Friday, May 3, 2013

UPDATE: The Gold Bear

by Matt Malick and Ben Atwater
 
On April 15, 2013, the same day as the Boston Marathon bombings, gold traded down 9.4%.  This was a significant technical (chart) breakdown.  But even before this drop, gold had already entered bear market territory. 
 
Three days earlier, on April 12, 2013, gold registered a loss of more than 20% from its high - the definition of a bear market.  It was a slow deterioration for the precious metal, as it took 599 days for gold to fall 20% from its peak.  According to Bespoke Investment Group, this is already longer than the average gold bear since 1975, which has been 483 days.  The average cumulative drop - peak to trough - has been 31.6%.
 
Bespoke further found that once gold crosses the bear line, the average number of days of additional decline is 309. 
 
Although gold is still down and out, it has, as of today, recovered the vast amount of its losses from April 15.  But, gold’s severe oversold level from April 15 was indeed historic. Since 1975, gold had never been more than 4.5 standard deviations below its 50-day moving average.  And in the eleven times it was nearly that oversold, more than 3.5 standard deviations, it had, on average, stayed depressed for the next six months. 
 
As you know, investors often view gold as a "safe haven" trade.  Therefore, if investors are selling gold, could this be a positive for stocks?  Again looking at the most oversold periods for gold from 1975, Bespoke found that over the next six months the Standard and Poor’s 500 stock index was up more than 70% of the time with an average gain of 7.08%.  Even very recently, since gold peaked in the summer of 2011 and then fell more than 20%, the S&P has climbed 40%. 


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