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Buy Rumor+Sell Fact=Turnaround Tuesday

Guest post by Marc Chandler of Marc to Market.
News that a deal was finally struck to ensure Greece can repay its largely official creditors saw the euro test the $1.3010 area twice in Asia before Europe took profits, knocking the euro below $1.2940.  The euro has now traded on both sides of Monday’s range and a close below yesterday’s low (~$1.2944) would undermine the technical tone.  It would signal potential for a deeper pullback toward $1.2880-$1.2910.
The Greek deal has many moving parts, but there are key pieces.  A formal decision will not made until December 13 and needs formal approval by a few parliaments.  A German vote is possible at the end of the week or early next week.  Merkel may have to once again rely on support from the opposition Social Democrats for her European agenda.
Before that final approval, Greece is expected to conduct a bond buy-back (new haircut for the private sector) at 35 cents on the euro.  This is clearly a poor, even if telegraphed, development for holders of Greek government bonds, and that especially means Greek financial institutions.   The financial sector shares are off 8-9% today, while the overall Athens’ Stock Exchange is off 1.5%.
The official sector resisted a haircut, but accepted a significant restructuring, which includes lower interest rates, fees, and longer maturities.  The ECB’s profits from the Greek bonds it purchased under SMP will be recycled back to Greece.
In some ways, despite the modifications and bond buy-back, the general strategy remains the same.  The aid will be distributed in several tranches  into first part of next year and contingent on further reforms.  A carrot in the form of more forbearance for when a sufficient primary budget surplus is achieved, has also been offered.

FX Technical Outlook: Yen and Dollar Weakness Set to Continue

FX Technicals by Marc Chandler of Marc to Market,

Last week, we recognized that the US dollar was overstretched and anticipated some consolidation/correction. Yet the pace and magnitude of the move was surprising, especially in light of the series of disappointing developments in Europe, which include the initial failure to resolve Greece’s funding problems and the EU’s next 7-year budget.  Nor was the economic data inspiring, as the main report of the week, the Nov flash PMI reading, suggests the euro area economy continues to contract here in Q4.
In contrast, the US reported stronger than expect existing home sales and housing starts, as the painfully slow recovery in the housing market continues.  Weekly initial jobless claims slipped back as the impact of the east coast storm fades.  The newly introduced Markit PMI reading was above consensus forecasts.  The University of Michigan’s final consumer confidence measure for November was a bit softer than the preliminary report, but still is at 4 1/2 year highs.
Admittedly, the key issue in the US is not how the economy is performing now, but the looming fiscal cliff. The noises and signals emerging from Washington seemed to be a source of some confidence that the worst of it will be averted, though we continue to suspect that brinkmanship tactics will make for only a last minute deal (if not a slightly later one)  Yet the optimism was frequently cited for the S&P gains last week.
Recall that the S&P 500 rallied about 16.5% from early June through mid-September.  We turned cautious here (Sept 22), anticipating a decline to at least 1400.   The S&P overshot this, but staged a reversal on Nov 16 and saw impressive follow through last week.  In fact, the S&P’s 4.1% advance last week, was the best since June and all the main industry groups, save utilities, participated.
With the pre-weekend advance, the S&P 500 has retraced 50% of its two month slide.  The next retracement level is near 1424 and the month’s high comes in near 1434. These are the main two technical barriers ahead of a return to the year’s high near 1475.  We note that the 5-day moving average of the S&P 500 is poised to cross above the 20-day average early next week.  In addition, what could be a head and shoulders bottom projects toward 1435.  The correlations between the foreign currencies and the S&P 500 has declined over the past few months, but has begun to increase again recently.

Currency Positioning and Technical Outlook: Fade Breakouts ?

Guest post via Marc to Market.

The US Dollar Index reached its best level in more than six weeks on Friday. Yet it managed to only close a couple of ticks higher, as if warning short-term participants against ideas that a breakout is at hand.  This also appears to be the message of the yen’s  dramatic recovery from four-month lows.
Caught between what appears to be renewed deterioration of conditions in the euro area and US electoral and fiscal uncertainties, investors are paralyzed.   Key events this week include policy meetings by the Japanese and Norwegian central banks, the new month PMI readings, and the US jobs and auto sales reports.

The economic data is unlikely to tell investors anything new.  The euro zone economy is experiencing a shallow contraction for the second consecutive quarter.  The UK data is likely to lend to our view that Q3 growth exaggerates the strength of the underlying economy.  Meanwhile the US should continue to post modest net job creation.  The Bloomberg consensus call for 125k rise in non-farm payrolls, which would be smack in the middle of the 3-month average (145k) and 6-month average (104k).

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Hugh Hendry, Einhorn on debt, the Fed, markets and much more

We won’t bother you with explaining  how good they are.

Below is a simply must watch video with Hugh Hendry and Einhorn from the Buttonwood Conference.

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Currency Wars Part II

Guest post by Jessie.

“All war is based on deception. Of all those close to the commander, none is more intimate than the secret agent; of all rewards none more liberal than those given to secret agents; of all matters none is more confidential than those relating to secret operations.”
Sun Tzu

“Let Hercules himself do what he may,
The cat will mew, and dog will have his day.”
William Shakespeare, Hamlet

There is a currency war underway.

The international trade clearing mechanisms are tottering. Countries are using their economic power, their banks and currencies, as a part of overall foreign as well as domestic policy.

This is a huge source of the tensions and problems which are are seeing both economically and militarily in the world today.

The current trade system based on the US dollar reserve currency is not sustainable. It has had a good long run, but like the euro it has reached the end of its rope. The US cannot continue to print enough money and increase its debt balance through trade any further. See Triffin Dilemma. Yes I am familiar with Eichengreen’s counter argument.

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Did You Get These Warnings? Gold?

Guest post via Gold Silver Worlds.

The author does a terrific job again, this time in summarizing the most important thoughts about the current economic effects on the monetary policy of the US government (in casu QE3). Although a lot has been written about QE3, it can be difficult for people with no economic background, to connect the dots between monetary actions, economic effects, personal risks. Furthermore, with a limited understanding of monetary matters, it can be difficult to distinguish the benefits that are argued by policymakers versus the real benefits / risks. From that point of the view, the following article succeeds in bringing an understandable summary of what really is happening in our economy as a result of monetary policies.

Some essays or market commentaries contain too much jargon to easily read and understand. This article keeps things simple and understandable. And we love it at GoldSilverWorlds as it links Gold & Silver as being the ultimate ways to protect oneself, although still an extremely low percentage of the population is aware of it.

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The Case For A Higher Gold Price Based on Monetary History

Guest post via Gold Silver Worlds.

People tend to forget quickly and fail to learn from history. As George Bernard Shaw once said : “What we learn from history is that  people don’t learn from history.” So it’s worth one’s time to look back to the past and learn what others before us learnt sometimes the hard way.

As far as Gold’s role in our monetary system is concerned, the most recent learnings and insights come from “the Bretton Woods period”. Apart from being a nice resort in the mountains, Bretton Woodsstands for the agreements that created a new world monetary system in 1944. Courtesy of Scott Minerd, chief investment officer of Guggenheim Partners, who wrote the short but very powerful paper (bottom of this article), full of insights from monetary history. The learnings should be used by all of us, including our economic and political leaders.

Scott Minerd writes:

The early success of Bretton Woods, which relied upon weak currencies to successfully promote exports looks surprisingly similar to the policies being practiced by central banks around the world today. Some have referred to the current policies in foreign exchange markets as Bretton Woods II. Although not officially acknowledged, central banks are once again tacitly pegging their currencies to the dollar. As the U.S. is expanding its monetary base through quantitative easing (QE), other countries have few options but to join this race to the bottom. This situation is as unsustainable today as it was in the 1960s.

Gold was an important component of the Bretton Woods system. As a monetary anchor, it provided stability for the dollar as a global reserve currency. With the demise of gold convertibility under Bretton Woods, global price stability began to unravel. After being depegged from its official price of $35 per ounce in 1971, gold rose by more than 2,000% over the next 10 years. Investors migrate to gold when currencies no longer function as good stores of value.

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FX Positioning and Technical Outlook: What is Working

Guest post by Marc Chandler of Marc to Market.

Market participants have to confront a stark asymmetry.  There are many ways to lose many, but there appears to be only three ways to make money. Nearly all strategies seem to come down to some variant of momentum or trend following, mean reversion, and carry.
Each is associated with different market conditions and require different behaviors and tactics..  In momentum trades, one wants to buy what is going and sell what is going down.  The use of trailing stops may be more beneficial than exiting a trade at a pre-determined level.  This seems to be the most common of the three strategies.

Mean revision is the picking of market extremes.  It is the opposite of trend following strategies. It requires selling that which has been rising and buying that which has been falling.    The mean used can by dynamic, such as a 20- or a 200-day moving average.  The mean also can be more stable, such a purchasing power parity.   Since picking tops and bottoms is difficult, the win-loss ratio tends to be less advantageous.  This in turn requires strict money management discipline.  The losses associated with a few failed attempts to pick an extreme need to be limited so the time it is successful more than pays for the failures and more.

Positioning and FX Outlook: The Price of Protection

Guest post by Marc Chandler of Marc to Market.

We have been tracking the deterioration in the technical condition of the major foreign currencies in this weekly note for the past three weeks.  The euro’s recovery, off the support we identified here last week near $1.2800, should not overshadow the fact that the dollar’s technical tone remains, on balance, still constructive.

Euro volatility continues to trend lower and before the weekend, (3-month implied) dipped below 8.4% for the first time since December 2007.  Similar, yen (3-month implied) fell to its lowest level since July 2007 before the weekend.
Volatility has trend lower in the euro as it recovered from the move toward $1.20 in late July.  An increase in volatility is more likely to happen if the euro begins falling.  Likewise, an increase in yen volatility seems  more likely if the dollar declines in the current environment.  The VIX  dipped below 14% on Friday, which it rarely does, as the S&P 500 approached the best level since December 2007.   The volatility of the S&P 500 (VIX) is likely to rise as the stock market sells-off.

Our concern then is that Q4 is going to be more volatile that is currently implied and that has directional implications for the dollar. Many longer-term investors believe the US fiscal cliff and debt ceiling issues are the biggest risks facing the world economy.  Others are more concerned about the unresolved European debt crisis an the signs of prolonged economic weakness.

Leap of Faith

Latest market thoughts by Hussman of Hussman Funds.

In the context of historical evidence and outcomes, present market conditions give us no choice but to remain highly defensive. Valuations remain rich on the basis of normalized earnings (which are better correlated with subsequent returns than numerous popular alternatives based on forward operating earnings, the Fed Model and the like). Investor sentiment is overcrowded on the bullish side even as corporate insiders are liquidating at a rate of eight shares sold for every share purchased – a surge that Investors Intelligence describes as a “panic.” Market conditions remain steeply overbought on an intermediate and long-term basis, with the S&P 500 still near its upper Bollinger bands (two standard deviations above the 20-period moving average) on weekly and monthly resolutions. We continue to observe wide divergences in market action, from century-old criteria such as the weakness in transports versus industrials (which suggests an unwanted buildup of inventories) to more subtle divergences and signs of exhaustion in market internals.

Overall, we continue to estimate a steeply negative return/risk for stocks on horizons from 2-weeks to 18 months. I recognize that this is easy to treat as disposable news, given that the ensemble methods we developed to capture both post-war and Depression-era data have indicated a negative return/risk profile for stocks since April 2010, yet the S&P 500 is 18% higher today than it was at that time. Central bank interventions have certainly played a role in that gain. But then, our prospective return/risk estimates have been in the lowest 1% of historical data only since March, and the market loss that would erase the intervening gain since April 2010 is one that we would consider small from the perspective of present market conditions. The average cyclical bear market has historically wiped out more than half of the preceding bull market advance, and stocks have typically surrendered closer to 80% of their preceding bull market gains when the cyclical bear is part of a “secular” bear period such as the one we’ve experienced since 2000 (see the discussion of cyclical and secular fluctuations in A False Sense of Security). I remain convinced that we will observe numerous points in the market cycle ahead where the evidence will support a significant and even aggressive exposure to market fluctuations. Now is not one of those points.

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