Technical Analysis Explained

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Transcription:

Technical Analysis Explained Presented by Martin J. Pring

Three Points to Take Home. 1. Prices are determined by psychology, people s attitude to the emerging fundamentals not the fundamentals themselves. 2. Keep things simple and apply common sense at all times. 3. Only use approaches that make sense to you.

Real Earnings are not Correlated to Stock Prices (1870-2013) 4 Inflation Adjusted Equities 2 3 1 Shiller Real Earnings (10-year MA)

Deflated US Stock Prices versus Shiller P/E Ratio1900-2013 CPI Adjusted S&P Composite Deflated US Stock Prices Shiller P/E??

Definition of Technical Analysis: The art of identifying a price trend reversal at a relatively early stage and riding on that trend until..the weight of the evidence shows or proves that the trend has reversed.

In technical analysis we are dealing in probabilities, never certainties.

The hopes and fears of all market participants are reflected in one thing.the price!!

Technical analysis assumes that prices move in trends.

Trends have a tendency to perpetuate because...

Prices in any freely traded market are determined by the attitude of all market participants to the underlying fundamentals.

A trend is a trend is a trend. Always assume the prevailing trend is in existence.

There is no known technique for determining the duration and exact magnitude of a price move. We can only recognize a change in direction.

It doesn t matter what time frame you are following... the principles of technical analysis remain constant.

The only difference is the longer the time frame, the greater the significance of any given trend reversal.

It doesn t matter what security you are following... the principles of technical analysis remain constant. If human nature ever changes technical analysis will die!!

Trends

What is a trend?

Market Cycle Model Short-term trend 2 to 6 weeks Intermediate trend 6 weeks to 9 months Primary trend 9 months to 2 years 3-4-years Source: Yelton Fiscal

Market Cycle Model Short-term trend 2-6- weeks Now Becomes.

Intraday Market Cycle Model Short-term trend 4-12 hours Primary trend 2-6 weeks Intermediate trend 4-12 days

Psychology and Momentum

Keycorp Keycorp Earnings up Price down Earnings Earnings up

Keycorp Keycorp Price down Earnings up Earnings Earnings up

Ebay Price sideways to down Ebay Earnings Up Ebay Earnings

Calculating a Price Oscillator S&P Composite 13-week moving average. S&P Composite (1/13 Price Oscillator) Price oscillator appears on the next chart.

Stock Sentiment vs Stock Momentum S&P Composite (1/13 Price Oscillator) Bullish Advisors 1/13 Price Oscillator* * Source Investors Intelligence.com

Stock Sentiment vs Stock Momentum S&P momentum Bullish advisors momentum

Bond Sentiment vs Bond Momentum Govt Bond Prices) Bond Bulls (10-week MA)* 14-week RSI (10-week MA) *Source Market Vane

Primary bear market lasts 1 to 2 years Primary bear Primary bull market lasts 1 to 2 years

... means that the price will very likely rally. Oversold in a bull market...

... probably means the top of the rally. Overbought in a bear market...

Followed by a trading range Overbought in a bull market

Followed by a trading range Oversold in a bear market

Doesn t necessarily result in much of a rally Oversold in a bear market

Goldman Goldman Sachs Sachs Commodity Commodity Index Index Bull trend 30-day ROC Bear trend Bear trend Extreme overbought is a bull market characteristic

Goldman Goldman Sachs Sachs Commodity Commodity Index Index 30-day ROC Extreme overbought is a bull market characteristic

Psychology and One and Two Bar Price Patterns

Outside bars

Outside bar Encompasses trading range of previous bar and then some!! We want the close to be in the lower end of the trading range.

Close should be in the upper part of the range. Encompasses trading range of previous bar and then some!!

Measuring the Significance of Outside Bars 1. The wider the bar and the wider the difference between the open and close the better. 2. The sharper the preceding rally (reaction for a down reversal) the better.

Bank of India Daily Bank of India Outside bar

Two Bar Reversals

Sharp rally

Closes near the high First bar opens near the low.

Second bar opens near the high Closes near the low

Resistance zone The lower the resistance zone the better.

CRB Composite Two bar reversal

Look at Different Time Frames

December 2006 British Pound IMM 10-minute bar False breakout

December 2006 British Pound IMM Hourly bar Two bar reversal signals false breakout

December 2006 Dow 30-minute bar Not much of a reversal signal.

December 2006 Dow Hourly bar Strong two bar reversal

December Australian Dollar 2006 10-minute bar No reversal signals here!!

December Australian Dollar 2006 Hourly bar Instant confirmation Two bar reversal

December Australian Dollar 2006 S&P ETF (SPY) Two bar reversal Outside bar Outside bar

Partial Checklist for Identifying a Stock Market Peak Strong economy Preceded by rising short-term interest rates. Rotation already moved to earnings driven sectors. RS momentum of leaders rolling over. Market breadth leads the way down. Net new highs diverge negatively

Partial Checklist for Identifying a Stock Market Peak Long-term momentum peaking. Confirmed by trendline breaks and negative 12- month MA crossovers. Bullish sentiment. Question is no longer if, but when and by how much is the market going higher?

S&P versus the Economy

S&P versus Bond Yield Momentum

Sector Momentum Position August 31 2013 Inflation/Deflation Ratio) KST Green highlights show when KST is rising.

World Stocks versus Long-term Momentum

S&P versus the Economy 15/16 and 6/6

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