18 September 2023

S&P 500 Sits Around Looking for Direction

A restful brown bear photo by Mark Basarab via Unsplash - https://unsplash.com/photos/y421kXlUOQk

If investors in the S&P 500 (Index: SPX) were looking for direction from the newstreams for how to shape their portfolios, they didn't find much to influence them.

That's despite Friday, 15 September 2023 being a triple witching trading day for U.S. markets with the scheduled expiration of derivative contracts for stock options, stock-index options, and stock index futures that are often associated with higher-than-average volatility.

Without much news to motivate them, the index pretty much just sat around, mostly trading within 1.1% of where it closed the week before. The S&P 500 wrapped up the week at 4450.32, down 0.16% from where it closed the week before.

For the latest update to the dividend futures-based model's alternative futures chart, we find the index dipped just enough to move into the lower half of the redzone forecast range. Which is to say stock prices are behaving very predictably.

Alternative Futures - S&P 500 - 2023Q3 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 15 Sep 2023

As far as dividends futures are concerned, 2023-Q3 came to an end on Friday, 15 September 2023 and we are now in 2023-Q4. We'll continue updating the 2023-Q3 alternative futures chart for another two weeks however before we roll the chart forward to show 2023-Q4.

Meanwhile, here's what passed as market-moving headline during the week that was:

Monday, 11 September 2023
Tuesday, 12 September 2023
Wednesday, 13 September 2023
Thursday, 14 September 2023
Friday, 15 September 2023

The CME Group's FedWatch Tool showed little change in the past week. It continues to show no rate hike when the Fed next meets on 19-20 September (2023-Q3). After which, the tool projects the Fed will hold rates steady until 12 June (2024-Q2), which is expected to mark the first of a series of quarter point rate cuts continuing at six-to-twelve-week intervals through the end of 2024.

The Atlanta Fed's GDPNow tool's forecast of annualized real growth rate during 2023-Q3 is +4.9%, falling from last week's prediction of +5.6% growth.

Image credit: Restful bear photo by Mark Basarab on Unsplash.