A trend-following system triggers a risk-off alert for global markets
Key points:
- A composite that measures IBD Power Trend signals for country ETFs triggers a risk-off alert
- After similar signals, returns for a global index were flat to negative over the next three months
Country ETF price trends signal risk-off
In my last IBD Power Trend update, I shared several sell signals for Chinese-based ETFs and stocks. At the time, most country ETFs remained on IBD Power Trend buy signals. With the recent turmoil in the markets, the bullish trend backdrop has taken a turn for the worse, with a Tsunami of sell signals.
The all-country ETF composite registered the 30th risk-off signal since 1997 on Wednesday.
Annualized MSCI ACWI World ex USA Index returns are negative when the composite value falls below 20%, which is the case now.

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Similar IBD composite signals preceded flat to negative returns
When the IBD Power Trend composite for country ETFs triggers a risk-off signal, the trend deterioration tends to lead to additional downside follow-through for the MSCI ACWI World ex USA Index over the next month. With returns and win rates barely favorable on a medium-term basis, an allocation to a broad-based global index is not compelling for the foreseeable future.

A dwindling list of countries on an IBD Power Trend buy signal
Over 15 country ETFs registered a sell signal in the last ten sessions.

Other recent sell signals
The composite for the Asia-Pacific region triggered a sell signal on 2023-03-09. Japan, the last remaining country in the Asia-Pacific region with a positive trend, reversed to a sell, which moved the composite to zero this week.

Emerging Markets
A composite that measures IBD Power Trend buy signals for emerging markets triggered a sell signal on 2023-03-09.

What the research tells us...
Price trends on a short and medium-term basis for most risk assets have decidedly turned negative in the last four weeks. One method I utilize for trend-following, the IBD Power Trend system, triggered several sell signals for individual country ETFs. The tidal wave of negative alerts pushed a composite below a critical threshold, prompting a risk-off warning for global markets. After similar signals, the MSCI ACWI World ex USA Index struggled over the next three months.
