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S&P 500 positioned for a false breakout post-FOMC: BTIG

Published 16/09/2024, 08:48
© Pavlo Gonchar / SOPA Images/Sipa via Reuters Connect
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The odds for a 50 basis points (bps) rate cut at the upcoming Federal Open Market Committee (FOMC) meeting were hovering around 50% following Friday’s market close, marking a sharp increase from earlier in the week when the probability was as low as ~12%.

While a 50bps rate cut could provide a short-term boost to equities, strategists at BTIG expect the S&P 500 to reach new all-time highs above 5700 this week, irrespective of the decision.

“A move to the top side of the rising trend channel would be ~5800, although we don’t think it gets that high before potentially some giveback into early October,” strategists said in a Sunday note.

However, they caution that following Wednesday's announcement, there might be a "set-up for a false breakout."

"For one, SPX is coming off its best week of the year. While that follows the worst week, there was still a lot of buying in the days leading up to the decision,” strategists wrote. "Often times you can get a 'sell the news' reaction in that environment."

They also pointed out that momentum is likely to show a negative divergence compared to the highs seen in July.

Despite early volatility in the month, the S&P 500 is essentially flat month-to-date, and BTIG points to the seasonality of the back-half of September through early October as historically weak.

This aligns with the potential for a false breakout, which could create an opportunity for buyable weakness in October, just ahead of the U.S. Presidential election.

The investment banking firm drew parallels to September 2007, when the Fed initiated its rate-cutting cycle, but highlighted a key difference that credit spreads had already been widening for six months back then. Now, the spreads are relatively stable, suggesting that further deterioration would be needed for a more direct comparison.

Meanwhile, BTIG notes the potential for small-caps to break out of their current range, which they had been advocating for last week. Still, it remains uncertain whether the breakout could be sustained.

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