Jurrien Timmer Profile picture
Dir. of Global Macro @Fidelity. Student of history, chart maker, cyclist, cook. Helping investors break thru the clutter. Views are mine. https://t.co/9Pn7wGwMzp

Dec 1, 2021, 8 tweets

Market volatility: Sharing a quick thread with some fast charts after yesterday’s market rout: First up, short-term breadth is very oversold, in line with previous 3-5% corrections… (THREAD)

…For the 50-day moving average, we are not quite as oversold./2

Momentum, measured as the percentage of stocks with an RSI < 30, is now oversold and also in line with past corrections. /3

In a familiar development, only the big growers are in a defined uptrend (higher highs, higher lows). The rest? Not so much. /4

Here, a look at the 11 sectors: /5

Tech & REITs are holding their uptrends, while the more speculative liquidity-sensitive groups have been hammered. /6

Commodities got clobbered, but that’s mostly energy. The metals and raw industrials are holding their uptrends. /7

Conclusion: this seems like a run-of-the-mill 3-5% correction to me. I remain bullish on the market cycle as well as secular backdrop, but we may well get more of these as the Fed takes the liquidity punchbowl away. /END

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