Thursday, September 13, 2012

Gold Miners Represented in GDX: Ripe for a Decline

Gold miners, as represented by GDX, have risen over 200% as a group since their 2008 low. While I am not declaring this advance over by any means, there are reasons to delay putting money to work in this group until probably mid May. Price and volume analysis of GDX show that a period of price weakness is likely underway and could last for another month or so.

The first chart below shows the predominant 43 day or 8 1/2 week cycle that is prevalent in GDX. The cycle change points are shown by the dashed vertical lines throughout the chart. Notice how price either reacts or changes direction many times around these vertical lines. Of course no cycle is perfect but there is a certain degree of reliability around this timeframe.

Click to enlarge

Given the above cyclic behavior, the next change point is not due until May 17.

Next, let's take a look at volume behavior as depicted by the middle pane in the next chart. This is an indicator that is developed using the volume of the top 10 components of GDX, not the actual ETF volume. This indicator is an aggregate of positive volume (an up-close in a component stock classifies all of that day's volume as positive) among the components divided by the total volume of all the components. This computation yields wide ranging daily values, so a 10 day moving average is used to smooth the results.

When the Volume Percentage Indicator or VPI moves above 70, positive volume flows are reaching an extreme which means that sellers can be expected to emerge to push prices lower. This does not mean that a trend change is imminent, just that some selling can be expected. Likewise, as the VPI drops below 30, volume is reaching a negative extreme, which means that buyers can be expected to enter the market. This indicator is also used as a divergent indicator to show when volume flows are not supporting price movement. Notice how each time the VPI moved above 70 and crossed back below, volume momentum did not support any further price movement higher. There were times, however, that price did continue to move higher, but the fact that the VPI began heading south (the divergences between the VPI and price are marked with dotted lines over price and the VPI) showed that volume support was not there. So while these reversals may have taken a few days to develop, the move over 70 followed by a negative divergence showed that a decline of some sort was near. The chart below shows that a divergent situation currently exists between GDX and the VPI.

Click to enlarge

Next, direct your attention to the Rate of Change indicator in the bottom pane. Since we have identified a 43 day cycle in GDX, the ROC has been set to a half cycle or 21 day period. The ROC indicator has not moved above the thick black overbought line drawn above it since early 2010, showing great consistency in the momentum of price movement. The fact that the ROC is once again at that level increase the odds of a price reversal. Yes, I know that when the ROC indicator reached the overbought level in September 2010, the uptrend continued. This is exactly why technical analysis should not be based solely on one indicator.

Click to enlarge

Putting the pieces together, we have a cycle change point (likely a low) due on May 17, a divergence in the VPI (positive volume) and an overbought condition in the ROC (price momentum). So while I still believe that the gold miners will ultimately head higher, I expect a period of price weakness in the meantime. Keep your powder dry, exercise patience and wait for the next great buying opportunity in this group which should occur around mid May.

Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

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