Vulnerable to a Setback

Mid-week market update: The delayed Jobs Report came in much higher than expectations this morning. The knee-jerk reaction in the pre-opening hours was risk-on, but the market reconsidered its view and pulled back after the open.

 

Once again, the S&P 500 has failed to break out to the upside, though the equal-weighted S&P 500 achieved an all-time high, and non-U.S. stocks are in a well-defined uptrend. The VVIX, or the volatility of the VIX, remains above the key 100 level, indicating continued market anxiety.

 

 

I interpret these conditions as a high degree of vulnerability to a short-term setback.

 

 

An Overbought Extreme

Here are some conditions that worry me. Even as the S&P 500 traded in a narrow range as the software stocks got clobbered, retail flows into equities have surged to record levels. While crowded long conditions are not actionable contrarian sell signals, they are nevertheless condition indicators that signal high risk.

 

 

The latest Investors Intelligence sentiment readings shows a highly elevated level of bullish sentiment and an extremely depressed level of bearish sentiment.

 

 

Bespoke observed that the stock market achieved the never before feat of moving from an overbought condition to an oversold condition and back to overbought – all within the space of a week. This is fertile ground for further short-term volatility.