Stocks won't find bottom until Fed nears end of rate- hike cycle, says volatility maven

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“The Fed has effectively purchased a berth on the Titanic after it hit the iceberg,” says Harley Bassman, creator of a closely followed bond-market...

After a huge two-day surge that kicked off the fourth quarter, U.S. equities are down again on Wednesday. And things may not improve much for equities anytime soon. Stocks are poised to keep heading lower as earnings “come down hard” and the Federal Reserve raises interest rates until inflation abates, according to volatility expert Harley Bassman.

Bond-market volatility, as measured by the MOVE Index, is near a 13-year high largely because of two important dynamics: One is that investors continue to sell Treasurys on the likelihood that persistent inflation results in continued aggressive rate hikes by the Fed. The other is that the recent selloff in bonds is pushing yields up to such attractive yields, that they’re also enticing buyers to come back in.

In a note filled with colorful imagery, Bassman described Fed officials as being “handcuffed to ‘headline’ inflation, which cannot decline quickly enough to stave off further policy tightening.” While he’s not predicting a 1987-style stock market crash, Bassman uses that year to illustrate his point: In October 1987, the Dow Jones Industrial Average DJIA dropped 22.6% in a single trading session, an event known as “Black Monday.” That was the year the Fed hiked the fed-funds rate target above 7% from around 6%, “with inflation barely above 4%,” Bassman said.

 

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