27 November 2023

An Uneventful Thanksgiving Holiday Week for the S&P 500

Angry Bull photo by Carlos ZGZ via Flickr - https://www.flickr.com/photos/carloszgz/15829576985/in/photolist-q7NHK8-aRQkYT
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Welcome back from the Thanksgiving holiday! We're pleased to confirm that not much happened to affect stock prices during the week that was, so if you took the entire week off, you really didn't miss much.

That's because there was little news originating in the U.S. to give markets a convincing direction during the past week. The Thanksgiving holiday-shortened trading week saw the S&P 500 (Index: SPX) close at 4559.34, up 1.0% from the previous week's close.

For the latest update of the alternative futures chart, we find the index is continuing to follow a flat-to-slightly rising trajectory. That puts it above the unadjusted dividend futures-based model's short term projections, but that's only because we've chosen to not extend the redzone forecast range to account for the short term echo from October 2023's outlier noise event.

Alternative Futures - S&P 500 - 2023Q4 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 24 Nov 2023

That echo effect is a result of the dividend futures-based model's use of historic stock prices as the base reference points from which it projects the future for the S&P 500. Those base reference points are taken from the S&P 500's value some 13 months, 12 months, and 1 month earlier. October 2023's short-term spike in long-term U.S. Treasury rates occurred just one month ago, so the model's raw projections are being skewed by the volatility in stock prices at that time. The echo will stop affecting the model's projections in one week, coinciding with its dissipation.

Our summary of the past week's market-moving headlines is blissfully short:

Monday, 20 November 2023
Tuesday, 21 November 2023
Wednesday, 22 November 2023
Friday, 24 November 2023

The CME Group's FedWatch Tool continues to expect the Fed will hold the Federal Funds Rate steady in a target range of 5.25-5.50% through next April (2024-Q2). Starting from 1 May (2024-Q2), investors expect deteriorating economic conditions will force the Fed to start a series of quarter point rate cuts at six-to-twelve-week intervals through the end of 2024, unchanged from their expectations of a week earlier.

The Atlanta Fed's GDPNow tool's estimate of real GDP growth for the current quarter of 2023-Q4 ticked back up to +2.1% from last week's projected +2.0% annualized growth.

Image credit: Angry Bull photo by Carlos ZGZ on Flickr. Public domain image. Creative Commons CC0 1.0 DEED.