Citadel Securities Called the Stock-Market Reset. Now it Sees a Leverage Buildup on the Horizon.

Dow Jones08-12 20:13

Strategist Scott Rubner says falling volatility will give big funds a reason to buy more

Several groups of investors are getting behind this market, says Scott Redner of Citadel Securities.

The stock market has been slowly regrouping after a rout in July, an effort that hasn't been completely smooth, as it's been a slightly bumpy August.

Last week, Citadel Securities, one of the world's biggest market makers, told clients that a technical reset in U.S. stocks was officially over, clearing the way for a push higher.

In our call of the day, Scott Rubner, head of equity and equity-derivatives strategy, returns with an update on how market flows are picking up and pushing in a positive direction, thanks to several influential groups of buyers.

Zeroing in on one of those drivers in particular, Rubner had this to say: "The leverage reset has largely run its course, creating room for systematic strategies to add exposure as volatility falls."

Systematic strategies, employed by big hedge funds and some institutional managers, use sophisticated algorithms and data inputs to make investing decisions. The Cboe Volatility Index VIX, known as the stock-market fear index, has stuck to around 15 since climbing above 20 in late July.

Rubner noted leveraged exchange-traded-fund assets tumbled more than $60 billion from a June peak to $154 billion.

"If volatility continues to fall and trends rebuild, systematic strategies can begin adding exposure again. The next meaningful mechanical flow may be re-leveraging rather than deleveraging," said Rubner.

The retail crowd is also back, he said, after selling at the end of June - though still wary and paying for protection. Added to that is "relentless" demand by the passive ETF crowd, while companies have authorized more than $1 trillion in share buybacks in a window that is about to open.

Strong earnings have played a big role in pushing investors back into the market, he said. "The macro debate remains complicated, but the message from corporate America is much simpler: Earnings are better than expected, and by a wide margin," said Rubner.

What matters is that many of those different buying flows are now "reinforcing one another," which could work out well for August, Rubner said. September, though, "may be a different conversation," as seasonality gets harder, and position crowding becomes a possibility. He added that "if August turns into a chase, some of today's buying capacity will have already been deployed."

The social-media reaction to Citadel Securities was a wary one.

Note that Rubner's latest talk of a market charging higher has been met with raised eyebrows on X. Some hinted that his firm may be hyping the market for a reason, after last month scooping up most of Leopold Aschenbrenner's AI-focused hedge fund Situational Awareness in a fire sale that has reportedly already paid off.

The markets

U.S. stock futures (ES00) (YM00) (NQ00) are rising, led by tech, while crude oil (CL.1) (BRN00) is inching higher, as gold (GC00) heads for its fourth straight winning session.

 
Key asset performance                                                Last       5d      1m     YTD     1y 
S&P 500                                                              7728.2     -0.11%  2.45%  12.89%  19.90% 
Nasdaq Composite                                                     26,445.45  -0.52%  1.30%  13.78%  21.97% 
10-year Treasury                                                     4.672      5.50    11.70  50.00   42.70 
Gold                                                                 4473.3     3.84%   9.99%  3.26%   31.30% 
Oil                                                                  82.65      10.08%  3.00%  43.96%  31.73% 
Data: MarketWatch. Treasury yields change expressed in basis points 

The buzz

Consumer prices for July are due at 8:30 a.m., with forecasters expecting a slight 0.1% rise in July, which would help keep the Fed on hold. A surprise jump would drive worries about a rate increase next month. Follow our Live coverage here.

CoreWeave's stock (CRWV) is up about 16% after better-than-expected results showed strong demand for the AI infrastructure provider's wares.

Super Micro Computer shares $(SMCI)$ are up 7% after the server maker's revenue forecast exceeded forecasts.

Lumentum $(LITE)$ reported forecast-beating results, and shares of the optics and laser maker are higher.

Cisco $(CSCO)$ reports quarterly results after the close.

Italy's $4.7 billion cheese economy is feeling the climate-change heat.

The chart

Are energy stocks about to have a - another, that is - moment? BTIG's chief market technician, Jonathan Krinsky, who provides this chart, thinks so. Getting bullish on energy stocks after a rally is "always risky" given that it's headline-driven "and thus vulnerable to a shakeout at any point," he said. There is no denying, however, that the energy sector has been regrouping and forming a technical base largely over the last four months, he said. "Any further strength here and you would have to concede a new leg higher for the space."

Top tickers

These were the most searched ticker symbols on MarketWatch as of 6 a.m.:

 
Ticker symbol  Security name 
NVDA           Nvidia 
SPCX           SpaceX 
TSLA           Tesla 
MU             Micron 
SMCI           Super Micro Computer 
CRWV           CoreWeave 
TSM            Taiwan Semiconductor Manufacturing 
AMZN           Amazon 
PLTR           Palantir 
AAPL           Apple 

French soccer star joins pickup match in Manhattan.

-Barbara Kollmeyer

 

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