During
the past year, I have published several TSM (and CANSLIM.net) articles discussing various measures
of market health: sentiment product (
12/27/05), the “amazing 200” (12/02/05), the put/call ratio and the VXO (7/15/05), the yield curve
(2/20/05), and the percent of NYSE stocks with bullish point & figure charts
(1/03/06). These, for the most part, technical readings taken across the breadth of
the market forecast when the market is healthy and, more importantly, when it’s
turning.
This month, I discuss
another economic measure—consumer spending—that fuels the market. Consumer
spending drives corporate earnings, which in turn, drive stock price. It’s
important to the trader/investor for two reasons: real consumer spending
(inflation adjusted) is a leading indicator of market health (and as such
the stock market), and it now can be
usefully forecasted thanks to the recent work of Joseph Ellis (“Ahead of the
Curve,” subtitled “A Commonsense Guide to Forecasting Business and Market
Cycles.”
The chain of events
in the economic cycle makes perfect sense to even the non-economists among us:
real consumer spending (RCS) accounts for 70% of GDP; it’s directly related to
the average hourly wage; as RCS picks up
industrial production increases to meet the increased demand; at some point
capital spending increases, jobs are created, corporate profits rise, and stock
value follows. The pattern results in the commonly known expansion side of the
business cycle. While this flow makes perfect sense, it’s been difficult to
forecast. It’s easily seen with the benefit of hindsight but murkier in
real time.
Ellis, ranked as Wall
Street’s #1 retail analyst for 18 consecutive years, argues that current
forecasting models fail because recession measures (defined as two successive
quarters of GDP decline) serve as the primary
indicator of economic harm, and second, data is tracked on a quarterly or
month-to-month basis. The first causes economists to miss market inflection
points. By the time a recession is identified, the market has long since fallen
back and, in fact, is probably ripe for its next expansion phase. The second adds unnecessary
noise to the whole process and makes the information unduly difficult to use.
Real consumer
spending lies at the heart of the process. Its growth measured as the 12-month
rate of change of a three-month moving average is illuminating. A slowing of
the growth in RCS has preceded nearly every bear market (13) and every recession
(9) since 1950. Invariably a slowing of RCS from the 5-6 percent rate to
the 2-3 percent (or lower) has signaled a bear market (defined by a 12 percent
or more drop in the S&P), and just as assuredly, the conventional measure of
recession has occurred after the S&P's fall (when the RCS rate has begun to pick
up again). The chart highlights the 2000-2001 bear market. It
shows the 10-year value of the S&P 500, the growth rate of RCS, and the difference of
this last from its 10-month moving average (my construct). Note, the last is
highlights transitions. Deviations from a moving average highlight
change in the moving average’s model of the system.

The area
encircled clearly shows the slowdown in RCS preceded the turndown in the
S&P. Similarly, its 10-month moving average difference (RCS – its 10-month
moving average) shows things have worsened there. The economic climate
improved in early 2002 and again in May 2003. Where to from here? RCS has
dropped precipitously over the past few months. Can the market be long to
follow?
I highly
recommend Joe Ellis’ book and his free website (www.AheadoftheCurve-theBook.com)
with its updated charts. His fresh approach allows one both to understand
which economic data are important at the various stages of the economic
cycle and to use that data to forecast market health. There you have it,
economic, market breadth and sentiment indicators. Together, they enable
one to better identify turning points in the market.