The incredible rising Dollar

Do you remember not but a few moons ago when the Dollar was sinking fast on its way to becoming a second class currency? Did you notice the trend changed? Consider from the wires:

“Remember all those predictions last winter that the greenback was certain to be crushed in 2005 under massive U.S. trade deficits? Oops! The dollar has levitated about 15% against both the euro and the yen this year, though the fearsome deficits turned out even bigger than expected. On Nov. 16 the dollar reached a 27-month high against the yen and a 24-month high against the euro. Dollar bear Warren Buffett
said on Nov. 4 that his firm, Berkshire Hathaway
(
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, had lost about $900 million through September on currency bets.”

I am curious why the major press was not curious about what
technique Buffett used to take his initial short position in the Dollar? He built his reputation off going “long only” or off “buying and holding”. Shorting the dollar seems quite different than those strategies. What prompted the exit of a substantial part of that short position in recent months?

Take a look at the chart that doesn’t make much sense to short as of now:

While I am no fundamentalist, it makes sense to consider an excerpt of reporting from John H. Makin:

“Since a low point this past January, the trade-weighted dollar has risen by more than 14 percent to surpass its May 2004 high. Against its major competitors as global stores of value, the euro and the yen, the dollar has risen even more–by 16 percent and 17 percent respectively. During this same ten-month span, foreign central bank purchases of dollar assets have actually slowed, while private foreign buying has increased. To be sure, a large share of the rise in private foreign buying of dollars has come from petroleum exporters who, in reality, are government buyers. This marks a return to the petro-dollar flows into the United States that emerged in the first oil crisis of 1970s. That said, the oil exporters could just as well be purchasing more euros or yen–and to listen to the widespread cries of the imminent demise of the dollar, one might think they would. Instead, they are buying dollars as the preferred ‘paper currency’ store of value while buying more gold as a hedge against the low probability of a broad debasement of paper currencies by overstretched governments in Europe, Japan, and the United States. At close to $500 per ounce the price of gold has risen by about 16 percent since January against the world’s most favored paper currency – the dollar. Of course with the dollar appreciating by 16 percent against its alternatives–the yen and the euro–the compound increase in the value of gold against the dollar’s top competitors as paper stores of value is over 34 percent. Clearly, the countries with large current-account surpluses (that is, the OPEC nations and Asian exporters) have been accumulating dollars and gold at the expense of yen and euros….One final irony emerges from the dollar’s defiant strength this year. America’s two richest men, Bill Gates and Warren Buffett, are losing hundreds of millions of dollars having bet against the dollar on the premise that rising U.S. current-account and budget deficits would have to weaken it. Maybe these two remarkable men should have pondered a little more the question of whether they could have become multibillionaires in Europe or Japan, where the environment for growth and innovation is far less friendly and the underlying vigor of the economy is less conducive to a strong currency. Beyond that, I guess they did not notice that the budget deficits and government debt are considerably larger in Europe and Japan than they are in America. Betting against the dollar meant that Gates and Buffett were betting against themselves. I can’t see why they would want to do that.”


John H. Makin

November 29, 2005

AEI Online

John makes the case that the Dollar has trended. He lays out the percent moves in easy to understand language. He points out correctly that Buffett bet wrong on the direction. Buffett ignored the trend. However, as you consider John’s writing consider these points and questions:

  • Determining foreign central bank purchases v. private foreign buying helps you to know when to buy and sell how?
  • A knowledge of the oil crisis in 1970s tells you how to trade the Dollar today how exactly?
  • Let’s say you had perfect knowledge of “petro-dollar flows”…does that tell you how much of your limited capital you should be trading at any one time?
  • Gates and Buffett were using a trading strategy to bet against the Dollar. If they were right, no one would say they were betting against themselves. This is not about being pro-American or pro any country…this is about having a trading plan to enter and exit and knowing how much to bet along the way at any given time. Right?

Further, how does John answer these 5 questions:

  • What to buy or sell?
  • When to enter exactly?
  • When to exit with a loss?
  • When to exit with a profit?
  • How much of your limited capital to “bet” at any one time?

The fundamental stories might ring true and make sense, but they don’t answer the 5 critical questions. What happens if the Dollar dives down from here? What’s your plan? Got one?


Michael W. Covel
is the founder and President of Trend Following. A researcher of the most successful Trend Following investment managers, he has been in the alternative investments industry consulting on Trend Following to individual traders, hedge funds and banks for ten years. His best selling book, Trend Following: How Great Traders Make Millions in Up or Down Markets, New Expanded Edition (Prentice Hall, November 2005) is a complete and concise guide to trend following. It includes interviews with great trend followers who have won millions if not billions in the market. The trading world has embraced the book with endorsements from Van K. Tharp, John Mauldin, Ed Seykota and many more. Trend Following is now in its fifth printing, and is currently available in a Japanese translation with Chinese, German, French, Korean and Russian translations soon to follow. Teaching and sharing unique insights about Trend Following trading and alternative investments has earned Mr. Covel respect as a rational and logical voice in uncertain times. Mr. Covel also writes for numerous industry publications including Your Trading Edge, Stocks, Futures and Options Magazine and International Petroleum Finance and is consistently quoted and interviewed by a variety of financial publications.

Mr. Covel is also Managing Editor at TurtleTrader.com, the leading Trend Following news and commentary resource since 1996. Thousands of visitors from more than 70 countries as well as hundreds of trading professionals engaged in years of debate and interchange making the site the rich archive of trading information, data and opinion that it continues to be today. TurtleTrader, one of the largest & strongest trading community on the web with over 7.5 million unique visitors since its inception, also functions as a resource center for the Trend Following Educational Course.