Get Ready for the Santa Rally!

We are in the seasonal strong period (from Nov to Feb) where the Dow usually rings in a Santa Rally. In the short run the week after Thanksgiving tends to be down, but the week after kicks off the Santa Rally. We have also been in an odd-looking market for the past month, where it looks like a series of square waves. See the first chart, excerpted from Daneric today.

My speculation is the odd shape is from a very clever arb play on the Dollar. Throughout November we have seen overnight selling of the USD Sunday, and a sharp spike up in equities Monday; then a fade through the rest of the week. Given Thanksgiving and Dubai, the pattern reversed into a sharp overnight drop in equities; but the pattern returned on the last day of the month, with overnight dumping of the Dollar on Monday night and a sharp rise to greet the new month.

Why this play? A number of Asian Tigers publicly announced that they would intervene to debase their currency (or at least stop it rising so fast against the USD) in order to remain price competitive with China. China stayed out, Japan is tapped out, and the US stayed mum. If you were George Soros, who had called a bluff of the Bank of England and won, what would you do? Sell into them, let them drive it back up, and do it again! In the meantime hedge via buying into US equities. I cannot confirm the play, but it is pretty clever.

Wave Theory can encompass even an odd set of square waves. The simplest count is that we are going through and are about to finish a triangle, meaning it is either a wave 4 or a B wave. Both denote a wave up. We need to finish off the triangle, so expect weakness through the rest of this week.

This also means Prechter will have to cover his double short position presently.

This chart is from today’s STU, and is one of two counts they are following. There is a lot more in tonight’s newsletter that I will leave for subscribers. Suffice to say that we at least have a final wave 5 up to finish, which could happen by the end of the year, or earlier, even close to Jim Ross’s Dec 10 turn window, which stretches to Dec 15.

The more interesting count, which fits the seasonal strong period, is that we have a much longer wave stretching into Feb 2010 and striving for the 61% retrace. This chart shows that count: we have had a double zigzag up so far since Mar9, and are in the B wave of a third zigzag. The good news is that there are no quad zigzags, so this next wave is it.

So there you have it: a Santa Rally either way! And if I am even half right about the USD Arb Play, we should be downish this week then have another overnight Dollar Dump Sunday night, setting up a rip roarin’ kick-off to the Santa Rally next Monday.

About Duncan Davidson 228 Articles

Affiliation: NetService Ventures

Duncan is an advisor to NetService Ventures, where he focuses on digital media and the mobile Internet.

Previously he was at four start-ups: Xumii, a mobile social service based on a Social Addressbook; SkyPilot Networks, the performance leader of wireless mesh systems for last-mile access, where he was the founding CEO; Covad Communications (Amex: DVW, $9B market cap at the peak), the leading independent DSL access provider, where he was the founding Chairman; InterTrust Technologies ($9B market cap at the peak), the pioneer in digital rights management technologies, now owned by Sony and Philips, where he was SVP Business Development and the pitchman for the IPO.

Before these ventures, Duncan was a partner at Cambridge Venture Partners, an early-stage venture firm, and managing partner of Gemini McKenna, a joint venture between Regis McKenna's marketing firm and Gemini Consulting, the global management consulting arm of Cap Gemini.

He serves on the board or is an adviser to Aggregate Knowledge (content discovery), Livescribe (digital pen), AllVoices (citizen journalism), Xumii (mobile social addressbook), Verismo (Internet settop box), and Widevine (DRM for IPTV).

Visit: Duncan Davidson's Blogs

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