Skip to main content

Technical Outlook for the SPY & Swing Trades Long IBB, Short WYNN BBY

In the 2005 film 'Good Night, and Good Luck,' Edward R. Murrow is portrayed by David Strathairn (and brilliantly so, I might add) as justifying his cause for the persecution of  Joseph McCarthy by saying "I simply cannot accept that there are on every story two equal and logical sides to an argument."

This portrayal of history reflects my vantage for the justification of the current levels of US equity markets which haven't seen a 10% sell-off since 2011.  Now, its beginning to look like the argument for a technical correction is gaining favor.  The facts that the S&P has tested its highs 5 times in the last 6 months, each time failing to break out, and bearish technical factors are quantitatively stronger (see below) lend favor to the case for a market repricing.

The bearish technical factors as measured on the SPY I referenced above are:
  • All short and medium term moving averages are negative (20, 50 and 100 day MAs)
  • The CCI (a momentum calculation) is negative
  • The Moving Average Variance is negative - see the July 22nd post, 'More Details for AKAM Short...' for the explanation of Moving Average Variance
  • The negative Moving Average Variance is widening.  This may seem redundant but is actually a significant factor.

This being the case, I am outlining 1 long and 2 short trades.


First the long trade is on the biotechnology ETF, IBB.  With a host of biotech earnings approaching next week, the ETF has a growth catalyst and it has recently reverted back to its expanding moving averages.  Here's the trade:

     Long the ETF at $381.35
     Long the September $360 put at $8.90
     ETF to option ratio of 50:1
     The put gives >13.5x leverage
     The break even prices on the trade are: $399.15 (approximately 3 ATRs) and $320.85 on the downside.


The WYNN short follows a 5 month slide in the price of the gaming stock which has recently consolidated around $100.  However, technical factors have caught up to the name and it reports earnings the first week of August.  Here's the trade:

     Short the stock at $102.92
     Long the September $115 call at $2.49
     Stock to option ratio of -33:1
     The call option gives >10x leverage
     The break even prices on the trade are: $95.45 on the downside (just over 2 ATRs) and $125.12 on the upside


The BBY short follows a similar pattern to WYNN.  The retail giant's stock has been in a long term downtrend but is now showing signs of breaking out lower.  Here's the trade:

     Short the stock at $32.62
     Long the September $35.49 call at $0.65
     Stock to option ratio of -40:1
     The call option gives 12.75x leverage
     The breakeven prices on the trade are: $31 (a little less than 3 ATRs) and $38.49 on the upsdie


Comments

Popular posts from this blog

Modeling Credit Risk...

     Here's a link to a presentation I gave back in August on modeling credit risk.  If anyone would like a copy of the slides, go ahead and drop me a line... https://www.gotostage.com/channel/39b3bd2dd467480a8200e7468c765143/recording/37684fe4e655449f9b473ec796241567/watch      Timeline of the presentation: Presentation Begins:                                                                0:58:00 Logistic Regression:                                                                1:02:00 Recent Trends in Probabilities of Default:                              1:10:20 Machine Learning:                                                                  1:15:00 Merton Structural Model:                                                        1:19:30 Stochastic Asset Simulation Model:                                        1:27:30 T-Year Merton Model:                

Modeling Black-Litterman; Part 1 - Reverse Optimization

  "The 'radical' of one century is the 'conservative' of the next." -Mark Twain In this series, I'm going to explore some of the advances in portfolio management, construction, and modeling since the advent of Harry Markowitz's Nobel Prize winning Modern Portfolio Theory (MPT) in 1952. MPT's mean-variance optimization approach shaped theoretical asset allocation models for decades after its introduction.  However, the theory failed to become an accepted industry practice, so we'll explore why that is and what advances have developed in recent years to address the shortcomings of the original model. The Problems with Markowitz For the purpose of illustrating the benefits of diversification in a simple two-asset portfolio, Markowitz's model was a useful tool in producing optimal weights at each level of assumed risk to create efficient portfolios.   However, in reality, investment portfolios are complex and composed of large numbers of holdin

Evidence the SPY is Overbought...

 A quick note on the recent market rally here of late.  It's plain to see the markets have been on a tear for the month of June (and going back into May for the QQQ) as the SPY closed today at its highest level in almost fourteen months. If we start to look at the historical levels, however, it appears the SPY may be overbought in the short-run and susceptible to a mean-reverting pattern. Here's the daily chart of the SPY as of today's (6/15/23) close... When looking at the distance between the closing price and the 50-day moving average (illustrated by the yellow bar), we're noticing a large gap... this can be measured by a statistic I developed which I casually refer to as "variance"... or the distance between current prices and their respective moving averages. Historically, throughout the life of the SPY (which debuted in January of '93), the variance over the 50-day moving average has peaked at a reading of 3.20... today's reading posts up at 2.49