It Looks and Smells Like a Bear Market Rally

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Mark Hulbert Archives | Email alerts

Nov. 4, 2011, 12:01 a.m. EDT

By Mark Hulbert, MarketWatch

CHAPEL HILL, N.C. (MarketWatch) "” If it looks like a bear market rally, and smells like a bear market rally, then?

It's been exactly one month since the S&P 500 /quotes/zigman/3870025 SPX +1.88%   dipped into official bear market territory. In the wake of the 17% rally since the Oct. 4 intra-day low, advisers have been falling over themselves retreating from the bearish camp and jumping back on to the bullish bandwagon.

/quotes/zigman/3870025 SPX 1,261.15, +23.25, +1.88%

That kind of behavior suggests that what we're seeing is a bear market rally.

I noted this disturbing sentiment trend one week ago, on the day of what so far has been the high for the month-old rally. Unfortunately, developments on the sentiment front since then paint an even more disturbing picture. ( Read my Oct. 28 column, entitled "Wall of worry gives way to slope of hope" )

Consider the average recommended equity exposure level among a subset of the short-term stock market timers tracked by the Hulbert Financial Digest (as measured by the Hulbert Stock Newsletter Sentiment Index, or HSNSI). Even though the stock market is lower today than where it stood one week ago, this average has continued to grow.

This suggests a stubbornly held optimism on the part of the average market timer, which is a dangerous condition, according to contrarian analysis.

Click to Play $(function () { $("#video_6E370B6B-D556-4F8E-8707-3938A1F73D3E").click(function (e) { e.preventDefault(); MarketWatch.Video.loadAndStartVideo('6E370B6B-D556-4F8E-8707-3938A1F73D3E', 'video_6E370B6B-D556-4F8E-8707-3938A1F73D3E', '287', '162'); }); }); After recent bottom, are we back in a bull market?

Sentiment characteristics of the rally over the last 30 days suggest a bear-market rally, not a new bull market, according to Mark Hulbert, who says what's missing is more skepticism among investors and advisers. Nicole Hong reports. (Image: Getty Images)

The HSNSI is now 51 percentage points higher than where it stood a month ago. To put that in context, consider that over the first month of the last six bear markets, the HSNSI never grew by that much. In fact, the average increase in this sentiment index over each of those six bear markets' first month was just 19.9 percentage points.

These disturbing sentiment trends are even more evident among those market timers who focus on the Nasdaq market. That market is quite susceptible to changes in investor mood, and is therefore a particularly sensitive barometer of sentiment.

According to the Hulbert Financial Digest, the average recommended exposure levels among these timers is now 106 percentage points higher than where it stood a month ago. This is 12 percentage points higher than the week-ago level, even though the Nasdaq Composite Index /quotes/zigman/123127 COMP +2.20%   is lower today than then.

Is there any way for the market to escape the bearish conclusion to which contrarian analysis leads? Advisors would have to beat a quick retreat in coming sessions which, while possible, appears unlikely.

The unfortunate conclusion is that the Oct. 4 lows are likely to be broken.

Click here to learn more about the Hulbert Financial Digest.

/quotes/zigman/3870025 Add SPX to portfolio SPX S&P 500 Index 1,261.15 +23.25 +1.88% Volume: 0.00 Nov. 3, 2011 5:13p var embeddedchart124732823Chart = new EmbeddedChart('#embeddedchart124732823', NormalChartStyleNoDecimals, 240, 80, '1dy', '5mi', null, null, null, 'US:SPX'); jQuery.data($('#embeddedchart124732823').get(0), 'embeddedchart', embeddedchart124732823Chart); /quotes/zigman/123127 Add COMP to portfolio COMP NASDAQ Composite Index 2,697.97 +57.99 +2.20% Volume: 0.00 Nov. 3, 2011 5:30p var embeddedchart1186512883Chart = new EmbeddedChart('#embeddedchart1186512883', NormalChartStyleNoDecimals, 240, 80, '1dy', '5mi', null, null, null, 'US:COMP'); jQuery.data($('#embeddedchart1186512883').get(0), 'embeddedchart', embeddedchart1186512883Chart); //$(document).ready(function() { var storywidth = $('#mainstory').width(); var maxwidth = storywidth; $('#maincontent pre').each(function (index, value) { var thiswidth = $(value).width(); if (thiswidth > maxwidth) maxwidth = thiswidth; }); var offset = maxwidth - storywidth; if (offset > 0) { var margin = 13; var blanketwidth = $('#blanket').width(); var contentwidth = $('#maincontent').width(); $('#blanket').width(blanketwidth + offset + margin); $('#maincontent').width(contentwidth + offset + margin); $('#mainstory').width(storywidth + offset + margin); } //});

Mark Hulbert is the founder of Hulbert Financial Digest in Annandale, Va. He has been tracking the advice of more than 160 financial newsletters since 1980.

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Mark Hulbert is editor of the Hulbert Financial Digest, which since 1980 has been tracking the performance of hundreds of investment advisors. The HFD... Expand

Mark Hulbert is editor of the Hulbert Financial Digest, which since 1980 has been tracking the performance of hundreds of investment advisors. The HFD became a service of MarketWatch in April 2002. In addition to being a Senior Columnist for MarketWatch, Hulbert writes a monthly column for Barron's.com and a column on investment strategies for the Journal of the American Association of Individual Investors. A frequent guest on television and radio shows, you may have seen Hulbert on CNBC, Wall Street Week, or ABC's World News This Morning. Most recently, Dow Jones and MarketWatch launched a new weekly newsletter based on Hulbert's research, entitled Hulbert on Markets: What's Working Now. Collapse

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Loading more headlines... dow /quotes/zigman/627449/delayed 12,044.47 +208.43 +1.76% nasdaq /quotes/zigman/123127 2,697.97 +57.99 +2.20% s&p 500 /quotes/zigman/3870025 1,261.15 +23.25 +1.88% Kiosk 1291266000000 1291266000000

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