Skip to main content

The Death of the Dollar Rally and Why It Matters

DON'T SPLASH THE POT

In 'Rounders', arguably the greatest gambling movie of all time, John Malkovich plays a Russian mobster named Teddy KGB who dominates the underground world of high-stakes poker in New York.  In the final showdown between KGB and the movie's protagonist, Mike McDermott (played by Matt Damon), the mobster makes an overly aggressive play to represent a strong hand... it doesn't end well for him.

In the market's current purview, our Teddy KBG could be called Janet FRC (Federal Reserve Chairwoman).  Janet Yellen is currently representing strength to the global economy by holding to a pledge to raise the Federal Funds Rate four times over the course of the year.  Today, global currency traders called her bluff and went all in against the dollar because they "don't think she's got the spades." 

The US Dollar had its biggest one day drop in over two months today after ISM data continued a recent trend of disappointing economic readings.  In addition to the fall, the greenback also closed below support while recent trend measurements turned negative as well.

Here's the flop:


DON'T FORGET THE CARDINAL RULE... ALWAYS LEAVE YOURSELF OUTS

The problem with the Fed's pledge to raise rates four times this year is the message it sends.  In effect, the Fed is saying that both the domestic and global economies are healthy enough to sustain a return to normalcy.  However, the global economy is still well behind the U.S.  The ECB continues to try to find a way to make the Euro work in spite of mountains of empirical evidence that the southern economies continue to desperately need a currency devaluation.  China is grappling with some serious growing pains as the government tries in vain to keep the bubble from bursting.  Lastly, Japan is so desperate for growth that it has driven interest rates into negative territory to try to stimulate its economy.

To add to all of these problems, a strong U.S. Dollar hasn't exactly helped things.  Dollar denominated assets, namely natural resources, have seen their values plunge in the face of a rising greenback.

5-year US Dollar chart:

5-year Oil chart:

5-year Metals & Mining chart:


THE KEY TO THE GAME IS PLAYING THE MAN... NOT THE CARDS

According to Bloomberg, currency markets are pricing in less than one rate hike this year... far less than the four the Fed is pledging.  By calling the Fed's bluff, currency traders are betting global weakness, in addition to recent market volatility, will prevent the Fed from hitting its target.  The good news is that a less strong dollar can actually help to stop the bleeding in the commodity and equity markets.

I wrote a blog last year titled 'Through the Looking Glass' which discussed how prolonged aggressive monetary policy helped to drive equity valuations to record highs.

http://tancockstradingblog.blogspot.com/2015/10/through-looking-glass.html

However, the spillover effects of sub $30 oil have more than offset the marginal GDP utility from lower gas prices.  Surpluses aren't going away anytime soon, but a less strong dollar can help to stop the bleeding.


GIVE ME THREE STACKS OF HIGH SOCIETY

So the question now is how to play a potentially weaker dollar.  Here are a few ideas:
  • GLD and metals are breaking out and trending higher as inflation concerns resurface
  • Volatility will probably settle down, this can be a buying opportunity for SVXY 
  • Shorting opportunities on stocks that have long benefited from dollar strength
    • Starbucks (SBUX)
    • Nike (NKE)
    • Amazon (AMZN)
    • Under Armour (UA)

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