The Battle at VWAP: Postmarket Update 9/22/09
- Posted by Leigh Drogen
- on September 22nd, 2009
I turned on the computer this morning to see the dollar once again getting murdered, what’s new. @howardlindzon made a joke last night that we may have to change the $ sign on StockTwits to some other symbol if the dollar keeps getting stomped on, and then asked for suggestions. I gave a simple ($). This isn’t funny people, we joke about it and use it as a signal to steer our trading, but really, this isn’t funny. How is this country going to pull itself out of this mess? I want to take a brief moment tonight to discuss the larger macro picture and then step into a little market structure.
It seems that at some point between the fall of Lehman and the equity puke of late February/early March, Ben Bernanke and company decided to make a grand bargain. Bernanke, being the formost student on Federal Reserve policy during the Great Depression, or lack there of, knew that the market was attempting to clear by sending us into a deflationary spiral. On this course, we may have experienced a complete economic collapse followed by another depression, during which the market would clear, and the credit bubble would be squashed for good, or at least for another 70 years until we made the same mistakes again. This scenario was not acceptable to Bernanke. Instead, the Fed decided to reflate the credit bubble, prop up home values, stop foreclosures, monetize debt, and drive up the value of all real assets by destroying the dollar.
Well, they’ve gotten what they wanted. You may agree or disagree with this policy, but the fact is, Bernanke saved this country, for now, and the value of your IRA is far higher than it was 6 months ago, that is if you didn’t sell at the bottom.
So here we are, with the dollar getting killed, the stock market being artificially inflated, crude oil in the 70′s, what seems like a permanently high unemployment rate, global trade at a standstill, and the Fed buying half of the treasury bills that we are selling to keep our government afloat. We are literally printing money to keep our government from not being able to pay for police on the streets.
So Mr. Bernanke, my question to you tonight is this, where do we go from here? How are you going to take all of this excess liquidity out of the market without sending us into the same deflationary spiral that you rescued us from? Where are the jobs going to come from? How do you expect to sustain a consumer driven economy when the consumer has no money? What is the exit strategy dude!!
We had an excellent discussion on this topic two weeks ago on the MacroTwits hour with @gregormcdonald and the consensus was there are really only two options. Either we inflate the shit out of everything until the market clears, or we do a debt jubilee. I don’t think either is a tenable strategy, but does anyone have any other ideas?
I see only one way out for this country, come up with something to sell to China. If nothing else this country is innovative, and we are going to have to pull something really great out of the magic hat to keep this boat from sinking. Who knows what it will be, maybe artificial intelligence, a fusion reactor, space solar, the atomic computer, a more difficult rubiks cube? Even with this new technology I still don’t see how American jobs are going to be created, our industries are just too efficient these days, it doesn’t take 10,000 factory workers to make a car anymore. Because of this I believe the United States will rely more and more on taxing corporate profits going forward in order to spread wealth to those who will never regain their jobs. We are seeing an end to the dumb job economy, and the beginning of creeping socialism. I don’t like it, I doubt you like it, but please, come up with a solution, I dare you.
Ok, enough with that, on to the market. It was a rather boring day, but something very important is taking place in the market. Buyers defended VWAP no less than 4 times this afternoon as sellers attempted to take control.

There were 4 large volume fights at VWAP today, all won by the bulls. Not allowing the market to roll over this afternoon was mucho importante to establishing a new uptrend after 3 days of consolidation. It seems we’ve done it, and I expect to see strength through the rest of the week.
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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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