Why I Can’t Wait to Short the S&P 500 (Again)

Why I Can’t Wait to Short the S&P 500 (Again)

Last week, we picked up a story courtesy of Bespoke Investments that showed just 4% of S&P 500 stocks were above their 50-day moving average – a level not even seen during the March 2009 lows!

So we thought a stock market bounce might be on tap – and sure enough, this week we got it.

Now after 3 straight up days, where do we sit?  We’re now out of extreme territory – now with 29% of S&P 500 stocks above their 50-day MA.  To illustrate the relationship between this ratio, and the actual price of the S&P 500, I plotted both below for the year to date:

S&P Stocks Above 50 Day Moving Average

S&P 500 Price Chart July 8 2010

Source: StockCharts.com

Of course this is a crude technical indicator, and one based on trailing prices at that.  But it has been effective at identifying extremes – especially oversold ones.  Not as much during overbought situations (like February to April of this year).

So where to from here?  I still see this ship heading down (here’s the big picture of “why”).

But we could rally further from here.  We closed today at 1070 on the S&P.  A rally up to but not surpassing the June highs around the 1130 mark would keep our bear market signature of lower highs and lower lows intact.

But I don’t think a run up to 1130 is likely.  We’ve retraced roughly 50% of the last decline at this point.  So we could go farther – but that is not required at this point.  We’re already halfway there – this mini-rally is livin’ on a prayer!

Bottom line: Any further price appreciation will certainly leave a bear like me licking his lips for a chance to reinitiate a nice, juicy short position!  I’m not short yet…but I plan to be before this mini-rally is through!

And if you’re new to our “shorting the S&P 500” mini-series, you can get caught up on our trade history – and thought process behind the trades – in the Shorting the S&P 500 section on our blog.

Hat tip to Growth Stock Wire’s Jeff Clark for writing about this indicator this morning in his always excellent trading column.

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