07 August 2023

S&P 500 Dips After U.S. Government Credit Rating Downgrade

Stable Diffusion DreamStudio Beta: Angry Bear on Wall Street

It started off as a quiet trading week.

The S&P 500 (Index: SPX) was trading within six and half points of its previous week's close during the first two days of the week that was. Then Wednesday, 2 August 2023's news that Fitch Ratings had stripped the U.S. government's AAA credit rating happened. The index went on to close the week at 4,478.03, down 2.3% from where it ended the previous week.

It could have been worse. Fitch downgraded the U.S. government's credit rating to AA+, just one notch below the AAA level, and there's a lot of lower credit grades it could have assigned. But that was the main market-moving event of the trading week ending on Friday, 4 August 2023.

That negative action puts the trajectory of the S&P 500 nearly on track with where the dividend futures-based model would expect it, provided investors have set their forward looking attention on either 2023-Q4 or 2024-Q1, the same as they were in the previous week. The latest update to the alternative futures chart shows where things stand.

Alternative Futures - S&P 500 - 2023Q3 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 4 Aug 2023

Looking past this week, it looks to us like the model's projections will be skewed by the echo of past volatility over the next two weeks, which is a consequence of using historic stock prices as the base reference points for making its projectings of the future. In this case, we think the model's projections are being skewed higher by the echo effect, where it's much more likely the S&P 500 will range within a few percent of its current level.

Looking further forward, we see we'll be coming up on another prolonged period where the echo effect will affect the dividend futures-based model's projections in about four weeks, but in the negative direction. Because that echo will last more than a few weeks, we'll add a new redzone forecast range to the chart to account for that upcoming echo before we get there.

Here's our summary of the past week's market-moving headlines:

Monday, 31 July 2023
Tuesday, 1 August 2023
Wednesday, 2 August 2023
Thursday, 3 August 2023
Friday, 4 August 2023

The CME Group's FedWatch Tool showed little-to-no change from last week in its projections for the future of how the Fed will set interest rates. It projects no future rate hikes through April 2024, followed by a series of quarter point rate cuts will begin as early as 1 May (2024-Q2) and continue at six-to-twelve-week intervals through the end of 2024.

The Atlanta Fed's GDPNow tool upped its estimate of real GDP growth in 2023-Q3 to +3.9% from the previous week's estimate of +3.5%.

Image credit: Stable Diffusion DreamStudio Beta. Prompt: "megan duncanson style painting, angry bear on Wall Street, early stages of sunset, psychedelic effects --ar 16:9".