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Season Of The Glitch

When I look over my shoulder What do you think I see? Some other cat lookin’ over His shoulder at me. – Donovan, “Season of the Witch” (1966) Josh Leonard: I see why you like this video camera so much. Heather Donahue: You do? Josh Leonard: It’s not quite reality. It’s like a totally filtered reality. It’s like you can pretend everything’s not quite the way it is. – “The Blair Witch Project” (1999) Over the past two months, more than 90 Wall Street Journal articles have used the word “glitch”. A few choice selections below: Bank of New York Mellon Corp.’s chief executive warned clients that his firm wouldn’t be able to solve all pricing problems caused by a computer glitch before markets open Monday. – “BNY Mellon Races to Fix Pricing Glitches Before Markets Open Monday”, August 30, 2015 A computer glitch is preventing hundreds of mutual and exchange-traded funds from providing investors with the values of their holdings, complicating trading in some of the most widely held investments. – “A New Computer Glitch is Rocking the Mutual Fund Industry”, August 26, 2015 Bank says data loss was due to software glitch. – “Deutsche Bank Didn’t Archive Chats Used by Some Employees Tied to Libor Probe”, July 30, 2015 NYSE explanation confirms software glitch as cause, following initial fears of a cyberattack. – “NYSE Says Wednesday Outage Caused by Software Update”, July 10, 2015 Some TD Ameritrade Holding Corp. customers experienced delays in placing orders Friday morning due to a software glitch, the brokerage said.. – “TD Ameritrade Experienced Order Routing, Messaging Problems”, July 10, 2015 Thousands of investors with stop-loss orders on their ETFs saw those positions crushed in the first 30 minutes of trading last Monday, August 24th. Seeing a price blow right through your stop is perhaps the worst experience in all of investing because it seems like such a betrayal. “Hey, isn’t this what a smart investor is supposed to do? What do you mean there was no liquidity at my stop? What do you mean I got filled $5 below my stop? Wait… now the price is back above my stop! Is this for real?” Welcome to the Big Leagues of Investing Pain. What happened last Monday morning, when Apple was down 11% and the VIX couldn’t be priced and the CNBC anchors looked like they were going to vomit, was not a glitch. Yes, a flawed SunGard pricing platform was part of the proximate cause, but the structural problem here- and the reason this sort of dislocation WILL happen again, soon and more severely- is that a vast crowd of market participants- let’s call them Investors- are making a classic mistake. It’s what a statistics professor would call a “category error”, and it’s a heartbreaker. Moreover, there’s a slightly less vast crowd of market participants- let’s call them Market Makers and The Sell Side- who are only too happy to perpetuate and encourage this category error. Not for nothing, but Virtu and Volant and other HFT “liquidity providers” had their most profitable day last Monday since… well, since the Flash Crash of 2010. So if you’re a Market Maker or you’re on The Sell Side or you’re one of their media apologists, you call last week’s price dislocations a “glitch” and misdirect everyone’s attention to total red herrings like supposed forced liquidations of risk parity strategies. Wash, rinse, repeat. The category error made by most Investors today, from your retired father-in-law to the largest sovereign wealth fund, is to confuse an allocation for an investment. If you treat an allocation like an investment… if you think about buying and selling an ETF in the same way that you think about buying and selling stock in a real-life company with real-life cash flows… you’re making the same mistake that currency traders made earlier this year with the Swiss Franc (read “ Ghost in the Machine ” for more). You’re making a category error, and one day- maybe last Monday or maybe next Monday- that mistake will come back to haunt you. The simple fact is that there’s precious little investing in markets today- understood as buying a fractional ownership position in the real-life cash flows of a real-life company- a casualty of policy-driven markets where real-life fundamentals mean next to nothing for market returns. Instead, it’s all portfolio positioning, all allocation, all the time. But most Investors still maintain the pleasant illusion that what they’re doing is some form of stock-picking, some form of their traditional understanding of what it means to be an Investor. It’s the story they tell themselves and each other to get through the day, and the people who hold the media cameras and microphones are only too happy to perpetuate this particular form of filtered reality. Now there’s absolutely nothing wrong with allocating rather than investing. In fact, as my partners Lee Partridge and Rusty Guinn never tire of saying, smart allocation is going to be responsible for the vast majority of public market portfolio returns over time for almost all investors. But that’s not the mythology that exists around markets. You don’t read Barron’s profiles about Great Allocators. No, you read about Great Investors, heroically making their stock-picking way in a sea of troubles. It’s 99% stochastics and probability distributions – really, it is – but since when did that make a myth less influential? So we gladly pay outrageous fees to the Great Investors who walk among us, even if most of us will never enjoy the outsized returns that won their reputations. So we search and search for the next Great Investor, even if the number of Great Investors in the world is exactly what enough random rolls of the dice would produce with Ordinary Investors. So we all aspire to be Great Investors, even if almost all of what we do- like buying an ETF- is allocating rather than investing. The key letter in an ETF is the F. It’s a Fund, with exactly the same meaning of the word as applied to a mutual fund. It’s an allocation to a basket of securities with some sort of common attribute or factor that you want represented in your overall portfolio, not a fractional piece of an asset that you want to directly own. Yes, unlike a mutual fund you CAN buy and sell an ETF just like a single name stock, but that doesn’t mean you SHOULD. Like so many things in our modern world, the exchange traded nature of the ETF is a benefit for the few (Market Makers and The Sell Side) that has been sold falsely as a benefit for the many (Investors). It’s not a benefit for Investors. On the contrary, it’s a detriment. Investors who would never in a million years consider trading in and out of a mutual fund do it all the time with an exchange traded fund, and as a result their thoughtful ETF allocation becomes just another chip in the stock market casino. This isn’t a feature. It’s a bug. What we saw last Monday morning was a specific manifestation of the behavioral fallacy of a category error, one that cost a lot of Investors a lot of money. Investors routinely put stop-loss orders on their ETFs. Why? Because… you know, this is what Great Investors do. They let their winners run and they limit their losses. Everyone knows this. It’s part of our accepted mythology, the Common Knowledge of investing. But here’s the truth. If you’re an Investor with a capital I (as opposed to a Trader with a capital T), there’s no good reason to put a stop-loss on an ETF or any other allocation instrument. I know. Crazy. And I’m sure I’ll get 100 irate unsubscribe notices from true-believing Investors for this heresy. So be it. Think of it this way… what is the meaning of an allocation? Answer: it’s a return stream with a certain set of qualities that for whatever reason – maybe diversification, maybe sheer greed, maybe something else – you believe that your portfolio should possess. Now ask yourself this: what does price have to do with this meaning of an allocation? Answer: very little, at least in and of itself. Are those return stream qualities that you prize in your portfolio significantly altered just because the per-share price of a representation of this return stream is now just below some arbitrary price line that you set? Of course not. More generally, those return stream qualities can only be understood… should only be understood… in the context of what else is in your portfolio. I’m not saying that the price of this desired return stream means nothing. I’m saying that it means nothing in and of itself. An allocation has contingent meaning, not absolute meaning, and it should be evaluated on its relative merits, including price. There’s nothing contingent about a stop-loss order. It’s entirely specific to that security… I want it at this price and I don’t want it at that price, and that’s not the right way to think about an allocation. One of my very first Epsilon Theory notes, “ The Tao of Portfolio Management ,” was on this distinction between investing (what I called stock-picking in that note) and allocation (what I called top-down portfolio construction), and the ecological fallacy that drives category errors and a whole host of other market mistakes. It wasn’t a particularly popular note then, and this note probably won’t be, either. But I think it’s one of the most important things I’ve got to say. Why do I think it’s important? Because this category error goes way beyond whether or not you put stop-loss orders on ETFs. It enshrines myopic price considerations as the end-all and be-all for portfolio allocation decisions, and it accelerates the casino-fication of modern capital markets, both of which I think are absolute tragedies. For Investors, anyway. It’s a wash for Traders… just gives them a bigger playground. And it’s the gift that keeps on giving for Market Makers and The Sell Side. Why do I think it’s important? Because there are so many Investors making this category error and they are going to continue to be, at best, scared out of their minds and, at worst, totally run over by the Traders who are dominating these casino games. This isn’t the time or the place to dive into gamma trading or volatility skew hedges or liquidity replenishment points. But let me say this. If you don’t already understand what, say, a gamma hedge is, then you have ZERO chance of successfully trading your portfolio in reaction to the daily “news”. You’re going to be whipsawed mercilessly by these Hollow Markets , especially now that the Fed and the PBOC are playing a giant game of Chicken and are no longer working in unison to pump up global asset prices . One of the best pieces of advice I ever got as an Investor was to take what the market gives you. Right now the market isn’t giving us much, at least not the sort of stock-picking opportunities that most Investors want. Or think they want. That’s okay. This, too, shall pass. Eventually. Maybe . But what’s not okay is to confuse what the market IS giving us, which is the opportunity to make long-term portfolio allocation decisions, for the sort of active trading opportunity that fits our market mythology. It’s easy to confuse the two, particularly when there are powerful interests that profit from the confusion and the mythology. Market Makers and The Sell Side want to speed us up, both in the pace of our decision making and in the securities we use to implement those decisions, and if anything goes awry … well, it must have been a glitch. In truth, it’s time to slow down, both in our process and in the nature of the securities we buy and sell. And you might want to turn off the TV while you’re at it.

5 Hedges For A Bear Market

Summary Recent stock market movement has sharpened investor interest in the implications of a significant longer term move on their portfolios. Although a long term downtrend has not been confirmed, plans for hedging the market need to be in place now. Five instruments for hedging a bear market are compared. For almost seven months the S&P500 traded in an amazingly tight range between 2,040 and 2,134 (4.9%). Market watchers are relieved that it has broken out of this range and are alert to the possibility it is the beginning of the next leg up or down. The astute investor will want to prepare for this by having a calmly prepared plan to counteract the S turm und Drang 1 that accompanies such event. Even after the activity of last week the direction of the market is uncertain. In the event the direction will be down, this article reviews some widely available investments that are used to hedge a falling market: -1x inverse index funds -2x inverse index funds -3x inverse index funds Actively managed bear funds Index puts With the possible exception of the -3x funds all investments are assessed in the context of a six month time frame. The objective is to provide portfolio protection in a large market move, not short term speculation. The Question of Timing Determining what constitutes a real change in the market is somewhat of an art, as many investors discovered after oil’s recent false breakout. One indicator used by a number of respected professionals, such as Eric Parnell , is a sustained move below the 200 day moving average. But what constitutes “sustained?” Last October the S&P500 went below its 200 day average for five trading days, which turned out to be a false break. However, times when the 200 day average was broken for more than 10 trading days have been rare. It has occurred only twice in 20 years: March 2001 and June 2008. These signaled a market on the way to the biggest declines in this century. Investors who waited to hedge until the signal was confirmed were still able to benefit from further declines of 37% in 2001 and 49% in 2008. No single indicator is definitive, but the history of the 200 day moving average certainly makes it worth monitoring. The Hedges Bear Index ETFs (-1x): These funds try to obtain results that correspond to the inverse (-1x) of the daily performance of an index. They invest in derivatives and prices move close to the same degree as the underlying index but in the opposite direction. Investors can choose from a variety of broad or narrower indexes, as in these examples: ProShares Short S&P500 (NYSEARCA: SH ) ProShares Short Dow30 (NYSEARCA: DOG ) ProShares Short MSCI EAFE (NYSEARCA: EFZ ) ProShares Short Financials (NYSEARCA: SEF ) Ultrashort Bear Index ETFs (-2x): These funds try to obtain results that correspond to double the inverse (-2x) of the daily performance of an index. There are again many to choose from, such as: ProShares UltraShort S&P500 (NYSEARCA: SDS ) ProShares UltraShort Dow30 (NYSEARCA: DXD ) ProShares UltraShort MSCI Emerging Mkts (NYSEARCA: EEV ) ProShares UltraShort Financials (NYSEARCA: SKF ) 3x Bear ETFs: These funds try to obtain results that correspond to triple the inverse (-3x) of the daily performance of an index. Following the examples above there are: ProShares UltraPro Short S&P500 (NYSEARCA: SPXU ) ProShares UltraPro Short Dow30 (NYSEARCA: SDOW ) ProShares UltraPro Short Financials (NYSEARCA: FINZ ) According to etfdb.com there are 76 bear ETFs available from a variety of companies. There are many indexes to choose from, such as homebuilders (NYSEARCA: HBZ ), banking (NYSEARCA: KRS ), telecom (NYSEARCA: TLL ), China (NYSEARCA: FXP ), and Mexico (NYSEARCA: SMK ). Time has a negative effect on all bear funds because of the nature of their investments and their requirement to rebalance daily (in most cases). This can be severe for the more leveraged funds, as shown by the following chart of SH (-1x), SDS (-2x), and SPXU (-3x) in the flat market from February 10 through August 10. Six month comparison of SH, SDS, SPXU: Because of the time decay and the leverage, most advisors (including Proshares itself), recommend the 2x and 3x funds for short term holdings only. Longer term, if the market direction doesn’t cooperate losses can be large. In the past two rising market years (through 8/19/15) as the S&P500 gained 26% losses for SH, SDS, and SPXU were 26%, 46%, and 62% respectively. However, as short term defensive instruments, these funds are superb. Over the past 5 days, SH, SDS, and SPXU have gained 5.29%, 11.54%, and 16.33% against the S&P500 loss of -5.24%. Five day comparison of SH, SDS, SPXU: Actively managed bear funds: These funds invest in puts and short sales of individual stocks they believe will underperform the rest of the market. The largest is the AdvisorShares Ranger Equity Bear ETF (NYSEARCA: HDGE ). According to its website, the stated objective is ” capital appreciation through short sales of domestically traded equity securities. The Portfolio Manager implements a bottom-up, fundamental, research driven security selection process. In selecting short positions, the Fund seeks to identify securities with low earnings quality or aggressive accounting which may be intended on the part of company management to mask operational deterioration and bolster the reported earnings per share over a short time period. In addition, the Portfolio Manager seeks to identify earnings driven events that may act as a catalyst to the price decline of a security, such as downwards earnings revisions or reduced forward guidance .” HDGE has been in business since 2011 — a difficult period for bears. In the flat six month market up to August 19 it had a decent performance of +1.84% vs. -1.54% for the S&P500. In the last 5 days it is up +4.88% vs. -5.24% for the S&P500. Overall it has performed close to a rate of 1x the inverse of the broader market. S&P500 Put Options: The topic of options is so vast that the discussion in a short article like this must be very limited. We will focus on purchasing six month at-the-money S&P500 put options as a hedge against the decline of the broader index represented by the SPDR S&P 500 ETF (NYSEARCA: SPY ). The great advantage of options is that they allow the buyer to control a large number of shares for a small investment. Using the six month at-the-money 198 put as an example, the cost as of August 23 is 11.91. Options are sold in lots of 100. For $1191 the buyer controls $19800 of SPY, equivalent to16x leverage. The tradeoff for this is that options expire after a fixed period and the price includes a time premium. To book a gain on this option SPY has to decline in an amount greater than the time premium, which is 6% (11.91/198). In six months, SPY will have to be close to 186 (198-11.91) just to break even as the time premium disappears. Excluding the brief drop last October, the last time SPY was at this level was April 2014. Large drops in the index before expiration will result in big gains. On Friday, August 21 alone, the six month at-the-money 204 option rose 2.18, or 19%. Comparison and Recommendations The chart below summarizes the performance of the instruments discussed in the flat market of year-to-date ending August 19 and the sharp move of August 20-21. The SPY put YTD loss is based on a six month put expiring at the money. Investment objective YTD to 8/19 8/20-8/21 SPY ATM put S&P500 6 mo. put -100.0% 32.8% est. HDGE active managed bear -3.5% 4.6% SH 1x short index bear -3.6% 4.9% SDS 2x short index bear -7.1% 10.1% SPXU 3x short index bear -11.6% 15.0% S&P500 reference 1.0% -5.20% To have true portfolio protection a significant portion of a portfolio must be covered. The unleveraged short ETFs discussed here only protect an amount equal to what’s invested. So, for example, putting $10,000 in HDGE or SH protects $10,000 of a portfolio. If one’s portfolio is much larger, say $100,000, $10,000 in hedges leaves 90% unprotected. SPY puts are more complex. The buyer can control a large number of shares, but they expire at a specific date and part of the cost may be a time premium. As the chart shows, they can provide big short term gains; over the longer term they are designed to move in an inverse one to one ratio with the underlying S&P500 minus the time decay. The 2x and 3x leveraged instruments are an efficient way to insure a significant amount of the portfolio without a time premium or expiration. 50% of a $100,000 portfolio can be fully hedged (insured) by $25,000 of -2x SDS and only $16,666 of -3x SPXU. Based on the above chart, in a flat market similar to the past eight months this insurance with SDS would cost you $1,775(-7.1% of $25,000). The same insurance with SPXU would cost $2,900 (-11.6% of $25,000). This insurance cost would quickly be covered by a 3.8% decline in the S&P500 (-3.8% x -2x SDS = +7.6%; -3.8% x -3x SPXU = +11.4%) Any discussion of leveraged inverse funds such as SDS and SPXU (as well as their bull counterparts SSO and UPRO) must acknowledge their significant risk. Market moves in the wrong direction are very damaging, and they will lose value in a flat market or in times of high volatility. In the recent six month flat market SDS lost 8% and SPXU lost 13%. On the other hand, after the recent market drop both SDS and SPXU are up 3% year to date. Readers can get a better understanding of the risks by studying how these funds performed under various market conditions in the past. The best hedge for a down market depends on each individual’s risk tolerance and time horizon. However, an important consideration is having enough of the portfolio protected. The unleveraged hedges discussed here (actively managed bear funds and 1x inverse index funds) require a large dollar for dollar investment for protection. If an investor can accept the risk, leveraged 2x inverse index fund and 3x inverse fund can insure more of a portfolio for less money. Index put options are another low cost choice with their own unique characteristics. 1 Sturm und Drang: “… literally “Storm and Drive”, “Storm and Urge”, though conventionally translated as “Storm and Stress”) is a proto-Romantic movement in German literature and music taking place from the late 1760s to the early 1780s, in which individual subjectivity and, in particular, extremes of emotion were given free expression …” — Wikipedia. Disclosure: I/we have no positions in any stocks mentioned, but may initiate a long position in SDS over the next 72 hours. (More…) I wrote this article myself, and it expresses my own opinions. I am not receiving compensation for it (other than from Seeking Alpha). I have no business relationship with any company whose stock is mentioned in this article.

Gain From Market Correction Via Inverse ETFs

Though the U.S. stock market rode past the nagging Greek debt drama in July, occasional sell-offs in China and severely low oil prices this year, it lost steam in recent sessions. A wavering Chinese economy and the consequent burst of Chinese stock bubbles on the one hand and dimmed chances of the Fed’s sooner-than-expected policy tightening on the other flared up global growth worries and led the markets go into a tailspin. In China, trading has been rocky for long. The Chinese policy makers devalued the currency yuan by 2% presumably to maintain export competitiveness, on August 11. While this hinted at a deepening economic crisis, the release of the flash Chinese manufacturing data (for August) which indicated a six-and-a-half year low number was the final nail in the coffin. Though China sought to restrain the rout by allowed the pension funds to invest about $97 billion in the market, there was no relief in store. Uncertainty in China and lack of precision by the Fed on policy tightening timeline roiled the market momentum and ravaged most risky asset classes. Most importantly, oil prices slipped below $40/barrel on concerns over reduced demand. All these wrecked havoc on global equities and commodities. As per Bank of America Merrill Lynch, equity outflows touched a 15-week high . U.S. Stock-Index futures recorded the deepest weekly plunge in four years in the week ended August 21, 2015. The S&P 500 index is now down 7.6% from its May high and Dow Jones Industrial Average plummeted about 10.3% since it hit a high in May thanks mainly to a freefall in oil prices. NASDAQ Composite also slipped 10% from this year’s high touched in July. Persuaded by the Chinese market carnage, Asian stocks approached a three-year low, commodity prices dived to a 16-year low, while credit risk in Asia rose to the highest level since March 2014. Emerging market equity funds witnessed a flight of capital worth over $6 billion and remained in red for seven straight weeks. Equity market correction this time looks graver as the sentiment has turned more bearish of late due to heightened uncertainty and a slew of negative news in Europe and Japan too. Japan’s Q2 GDP data was downbeat while an imminent snap election in Greece, the epicenter of the Euro zone debt crisis, has increased the risk of volatility in the coming days. Notably, the CBOE Volatility Index (VIX), a fear gauge which measures investor perception of the market’s risk, added over 27% in the last five trading sessions (as of August 21, 2015). While there are several options available in the inverse equity ETFs space, we have highlighted five ETFs that are widely spread across geographies and sectors. These products provided handsome returns over the trailing five-days and one-month period and are expected to continue doing so, especially if the current bearishness persists in the months ahead. ProShares Short Dow 30 ETF (NYSEARCA: DOG ) This product seeks to deliver inverse exposure to the daily performance of the Dow Jones Industrial Average, which includes the 30 blue chip companies. The fund has managed $311 million in its asset base while charging 95 bps in fees and expenses. Volume is moderate as it exchanges more than 700,000 shares per day on average. DOG gained over 5.8% over the past one week and 7.8% in the last one-month frame (as of August 21, 2015). ProShares Short QQQ ETF (NYSEARCA: PSQ ) The fund looks to track the inverse of the day performance of 100 largest domestic and international non-financial companies listed on the tech-heavy NASDAQ. This $277 million-product charges 95 bps in fees and added 7.5% in the last five trading sessions and 9.4% in the last one month (as of August 21, 2015). ProShares Short S&P 500 ETF (NYSEARCA: SH ) This fund provides inverse exposure to the daily performance of the S&P 500 index. It is the most popular and liquid ETF in the inverse equity space with AUM of nearly $1.7 billion and average daily volume of around 3.6 million shares. The fund charges 90 bps in annual fees and added nearly 5.3% in the last five trading sessions and 6.7% in the last one month (as of August 21, 2015). ProShares Short MSCI Emerging Markets ETF (NYSEARCA: EUM ) Since the recent upheaval was global, a look at the emerging markets is warranted. The product seeks to track the opposite of the daily performance of the MSCI Emerging Markets Index. This $461.4-million product trades at volumes of 600,000 shares a day and charges 95 bps in fees. EUM was up 6.7% in the last five days and 15.5% in the last one month. Direxion Daily CSI 300 China A Share Bear 1X Shares (NYSEARCA: CHAD ) As China was the root cause of this massacre, the region offers immense scope to gain via inverses equity ETFs. Having debuted in June 2015, CHAD seeks daily investment results of 100% of the inverse of the performance of the CSI 300 Index. The index is market cap weighted and comprises the largest and most liquid stocks in the Chinese A-share market. Barely a few days old, the fund has already amassed over $320 million in assets. The fund charges 95 bps in fees and was up about 16% in the last five days. Over the last one month, the fund added over 15%. Link to the original post on Zacks.com