Clean Air Above: Postmarket Update 9/10/09
- Posted by Leigh Drogen
- on September 10th, 2009
The crap continues rising to the top, pushing us higher and higher in the face of almost every fundamental data point. The best trade since March has been to buy the high beta crap and short the low beta quality. I take that back, the best trade has been to just buy the crap, who am I kidding.
I’ve got half a clue why this has been the case. The deleveraging by hedge funds, mutual funds, and retail investors last fall produced an interesting dichotomy between the crap and the quality. Take a look at the charts of the more speculative small and mid cap names, you are going to see what looks like lemmings walking off cliffs. The stock of these companies was treated like paper, nothing more, paper that could be turned into cash. Funds weren’t going to risk owning the more speculative paper while the world fell apart, they sold it like there was no tomorrow.
This left us with something very interesting, huge gaps in these charts where no volume exists. Go and take a look at some price by volume charts of the more speculative tech and retail names. There are no entrenched buyers and sellers between the top and the bottom, it happened that fast.
While everyone was selling anything remotely speculative, they were either trying to hold or picking up safer, dividend paying, fundamentally quality names. The price by volume charts bare this out, there are buyers and sellers there.
So what does this mean to the structure of the market we have now? Well for one thing there is no one left to sell the more speculative crap, and short covering just keeps fueling their rapid ascent. There are no more entrenched holders of the speculative names, and therefore the momentum players can just keep pushing and pushing, recycling money. At the same time no one wants to be caught short these names. Supply and demand is an amazing thing, and right now there is just no supply, it’s that simple.
As for the low beta fundamentally stronger names. There are still people that want out, and there will continue to be people who do so. You can also bet that the algo traders have recognized this pattern and are playing this game well. Short the good stuff and buy the crap, believe me they know how to load up on beta.
I think the most important question is this, what happens if and when either the momentum players disappear, the liquidity dries up, or the short sellers reappear in force? I have the feeling that we are playing one large game of musical chairs, and when the music stops, watch out because bids are going to evaporate.
For now I’ll keep looking for those stocks that have a lot of clear air between their breakout levels and where they were dumped last fall, and those that were never crushed in the first place, because they were just too fundamentally strong to be sold, yes there were some of those believe it or not.
We were stopped out of YHOO today as it gaped through the stop. I don’t like this company what so ever, and the chart still looks bad, but right now shorting just about anything is a bad idea.
Look for an upcoming post on the healthcare debate, I’ve got an itch to step into that argument.
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Leigh Drogen is the founder and chief investment officer of Surfview Capital, LLC, a New York based investment management firm employing an intermediate term long/short momentum strategy. More »
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