Nifty and Sectors Outlook : A Mean Reversion Under Way?

Nifty has recently taken support at critical levels and you might be wondering what happens next. Whether the 200 DMA might be taken out and we might have a surprise rally on the cards or whether currency and China related turmoil may break our backs and we sulk our way back to 10200 odd levels, a common assumption being made by many (when too many people are negative, isnt it the time to  start buying?)

A contrarian view at this time is fraught with danger – as no trend trader would want to give an outlook unless evidence firmly begins to point to a recovery.

However, this is where the excitement of being a contrarian comes in – stocks and indices often behave in a “mean reversionary” fashion  – meaning cyclically within a trend and these cycles can often be very powerful. So a contrarian would begin to look for evidence early on before trend traders catch on.

One of the  simplest tools to check for mean reversion is via the Bollinger Bands (BBs). BBs are simple in their utiility (By measuring an average of the past and the volatility, it gives us an idea of direction, as well as extremities and then potential reversals) and often indicate significant points of turns after long trending moves. While this blog is only for  educational purposes, and no recommendation  is being provided, one may look at these charts below and decide whether there is a clue to potential moves ahead.

What we have done below is to check for the behaviour of the Nifty and the indexed movement of some critical sectors versus the Nifty – and applied BBs to the relative performance to guess potential movements ahead.

NIFTY : BB GUESSES!

Nifty has hit the bottom of the band (calculated as 2 Standard deviations away from the mean/average) and attempted a mean reversal towards the  brown line (50 day average) and if it succeeds (tried a break from the 20 DMA on Friday but failed– and this is critical) – , it can rally towards 11600 levels rapidly.

The Nifty has tested the middle of its weekly band and started to take support to claw back to the top half of its band . If 11200 is crossed in daily charts, the rallies will take Nifty to 12200 levels which is where the top band is placed on weekly basis currently.

NIFTY TO SECTOR : RELATIVE CHARTS

We take a look below at some major sector charts relative to the Nifty and  while no predictions are being given, we highlight the patterns that have begun to form in the past few days as the Nifty made some moves upwards.

High beta sectors especially Banking and Auto are showing some  potential upsides while defensives like IT, FMCG etc are beginning to look weak.

This kind of combination typically points to potential bullish reversals which, combined with the Nifty potential POSITIVE moves above, could indicate a powerful mean reversionary move ahead?

A) FMCG

The FMCG space has outperformed the Nifty considerably and is likely to start underperforming as price moves have started  making cyclical mean reversion tendencies as the chart below shows. Would you agree?

B) METALS

Metals have underperformed the Nifty very sharply and the mean reversion hasnt started yet. Keep watching this space – normally one would expect retracement rallies at some stage and when that happens, there may be sharp moves – not indicated as of now so we wait!

C) PHARMA

No major strength in the Pharma charts and not showing any potential weakness or strength – charts are evolving. Interesting thing however is that the Bollinger Band has become very narrow and normally there is an explosive move in either direction coming when this happens- earlier it was a downward move and the next move?

D) AUTOS

CNX Auto is currently in the middle of a reversal to the mean – within an overall downtrend against Nifty that started way back in 2018 January – and current  levels of the CNXAUTO/NIFTY are at the 2006 levels! No clear signs yet as of now whether it will simply mean revert to a downward trend or change trend – though potential trend change is very likely as monthly relative charts have shown potential signs of strength.

E) BANKING

Banks and Financials likely to take support at current levels and outperform the Nifty as retracements inside the Bollinger is being attempted.

F) IT AND ITES

The IT sector is likely to underperform Nifty over the next few days and weeks as the charts below show as prices have started underperforming the Nifty on the CNIT index.

WORD OF CAUTION

Do note that mean reversion is a contrarian view and therefore each person must do their own analysis on absolute prices and movements. Remember that the above is based on the assumption that multiple bollinger reversals could  be under way – also positive price action on the Nifty is just 3 days old.

Note also that the above analysis is in relative terms – meaning ,lets say, we believe TCS will underperform the Nifty – it doesn’t  mean TCS moves down, it just means that Nifty will fall less than TCS (outperforms) OR rise more than TCS in the next few days (outperforms)!

Read more about Bollinger Bands at https://www.bollingerbands.com/bollinger-bands

If you are interested in learning more about technical analysis, contact us at www.plindia.com/placademy or alternatively , if you wish to get in touch with us to open an account or be assisted in stock picking , email us at info@plindia.com

 

 

 

 

 

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