03 June 2024

S&P 500 Investor Focus Shifts Forward to 2024-Q4

An editorial cartoon of train tracks going out to the horizon with the characters '2024-Q4' floating above them. Image generated with Microsoft Copilot Designer.

The S&P 500 (Index: SPX) lost a half percent of its value from its previous week's close during the Memorial Day holiday-shortened week. The index ended an exciting day of trading on Friday, 31 May 2024 at 5,277.51.

In doing so, the trajectory of the index has aligned with the dividend futures-based model projection of where the index would be provided investors shifted their forward-looking focus toward 2024-Q4. The shift in focus comes as expectations of a September 2024 rate cut by the Federal Reserve solidified somewhat following the latest inflation data.

Should that expectation hold, this rate cut would be announced on 18 September 2024, just two days before the effective end of 2024-Q3 with the expiration of the dividend futures contract for that quarter. 2024-Q4 effectively begins on Saturday, 21 September 2024.

At least, that's our initial assessment from examining the latest update of the alternative futures chart. Here's what that chart looks like:

Alternative Futures - S&P 500 - 2024Q2 - Standard Model (m=+1.5 from 9 March 2023) - Snapshot on 31 May 2024

Here's how the market moving news headlines of the week played out.

Tuesday, 28 May 2024
Wednesday, 29 May 2024
Thursday, 30 May 2024
Friday, 31 May 2024

The CME Group's FedWatch Tool continued holding steady in anticipating the Fed will hold the Federal Funds Rate steady in a target range of 5.25-5.50% until 18 September (2024-Q3). The tool anticipates the Fed will start a series of 0.25% rate cuts on that date that will proceed into 2025 at 18 week intervals.

The Atlanta Fed's GDPNow tool's forecast of annualized real GDP growth rate during 2024-Q2 dropped to +2.7% from the +3.5% growth projected a week earlier. Meanwhile, the BEA's estimate of annualized real GDP growth in the first quarter of 2024 was revised down from +1.6% to +1.3%. The BEA will revise its official estimate for 2024-Q1 real GDP growth again on 27 June 2024.

Image credit: Microsoft Copilot Designer. Prompt: "An editorial cartoon of train tracks going out to the horizon with the characters '2024-Q4' floating above them".