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BTIG strategists see potential for 'modest price weakness' in S&P 500

Published 25/03/2024, 15:20
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Last week, the S&P 500 surged to over 14% above its 200-day moving average, reaching “historically extreme” levels, BTIG strategists said in a note released on Sunday.

The pressing question now is whether the market will undergo a correction through time or a price adjustment, they added.

"The latter has been elusive for the last five months," the strategists note, suggesting there may be a potential for “some modest price weakness” in the near term.

The S&P 500 last week hit a level of 52-week highs not seen in nearly three years, a phenomenon that the strategists point out does not typically signify a peak, but rather presents a more complex picture for near-term returns.

With historical precedents showing a mix of outcomes—significant pullbacks following similar surges in 2018 and 2020, as well as strong upward trends in 2017, 2020, and 2021—the market's current state is nuanced.

Moreover, market dispersion is evident as correlations dip to the lowest levels in over 17 years, highlighting the success of the long/short momentum strategy, which has seen a dominant performance year-to-date, boasting a 32% gain.

“However, April is by far the worst month of the year for this strategy, averaging a -4.15% return. While most of this is due to the momentum short side averaging more than a 5% gain in April, the momentum long index has been down 7 of the last 9 years in April,” the strategists wrote.

“Utilities look attractive as a low-mo beneficiary heading into April, which is by far their best month of the year, averaging +1.96% over the last 30 years and up 20 of the last 25 years,” they added.

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