviorgap.com/sketch/the-secret-to-having-money-at-80/

Missing the 2008 dump was the key to a lifetime of success for a very small percentage of investors.

Let's compare "Chad" who began 2007 with $1M and stayed in stocks "for the long haul" with "Fixed Income Man".

Chad is a manly man who thinks that bonds are for ladies and faggots, and Cash is Trash. He drives a Hummer. Chad started out with $1M in stocks and went down with the ship but he didn't panic, he did the journey down to $400K, and since then has rallied back, all the way to $800K. Way to go, Chad. We salute your -20% accumulation in 3 years, and about 0% in 10 years, a manly performance.

Fixed Income Man went to cash and 5 year Ts in 2007 until late 2008 and started buying some stocks in early 2009 before reverting to mainly bonds in late 2009. Presently about 50% ahead of 2007. So it's really much less about actual performance in the market than it is about not getting your dick chopped off.

karen said...

i cannot believe xlf defied yesterday's candle.. not to mention overbot condition..

A fixed income analyst to be named later said...

Junk bonds are beginning to top. As long as interest rate risk is the major perceived risk, they will continue to grind upwards.

http://www.bloomberg.com/news/2011-01-05/high-yield-debt-spreads-narrow-to-the-least-since-november-2007.html

We think it is going to be prudent to lighten up on junk soon and to start to add Treasuries as long bond yields continue to rise.

A fixed income analyst to be named later said...

XLF is in love with the steeper yield curve and the rally in junk bonds, both of which benefit the banks.

2s10s 278 bps. 10s30s 107 bps.
These are both approaching extreme levels once more.

Mean reversion to lower 30y bond yields is likely at some point.

karen said...

http://www.businessinsider.com/australia-flooding-size-texas-2011-1

Anonymous said...

http://www.businessinsider.com/australia-flooding-size-texas-2011-1

It's a shame they can't store that water, most of the interior is a desert. Like California, they either have too much water or mostly too little.

karen said...

okay, don't laugh, there is a mini h&s on the 10 min indu for the day..

Anonymous said...

You have the most delightful head and shoulders.
Also toes, ankles, shins... the rest we can only imagine....

karen said...

http://www.businessinsider.com/gasparino-wall-street-execs-think-theres-a-5050-chance-that-goldman-facebook-gets-nixed-2011-1

karen said...

i don't know.. maybe my eyeballs are so loose know they will fall out of their sockets..

Anonymous said...

maybe my eyeballs are so loose know they will fall out of their sockets..

We often have that effect on the ladies....

CV said...

So with the good ADP data, and the market breaking out to a new high...

The VOLUME was lower that all days of 2010 (except for 7 days huddled in front of X-Mas)...

Raging bull we have here...

CV said...

Barely beat out the Friday after Thanksgiving...

Anonymous said...

Shocking revelations..

http://news.yahoo.com/s/ap/us_balance_bracelets

Anonymous said...

Friday could be a Sell the News kind of day.... even if it is BTE....

A fixed income analyst to be named later said...

Tomorrow the POMO is in the BELLY.
5-7y Ts, $5-6 Billions.

Yeah, Billions. Like, nothing.

We won't see any long end strength for a while.

CV said...

@anon

Rumor has it that Jamie & Lloyd use those bracelets to hold the markets up...

karen said...

off to work outside for a bit.. still have a few tons of gravel to distribute.. the rains halted my progress on that project. later!!

CV said...

Gotta go peeps...

CV is on Miami (OH) tonight (getting 2 points vs. Mid. Tenn. State...

Bruce in Tennessee said...

http://finance.yahoo.com/news/Advocate-IRS-liens-torment-apf-1829540832.html?x=0&sec=topStories&pos=4&asset=&ccode=

...Everybody, I tell you brothers and sisters, EVERYBODY is a victim. Expect, perhaps, Englishmen....

Advocate: IRS liens 'torment' struggling taxpayers

"WASHINGTON (AP) -- A government watchdog says the Internal Revenue Service is tormenting struggling taxpayers in the midst of a slumping economy by increasing the number of liens the agency has filed against people who owe back taxes.

The IRS filed nearly 1.1 million liens in the budget year that ended in September, a 14 percent jump over the previous year. Liens punish taxpayers and often hurt their ability to pay back taxes, National Taxpayer Advocate Nina E. Olson said Wednesday in her annual report to Congress."

Bruce in Tennessee said...

..We could wish doubly, doubly, triply hard that the Timmmaayyyyys of the world would volunteer the money.

Bruce in Tennessee said...

It is snowing big wet flakes about half the size of a chicken feather...they are falling straight down...no wind and they are heavy...

...ah, Key West would probably be nice right now..

Anonymous said...

K.,

We'd be happy to take our shirt off and distribute gravel for you.
No, not you, Bruce. Got enough snow here, thanks.

Lord Blankfiend said...

We are experts at distribution.

A fixed income analyst to be named later said...

The Bond Report 1.5.11

We thought we would add a little colour to the report today. So instead of the usual jargon like THE COMPRESSOR and THE STEEPENER, we would simply describe the day for each ETF. In a nutshell, it was RISK ON across the curve, and Timmay's offerings were spurned for more seductive higher yielding paper.

Corpies: LQD -0.73%; AGG -0.48%; JNK 0.48%; HYG 0.24%
Govies: TLT -2.04%; IEI -0.56%; TIP -0.38%
Hedgies: TBT 4.35%

TLT - taken to the woodshed, given a sound spanking, no dinner.
IEI - spanked and sent to bed, not allowed to watch Cramer.
LQD - had to shovel Bruce's driveway. It is half a mile long.
AGG - made to sit in the corner all day facing the wall.
TIP - ignored all afternoon and given Brussels sprouts to eat.

On the plus side:
HYG - well behaved all day and rewarded with candy at 3.45
JNK - put in a good day and enjoys a 6-pack of Natty Boh

and on the short side:
TBT - was fed grapes and wine by Karen wearing flimsy lingerie

Anonymous said...

RIP. Great song...

http://new.music.yahoo.com/blogs/amplifier/52198/baker-street-singer-gerry-rafferty-dead-at-63/

bob said...

Looking at the VOL in ZB, also seeing that despite the fury, all of the recent sell offs are not new lows.

I-Man said...

Bob, good to see ya.

The long bond is intriguing, yes... beginning to keep an eye on that contract as well.

I'm wondering if we dont see a bit of the bonds/stocks/dollar rise tandem.

Looking back over history, its happened before, doesnt happen for a sustained time period, but its certainly possible.

bob said...

Thinking the same I. Usually at turns with Europe, as could be starting now.

Was watching ZB this morning when it cliff dove, seemed much more tied to currency moves, JPY being first in line, then EUR.

LB great call on the upside surprise fallout.

I-Man said...

Looking into the idea more, it seems like it used to be a pretty old school mantra that a rising dollar is bullish for stocks and bonds, but bearish for commodities.

I dont follow blind mantra, but I find the idea quite fascinating, as its not anything I've heard on anyones radar.

I mean, I've heard alot of folks talk about the dollar charts being constructive, and the bonds looking like ass, and there are many looking for an equity top in this scenario...

I just dont see it.

Watch them all rise together into late spring/early summer... (but probably top at different times.)

bob said...

http://www.vevo.com/watch/kanye-west/runaway-full-length-film/USUV71002509

kanye, love to hate him, but he's got game.

Also wondering if this is how music will be sold in the future, short film soundtrack.

bob said...

http://www.colbertnation.com/the-colbert-report-videos/369835/january-04-2011/gold-faithful---ron-paul---david-leonhardt

Colbert as a market indicator. Gold top?

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