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THREE REASONS WE’VE SEEN THE MARKET BOTTOM

JP Morgan thinks we’ve seen the market bottom.  They cite three different factors that lead them to believe this:

1. Analysis Paralysis: Proxy for Buy-Side Capitulation. For the first time since the correction started (April 23rd), we saw demonstrable “analysis paralysis” from our clients. That is, despite rationally saying valuations are attractive, they were unable to find any stocks they were willing to buy at any price.

2. AAII Diffusion Index (% Bulls less % Bears) fell into negative territory. This fell to -21% this week, reflecting a broad-based decrease in investor confidence. As shown in Figure 1 below, a push into negative territory is historically associated with past correction lows.

3. In past intraday Crashes (a la 5/6’s “Flash Crash”) markets stabilize average 30 days later. It has been 21 days since the intraday decline of 9%. Since 1900, in the 6 prior instances of 9%-plus intraday crashes, markets tend to bottom by day 32.

Source: WSJ

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