*Deep Dish With Dave

*Chicago, the city of bulls, bears and cubs — how perfect.

What hasn’t been is the weather, which calls for pinot noir at the hotel
bar.

And some market and macro musings, vacation notwithstanding.

I see once again that the S&P500 is at a crossroad, but this time after a
huge bounce. The market is having as much trouble now with resistance levels
as it was encountering difficulty breaking below support levels just a short
month ago.

Currently, the S&P 500 is a lock between 1,000 and 1,200 and we are now
right at the midpoint. This range-trade pattern will break at some point and
my sense is that it will be to the downside, and at that time we will see
who has the cash (to put to work) and who’s left with the trash (and about
to be trashed).
The level of complacency over the economic outlook is palpable and so
reminiscent of the fall of 2007 when everyone believed the Fed could
navigate us into a soft landing in the face of a credit collapse. Now the
pundits have all but abandoned the ECRI index as a leading indicator (even
the architects have) of economic activity. The ISM is dipping, but still
above 50, didn’t you know. Corporate earnings were stellar in the second
quarter — who cares if the results were skewed more to April than June? The
savings rate has spiked to 6.4% in June, and many pundits see this as a
valve for the U.S. consumer to reload the spending gun as opposed to a new
secular theme of frugality.

So, many market commentators and prognosticators still see this cycle as a
classic post-war correction in GDP than what it really is — the aftershocks
of a post-bubble credit collapse. A double-dip recession may well be
averted, but the risks are not trivial and the major point here is that the
statistical recovery that was underpinned by the arithmetic contributions to
GDP growth from inventories and the massive support from unprecedented
fiscal and monetary ease is proving to be extremely fragile. Why else would
Democratic senators now be voicing opposition to allowing the Bush tax cuts
to end (the ones they criticized vehemently in the 2008 election) and why
else would the Fed be hinting strongly at extending its quantitative easing
strategies if the consensus view of 2.75% real GDP growth, was realistic?
The odds of something closer to zero are higher than many think.

After all, after yesterday’s economic data, there is almost no growth “built
in” for consumer spending as far as Q3 is concerned. In Japan-like fashion,
the only thing that is preventing U.S. consumer spending from contracting
outright at the current time is a negative price deflator, which is helping
to flatten the data in “real terms”. (As an aside, anyone notice that the
yield on the 10-year JGB just dipped below 1% for the first time in seven
years? Just in case you thought 3% in the U.S. and Canada was too low — they
may in fact be as much a bargain today as they were at 4% earlier this year
and 5% in the summer of 2007.) Consumer prices in the U.S. have now fallen
three months in a row (as measured by the PCE price deflator) and the last
time we had a three-peat of deflator declines was when the economy was
plumbing the depths back in the opening months of 2009. It is against this
deflationary backdrop that “yield themes” shine as far as investment
strategies are concerned.

Moreover, the sharp and unexpected 2.6% decline in pending home sales points
to a huge reversal in housing this quarter as well. Recall that the tax
incentive induced housing boost in Q2 added six-tenths of a percent to that
already lukewarm 2.4% GDP growth rate last quarter.

We also now have to contend with the end of the mini inventory cycle that
was responsible for nearly two-thirds of the GDP rebound from last year’s
depressed lows. The ISM may well be above 50, but it has still declined for
three months in a row — slipping to 55.5 in July from 56.2 in June. And, out
of the 18 industries polled in the ISM, only 10 reported growth, which was
down from 13 in June and the lowest tally since December 2009, while 4
actually contracted. Inventories jumped to 50.2 from 45.8 and it would seem
as though this sudden re-stocking looks to be unintended — after all,
production and orders slid to their lowest levels since June/09. Had
inventories been flat, ISM would have been down to 54.6. What really stood
out was the new orders component — down 12.2 points in the last two months.
The last time this happened was October 2008 and in fact is a 1-in-25 event.
The 4% of the time this does occur is in or near recessions but rest
assured, like the ECRI, this is nothing more than a relic… Right.

-- 
Best Regards,
Jay Shah, FRM

"Expect The Unexpected"
Blog: http://fuzylogix.blogspot.com/

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