Sunday, 23 August 2020

Weekly Analysis – 23rd August 2020

Note : This is not a recommendation and I am not a registered analyst, these are just data points and an assessment of the positives and negatives from a longer term point of view.

Nifty Weekly

Chart 1. Strategy based on Nifty TRI – is in exit mode and I am in liquid-bees. Bond strategy is still in buy mode and I am holding a 10Y bond fund. Just amazed at this rally off the lows. Even the other data points mentioned in the later charts have all turned super bullish. Just unbelievable. On the strategy front, post June have been feeling dumb since Nifty just overtook and now, Bonds - the saviour from earlier has become a drag. Have to remind myself that in no way is this combination going to always beat the benchmark and that is not the goal. The goal was to keep portfolio drawdowns at a level that was personally acceptable and it did just that when Nifty ETF experienced its max drawdown. Now, another side of following these long term trend strategies – The Nifty strategy is close to triggering a buy here. LOL!

If Green line in the first chart is up means buy mode and green line at 0 means exit mode.


Chart 2 Nifty total returns/10 year Bond index ratio is above its 40-week MA. Indicating longer term outperformance of Nifty vs Bonds.


Chart 3 Longer term intermarket strength is in Metals, IT & Pharma. With Realty and Banks at the bottom.


Chart 4 9 of the broader indices are above their respective 40-week MA, and 8 of the sector indices are above its respective 40-week MA.


Chart 5 Avg. & Median distance of all sectors from their 52-week closing high is -11% and -5%.


 

  

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