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Writer's picturePeter Lee

Size Does Matter

History suggests the U.S. stock market will trend higher rather than lower over time. There is an inherent upward bias in equities longer-term. However, on a near-to-intermediate term basis, the stock market can trade sideways and even decline.


The good news is the intermediate-to-long term trends remain favorable. The bad news is the recent technical rally from the 1/24/22 low is not as strong or as healthy of an advance to substantiate the resumption of the primary intermediate-to-longer term uptrend, not yet.


Market internals such as market breadth, price momentum, relative strength, and others are neutral at best. Although last week’s market rally gave investors hope of a market bottom, the oversold rally quickly faded near key resistances, coinciding with the 50-day ma, 200-day ma, January 2022 downtrend, 50-61.8% retracement, and previous breakdown. Until confirmed breakouts above resistances, pullbacks to the 1/24/22 lows are possible, and at worst, violations of the January lows can also ignite deep and more extensive corrections.


Money continues to flow toward safe investments as investors remain cautious about the pace and the magnitude of Fed hikes and rising inflation. With higher interest rates, rising inflation, and an increase in market volatility, it is reasonable to expect interest-rate sensitive, commodity-related, and defensive sectors will hold up better, at least from a relative perspective, and until the next FOMC meeting in March.


The Relative Rotation Graph (RRG) study over the past two weeks supports the rotation into S&P Energy (XLE +6.3%), Financials (XLF +3.9%), Healthcare (XLV +1.2%), Utilities (XLU +0.6%), and Consumer Staples (XLP +0.5%).


The S&P 500 sector performance study also shows that from the 1/24/22 market low, outperformance has come from XLE (+10.99%), XLF (+4.99%), XLV (+2.35%), XLP (+0.42%), and XLU (+0.29%).


A recent SCTR screen of the Large-Cap Stocks universe supports the basis that the Energy sector is favorable. Energy names dominate the top-10 ranking list as nine out ten names are Energy stocks, and one is a Consumer Discretionary name. Also, within the top-20 ranking list, there are seventeen Energy names, two Materials, and one Consumer Discretionary.


Can the S&P 500 Index (SPX) maintain above its 1/24/22 low (4,222.62) and develop the necessary technical base to propel the index to new all-time highs?


From a market capitalization perspective, XLF is 13.87% of the total market-cap weighting of the SPX Index. XLV is 12.00%, XLP is 6.05%, XLE is 4.99%), and XLU is 2.49%. Collectively, they represent 39.4% of the overall SPX Index. A strong rotation into the above S&P sectors can help SPX develop the necessary technical base to allow for the resumption of the primary uptrend.


However, Technology (XLK is 24% of SPX by market-cap), Consumer Discretionary (XLY 12.5%), and Communication Services (XLC 8.98%) remain influential sectors, at least from an Mkt-cap basis. When these sectors are combined, they make up 45.4% of the overall SPX by market-cap weighting. Because of the size of the three S&P sectors, they must not continue to decline as this will destabilize SPX, even if money continues to flow into the defensive, interest-rate sensitive, and commodities-based S&P sectors. The ability for SPX to stage the next rally still depends on the collective performances of the larger market-cap-weighted sectors, namely Technology, Consumer Discretionary, and Communication Services. After all, size still does matter, at least in the SPX Index.






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