Here’s Why I’m Short the Dow

Like the
previous session, stocks oscillated in an indecisive fashion, but this time the
major indices finished near unchanged levels. The broad market recovered from
morning weakness at mid-day, but a selloff in the final ninety minutes of
trading pushed stocks back down towards the flat line. The S&P 500 advanced
0.1%, while both the NASDAQ Composite and Dow Jones Industrial Average closed
less than 0.1% lower. Small and mid-cap stocks were resilient, enabling both the
Russell 2000 and S&P Midcap 400 indices to gain 0.3%. Each of the major indices
wrapped up the day near the middle of their intraday ranges, confirming the
intraday indecision.

Total
volume in the NYSE rose 22% yesterday, while volume in the NASDAQ was 10% higher
than the previous day’s level. Given that the broad market was little changed,
the higher turnover could be correctly interpreted as institutional “churning.”
When volume increases significantly, but prices are little changed, this is a
bearish sign known as “churning.” It indicates that volume picked up as traders
tried to rally stocks, but there was equally enough selling pressure to overcome
the buying programs. Days like these are when the “smart money” sells into
strength, but the general public doesn’t notice. When the market spins its
wheels near the top of range, as it did yesterday, such action often precedes a
selloff. Astute traders should view yesterday’s “churning” as a warning sign,
especially considering that stocks have not fully recovered from the November 27
selloff.

In
yesterday’s
The
Wagner Daily
, we pointed out how the Banking Index
(
BKX |
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was
setting up on the short side. It acted as expected yesterday, closing slightly
lower, so we still anticipate it will soon roll over. In addition to Banking, it
looks like Retail
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may follow suit to the downside as well. Take
a look:


In the
middle of November, the RLX index broke out to a new high, then consolidated in
a tight range for nearly two weeks. Normally, such action would be quite
bullish, but the consolidation failed when the index broke below its 20-day MA
on November 27. It is now struggling to hold support of its 50-day MA, but a
break below it will send the retail stocks firmly lower. When a stock, ETF, or
index fails to break out of a tight consolidation, it traps the bulls who bought
the consolidation because they are forced to sell. The weakness subsequently
attracts the short sellers, which causes downside momentum to pick up. For that
reason, failed breakouts to new highs are consistently one of our favorite and
most profitable types of short setups. The ticker symbols of a few retail ETFs
to check out are:

(
IYC |
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(
RTH |
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(
PMR |
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(
XRT |
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On the
bullish side, the Dow Jones Utilities Average
(
DJU |
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just broke out to
a new record high:


The
Utilities sector is showing great relative strength by ignoring the trend of the
broad market. If you feel the need to be long anything other than commodities
such as oil and gold right now, the Utilities are probably one of your best
bets. The S&P Select Utilities SPDR
(
XLU |
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PowerRating)
and the Utilities HOLDR
(
UTH |
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PowerRating)
are the two most popular ETFs in the sector. However, all long
positions should be entered with reduced position size and tight stops at this
moment in time.

Although
the S&P has recovered the vicinity of its prior high, the Dow Jones Industrial
Average merely kissed resistance of its prior uptrend line yesterday. Prior
support becomes new resistance after the support is broken, so this trendline
could provide a good excuse for the Dow to move lower in the coming days. This
is illustrated on the daily chart of the Dow below:


We
remain long the UltraShort Dow 30 ProShares, which has a completely inverse
chart as the Dow. If the Dow follows through to the downside, this trade will
work out well, but our risk is minimal if it doesn’t because we have raised our
stop to just below breakeven.

The Dow
looks the best of the broad-based ETFs on the short side, as it has been showing
the most relative weakness and remains below its prior uptrend line. However, we
are still of the opinion that a much better bet is to focus on industry sectors
that are trading largely independently of the broad market. Banking and Retail
are two of the better looking sectors on the short side. Per yesterday’s
newsletter, we are now short the Regional Bank HOLDR
(
RKH |
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PowerRating)
. Utilities
and Energy are showing the most strength on the upside. We locked in nearly a
6-point gain on our
(
OIH |
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PowerRating)
position yesterday, but oil may still have some
juice left. The same goes for our gold position
(
GLD |
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PowerRating)
, which now has a very
tight stop and is near our price target.

Open
ETF positions:

Long GLD,
DXD, PBW, short RKH (regular subscribers to

The Wagner Daily
receive detailed stop and target prices on open
positions and detailed setup information on new ETF trade entry prices. Intraday
e-mail alerts are also sent as needed.)


Deron Wagner
is the head trader of Morpheus Capital Hedge Fund and founder
of Morpheus Trading Group (morpheustrading.com),
which he launched in 2001. Wagner appears on his best-selling video, Sector
Trading Strategies (Marketplace Books, June 2002), and is co-author of both The
Long-Term Day Trader (Career Press, April 2000) and The After-Hours Trader
(McGraw Hill, August 2000). Past television appearances include CNBC, ABC, and
Yahoo! FinanceVision. He is also a frequent guest speaker at various trading and
financial conferences around the world. For a free trial to the full version of
The Wagner Daily or to learn about Deron’s other services, visit
morpheustrading.com or send an e-mail
to deron@morpheustrading.com
.