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Think You're Reading The 'Message Of The Market?' Be Careful!

Published 06/28/2012, 01:41 AM
Does the market have a message?
 
Whether it does or not, there are hundreds of pundits who want to explain it!
 
There is an interesting contradiction.
 
If you believe that markets are efficient -- carrying a message -- then there is no edge for most of us in the investment business. As Mr. Buffett says, he would be on a street corner selling pencils from a tin cup if markets were efficient.
 
If you believe that markets are not efficient -- so that you can claim to have an investment edge -- then you cannot infer a message when you have only noise!
 
Why is it that no one seems to realize this?  When the market is going in the direction of their prediction, people claim that "the market has learned how to interpret these rumors from Europe," just to pick one current example.
 
I am astonished by the current claims that the "bond market is smart" because it recognizes fears and the stock market should be thousands of points lower. This might be true in normal times, but the current bond market is inhabited by millions of amateurs (the fearful), not the bond vigilantes of old. Suggesting otherwise, as I hear every day on CNBC's Santelli report from the Chicago trading pits, is completely deceptive.
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A Modest Proposal
 
I have a working hypothesis about the market message. It is basically the opposite of what most other people think. This is how sophisticated and experienced managers get an edge on the market.
  • On the "global macro" front, where everyone has an opinion and few bother to find the best sources, the market offers great opportunity. This is the Warren Buffett  playground -- open to the long-term investor. Abnormal Returns has a great post on this subject.
"Let’s first stipulate that the financial markets are going to do whatever they darn well please. There is nothing any individual can do to affect the overall direction of the markets. Therefore active management is much like trying to play tennis against a professional player. This leaves the individual investor open not only to forced errors but unforced errors as well. The financial markets have a tendency to fool as many investors it can as often as it can. Can an individual investor score some points against the market? Sure, but the odds are that the market will on average return more volleys that you can’t handle."
 
I plan to add to this discussion, but this is really great advice.
  • On the stock and sector-specific front, especially in shorter time frames, it is important to watch the market.
This is one reason that technical analysis, at least in simple forms,  provides useful information. Here are three current examples:
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1.      We monitor price, volume, and technical factors through our "Felix" model. Felix highlighted strength in home building last week. We share these reports on Wall Street All Stars and also with those who subscribe to our reports.

2.      Felix also likes healthcare ETFs, an interesting move in front of the Supreme Court decision. The market is expecting improvement in health care, which actually might happen simply from eliminating the uncertainty.

3.      Felix often highlights stocks in front of earnings reports. This week Apollo Group (APOL) rocketed to a high position in our single-stock ratings. I chose not to play this in front of the earnings announcement, but Felix was right. The point is that the market may seem to have information in front of important announcements. Leaks?  Some people know?
 
It is well-established that trend-following methods are effective. It all depends on the time frame and the setup.

Implementing the Message
 
Following the market trend is a staple for commodities traders. Felix has an awesome performance in picking the Nasdaq 100, but there are some big drawdowns. Few should take this approach, no matter how well it works.
 
For the long-term investor, most of what you read is unhelpful, misleading and costly. Pretend that you are interviewing the pundit for a job. You can ask the same question I do:
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What can you tell me that I did not already read in this morning's Wall Street Journal?
 
The question needs to be updated, since the FT  is moving in. The concept is still correct.
 
Most of what you read and hear comes from people who want to explain the day's trading as if they had predicted it.

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