Bulls follow through

08/19/24
  • Stocks rally amid steady growth and cool inflation
  • Tech leads charge, new highs for gold, more volatility for oil
  • This week: Retail earnings, Fed minutes, home sales, Jackson Hole

Inflation continued to ease, consumers remained engaged, and the US stock market broke a four-week losing streak in robust fashion.

The market has staged an impressive turnaround since recession concerns pushed the S&P 500 into its biggest pullback of the year and sent the Nasdaq 100 (NDX) into correction territory earlier this month. The SPX’s first up week in five was also its strongest since last November, leaving the index just 2% below its July record close:

Chart 1: S&P 500 (SPX), 7/8/24–8/16/24. S&P 500 (SPX) price chart. Extended the rebound.

Source: Power E*TRADE. (For illustrative purposes. Not a recommendation. Note: It is not possible to invest in an index.)


The headline: Tech gains drive market rebound.

The fine print: Last week’s follow-through rally unfolded as the Consumer Price Index (CPI) and Producer Price Index (PPI) showed steady-to-lower inflation, while strong retail sales and soft jobless claims suggested consumers were still spending and the labor market wasn’t grinding to a halt.

The move: The Cboe Volatility Index (VIX) closed Friday 77.5% below its August 5 high, its biggest decline on record from the high of one week to the close of the next.

The numbers: 20 (trading days until the Fed’s September 18 interest rate announcement) and 74.5% (probability of a 0.25% rate cut1).

The scorecard: The NDX led the market by a wide margin last week:

Chart 2: US stock index performance for week ending 8/16/24. S&P 500 (SPX), Nasdaq 100 (NDX), Russell 2000 (RUT), Dow Jones Industrial Average (DJIA).

Source (data): Power E*TRADE. (For illustrative purposes. Not a recommendation.)


Sector returns: The strongest S&P 500 sectors last week were information technology (+7.5%), consumer discretionary (+5.2%), and financials (+3.2%). The weakest sectors were real estate (+0.1%), energy (+0.9%), and utilities (+1%).

Stock movers: Starbucks (SBUX) +25% to $95.90 on Tuesday, AST SpaceMobile (ASTS) +51% to $31.36 on Thursday. On the downside, Viasat (VSAT) -23% to $16.74 on Tuesday, Ibotta (IBTA) -27% to $42.66 on Wednesday.

Futures: After jumping to a three-week high of $79.17 last Monday amid geopolitical uncertainty, September WTI crude oil (CLU4) pulled back to end the week slightly lower at $76.65. Gold ended last week at a new record high, with December gold (GCZ4) closing Friday at $2,537.80, up $64.40 for the week. Week’s biggest gains: September orange juice (OJU4) +8.2%, December coffee (KCZ4) +6%. Week’s biggest declines: September VIX (VXU4) -16%, December soybean oil (ZLZ4) -6%.

Coming this week

Expect plenty of Fed chatter this week. In addition to the release of the minutes from the July FOMC meeting, Jerome Powell is schedule to speak Friday at the Jackson Hole conference:

Monday: Leading Economic Indicators Index
Wednesday: FOMC minutes, Jackson Hole Symposium
Thursday: Chicago Fed National Activity Index, Existing Home Sales, Jackson Hole Symposium
Friday: Existing Home Sales, Jackson Hole Symposium

Retail again dominates the earnings calendar:

Monday: Estee Lauder (EL), Zim Integrated Shipping (ZIM), Palo Alto Networks (PANW)
Tuesday: Lowe's (LOW), Medtronic (MDT), Keysight (KEYS), Toll Brothers (TOL)
Wednesday: Analog Devices (ADI), Dycom (DY), Macy's (M), Target (TGT), TJX (TJX), Williams Sonoma (WSM), Agilent (A), Guess (GES), Snowflake (SNOW), Urban Outfitters (URBN), Zoom Video (ZM), Analog Devices (ADI)
Thursday: Advance Auto Parts (AAP), BJ’s Wholesale Club (BJ), Dollar Tree (DLTR), NetEase (NTES), Bill (BILL), Intuit (INTU), Ross Stores (ROST), Workday (WDAY)
Friday: Buckle (BKE)

Check the Active Trader Commentary each morning for an updated list of earnings announcements, IPOs, economic reports, and other market events.

Understanding the VIX’s big swing

If the VIX’s 181% intraday spike on August 5 was a move for the record books, its retreat since then has been only slightly less impressive. The volatility index closed at 14.80 on Friday—as noted, a 77.5% decline from the August 5 high:

Chart 3: Cboe Volatility Index (VIX), 7/10/24–8/16/24. Retreated from spike high.

Source: Power E*TRADE. (For illustrative purposes. Not a recommendation. Note: It is not possible to invest directly in an index.)


Not only has the VIX never made a similar decline of the same magnitude, it’s fallen a more modest 40% from one week’s high to the next week’s close only 23 other times since 1990.2

The market’s behavior after those moves suggests traders may want to keep tabs on whether the SPX posts a net gain or loss this week. While the index closed higher 13 out of 23 times the week after one of the 40%-or-larger VIX declines, when it did close lower, there tended to be a higher chance of more weaker-than-average price action.

For example, of the 10 times the SPX ended the week lower, three weeks later it was still down seven times, and it had extended its loss in five of those instances.

 

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1 CMEGroup.com. FedWatch Tool. 8/16/24.
2 A figures reflect S&P 500 (SPX) and Cboe Volatility Index (VIX) weekly prices, 1990-2024. Supporting document available upon request.

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