Percentage of Financial Sector Member Lows Risk-Off Model

Dean Christians
2021-03-31
Let's review the second component in the TCTM Risk Warning Model that utilizes financial sector data as an input to identify a risk-off environment.

In my note on Tuesday, I shared my financials relative strength low count model for identifying risk-off periods as the Archegos Capital turmoil was causing a risk-off event in several banks with a prime broker division associated with the fund. The model is one of ten components in the TCTM Risk Warning Model. Today, I want to share another TCTM Risk Warning Model that utilizes financial sector data as an input.

Components

  1. # of 63 Day Lows for S&P 500 Financial Members
  2. # of 63 Day Lows for S&P 500 Members
  3. % of 63 Day Lows for S&P 500 Financial Members

Percentage of Financial Sector Member Lows Model

The percentage of financial sector member lows model seeks to identify instances in history when financial sector member lows as a percentage of total S&P 500 lows surges above a user-defined level as overall financial lows are high. The model will issue an alert based upon the following conditions.

Signal Criteria 

Condition1 = S&P 500 Financial 63-Day Lows as a Percentage of Total S&P 500 63-Day Lows >= 38%. i.e., financials dominate the new low list.

Condition2 = Percentage of S&P 500 Financials Lows >= 12.0%. i.e., the percentage within the sector

Condition3 = S&P 500 Index <= 3.0% from 500-Day High

If Condition 1-3 = true, reduce market exposure. 

Please note, I do monitor the same model with 252-day lows. However, the 63-day low input produces better results.

Let's take a look at some charts and the historical signal performance.

Percentage of Financial Sector Member Lows Model Current Day

Please note, I calculate performance statistics in the chart as a short signal, whereas annualized returns result from buying the S&P 500.

2015/16 Oil Crash

2011 Eurozone Debt Crisis 

2007-08 Financial Crisis 

2000 Internet Bubble 

1990 Savings & Loan Crisis 

1987 Market Crash 

1980 Energy/Commodity Bubble

Signal Performance

As one can see, performance is weak across all timeframes with a notable z-score in the 1-month forward period.

Conclusion: Financials are undoubtedly the most vitally important sector when it comes to identifying market risk. While the group does not have to lead the market, I don't want to see it underperform in a manner that would produce a high percentage of new lows as a percentage of total lows. As of now, financials look fine. 

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