📈 Will you get serious about investing in 2025? Take the first step with 50% off InvestingProClaim Offer

Portfolio Rebalancing Flows Signal Volatility Ahead for Year-End Trading

Published 2024-12-31, 12:06 a/m
NDX
-
US500
-
US2000
-
ESH25
-
IWM
-
XLB
-
US10YT=X
-
RSP
-
HGX
-

It was another tough day for stocks, with the market down over 1%. The S&P 500 finished 1.07% lower, but the breadth numbers were particularly weak.

Of the S&P 500, 470 stocks were down, 31 were up, and two were unchanged—an overwhelmingly bearish day.NYMO Index-Daily Chart

On the New York Stock Exchange, there were 823 more decliners than advancers, which is better than Friday’s 1,700+ decliners but still negative. The McClellan Oscillator for the NYSE is at -43, down from -5 after rising briefly from -106. This indicates that breadth remains weak. The Summation Index has declined to -351, reinforcing the poor breadth metrics.NYSI Index-Daily Chart

Considering these numbers, the S&P 500 might have been expected to drop more. The equal-weighted S&P 500 (RSP) has fallen nearly 7.5% from its November 27 peak, compared to just a 3% decline in the leading S&P 500.

The Nasdaq is down around 4% from its high, while the Russell 2000 (IWM) has fallen nearly 10%.PHLX Housing Sector-Daily Chart

Sector-specific indices highlight more profound losses. The housing sector (HGX) is down 18% from its peak and is trading near July levels, only a few percentage points above where it started in 2024.

The materials sector (XLB) has dropped 15% from its highs and is back to its start-of-year level. Without the strong performance of the “Magnificent Seven” stocks, overall S&P 500 losses would likely be much steeper.XLB-Daily Chart

This market weakness seems tied to liquidity issues and rising rates, trends that have persisted since mid-October. Key sectors like XLB and HGX peaked around that time, forming double tops before declining.

Yesterday’s S&P 500 movement looked like a rebalancing event. The last two trading sessions saw significant selling pressure in futures between 7 and 8 AM, ahead of the market open, on decent volume. A similar decline occurred around 7 AM yesterday, but on lighter volume. If this pattern repeats today, it could confirm that these moves are related to rebalancing or similar flows.S&P 500 Futures-5-Min Chart

The 10-year yield dropped 9–10 basis points yesterday, though the reason is unclear. With yields rising 70 basis points this year (from 3.83% on January 2 to 4.53%), yesterday’s drop could also reflect portfolio rebalancing as the year ends.US 10-Yr Yield-Daily Chart

It’s also worth noting that most global markets are closed on December 31, while U.S. markets remain open all day, making them a key liquidity source heading into the year’s final trading day.

Yesterday, the S&P 500 found support around 5,875 and faced resistance at 5,935 levels throughout the afternoon. If support at 5,875 breaks, the next level to watch is 5785, which could lead to more significant moves as we start the new year.S&P 500-15-Min Chart

A potential head-and-shoulders pattern is forming on the S&P 500, but it needs a break below 58.75 before we can draw firmer conclusions. We’ll need to stay patient and see how things develop over the next day or two.S&P 500 Index-15-Min Chart

Wishing you a great evening and a Happy New Year! See you on January 2.

***

Key Terms:

1.McClellan Oscillator: A technical indicator that measures market breadth momentum by analyzing the difference between advancing and declining stocks. Negative readings, like -43, point to a weakening trend.

2. Summation Index: This is a cumulative version of the McClellan Oscillator used to track longer-term market breadth trends. A deeply negative value, like -351, highlights sustained weakness.

3. Double Top: A bearish chart pattern where an asset’s price peaks twice at similar levels before declining. It’s often a precursor to a downtrend.

4. RSP (S&P 500 Equal-Weight Index): An index that weights all 500 S&P stocks equally, contrasting with the market-cap-weighted S&P 500. It often reveals broader market health that mega-cap stocks can obscure.

5. HGX (Housing Index): A sector-specific index tracking housing-related stocks. Its 18% decline from peak levels indicates significant sector challenges.

6. XLB (Materials Sector ETF): Tracks materials companies, highlighting industry trends like chemicals, construction materials, and mining. It has given back most of its yearly gains.

7. Magnificent Seven: A recent term referring to the seven dominant mega-cap tech stocks (e.g., Apple (NASDAQ:AAPL), Microsoft (NASDAQ:MSFT)) that have disproportionately influenced the S&P 500’s performance.

Original Post (NYSE:POST)

Latest comments

Loading next article…
Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2025 - Fusion Media Limited. All Rights Reserved.