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Hardcopy Research: last shipped December 2, 2021
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Strategist updated a/o 12/01/2021
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  MPT Interim Research Update 3/10/2020  

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Interim Research Update 031020 

Interim Research Update 022820

 

WEEKLY RESEARCH:  Weekly Insider Data and Commentary files were last updated on Sunday, October 3 2021, with data as of the Friday, October 1 2021 SEC closeout. Please review your Commentary File for particulars. The Insider portion of the Workbook section of the Website was populated with new weekly data and e-mail versions were distributed as well. (Data for all companies, and broad strategy commentary highlights) The Insider Commentary file of the past weekend includes an updated, thumbnail Strategic view of the Markets from the top-down perspective of all models.  MPT Top Down model is Negative at "-2"  On a price performance basis, at the ETF Sector level, Energy (3rd week), and Communications outperformed.  Health Care, and Technology, lagged. The Market cannot be viewed as a singular snapshot, but operates as a dynamic, moving picture. Employing MPT research to follow and anticipate the most probable trend features, and changes, is an important aspect of the research.

MONTHLY RESEARCH: The October, 2021 edition of Market Profile Theorems was run based on the data close-out of Friday October 1. Your specific monthly data files were pushed to you on Sunday, October 3, 2021.  WEB site data (Workbook section) were available on Monday before 9:00 AM, and included refreshed Probability Plots, Screening features, and Files located in the monthly File Download section of the Web-site. The Strategy notebook will be shipped on Thursday, October 7th. If you did not receive your files, or the notebook by the dates indicated, please contact us.  Reach us by e-mail or call 206-890-6789 if you wish to schedule a conference call in October. Our current universe of coverage is 3,651 issues.

GENERAL COMMENTARY: The October asset allocation projection is neutral on Capitalization and favors Growth.  MPT bottom-up model performance, relative to the S&P 500, was excellent in September, with all 8 screens out-performing the S&P 500.  The Aggregate top-down model is Bullish at "+2."  The Technical Model is very Bullish at "+4".   The tenor of the Top-down Earnings Model, (+42.45) continued to retreat from historical highs. It is now Neutral. Q2 GDP Recorded 6.5%.  MPT's Earnings-Momentum-model-based Q1, '20 GDP estimate closed at 6%.   MPT  estimate for Q3, '21 GDP dropped to +3.3%.  Yields rose, with spreads higher at 121 bps. (2 to 10 year).  See the weekly Insider Commentaries, and the monthly Strategist, (Green Book) for further details and interpretation.  The Dollar was higher within a downtrend 94.05.  Collapse to the 88 level is ahead. Gold remains in position to best 2020 highs, closing at $1758.40 the ounce. BUY.   Expect high volatility in this metal.  Inflationary Forces have strengthened, with the GDPNOW "slow moving" CPI model for rising by 3.3% (1-month Annualized).

The Market Cycle, in terms of MPT's "Market Clock," stays 9:00. Strategy switches to buy weakness.

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Market Profile Theorems Inc. (MPT) is a leading provider of quantitative investment research, specializing in the area of style management relating to US Equities. The company's primary client base consists of premier institutional money managers and plan sponsors. In 1989 MPT established its headquarters in Seattle, Washington and has since opened a satellite office in Bonita Springs, Florida, USA.

 

The cornerstone of MPT's success is its ability to build and nurture client relationships. MPTonline is a further example of the company's desire to communicate effectively and efficiently with existing and future clients. While we continue to provide the traditional forms of communication via color hardcopy materials, WinMPT (the Company's windows based application), facsimile, teleconferencing and timely in-person visits, MPTonline provides our customers with yet another delivery option.

 

MPainchaud MICHAEL P. PAINCHAUD

Mr. Painchaud is a Founder/Principal of Market Profile Theorems, Inc. and also serves as the Managing Director of Research. Mr. Painchaud has thirty-one years of research experience, which includes Editor and Publisher of Market Timing Profiles, an Investment Newsletter. As Director of CASE Research for Daiwa Securities America Inc., he was responsible for the creation and production of equity research products distributed to the U.S., Canada and Japan. He has extensive experience in the fields of systems design, product development and production, and has been a member of the Association for Investment Management & Research, and the Scholarship program in place at its Seattle chapter, since 1990.

 RUSSELL J. BROOKS

Mr. Brooks is a Founder/Principal of Market Profile Theorems Inc., a Seattle, WA company that provides Quantitative Investment Research, particularly in the area of "Style Management", to major Institutional Money Managers and Plan Sponsors. Including the founding of Market Profile Theorems in 1989, Mr. Brooks has thirty-six years experience in providing investment research to institutional Money Managers and Plan Sponsors. In July 1993, Mr. Brooks was the only research provider in the United States invited to testify before the US House of Representatives Subcommittee for "soft dollars", the so called "Markey hearings". In addition, he has given numerous speeches nationwide on this subject. Mr. Brooks presented a position paper for Alternative Quantitative Approaches to Long Short Strategies at the Market-Neutral Investment Strategies Conference. Excerpts from this presentation were included in a book published in April 1996 by Irwin Press as part of their Asset Allocation Series for Institutional Investors.

Copyright ©2003 Market Profile Theorems, Inc. All rights reserved.

The data contained in this report were taken from statistical services, reports in our possession, and from other sources. The opinions and estimates expressed are our own, and we make no representation either as to the accuracy or as to the existence of other facts or interpretations which might be significant. The information herein was gathered from responsible sources but we cannot guarantee its accuracy or completeness. We may from time to time have a position in the securities described in this report and may buy or sell such securities.