The Unmanipulated Advance-Decline Data Is Not Confirming Price Activity In Equity Markets

We have shown my advance-decline data on here quite a few times. With so much distortion of markets by leverage and derivatives, it is constructed to keep it real.

The data imploded in May of 2010 and has not recovered. As we have remarked numerous times, something broke in May of 2010 and we have said what that “something” likely is. 

Let's look at the data again but do so from a weekly perspective. Below is the S&P 500 with the advance-decline data overlaid on it.  See anything unusual? The data over the past two months has essentially had a mini crash and has not recovered.  In other words, the market is levitating without seemingly any supporting action by equities. 

As we start to see money drain out of the global economy at an unprecedented clip, this is what one would expect.  A coming global liquidity shock is surely possible without a change in course by political idiots and banking criminals around the world.  The Federal Reserve obviously sees this because they are supplying more than ample liquidity to their cronies on Wall Street. (While main street Americans and community banks continue to take a proverbial baseball bat to the solar plexus courtesy of the same Federal Reserve and politicians who are have proposed absolutely zero solutions to this economic calamity.  Instead political idiots continue their ideological war between both parties that serves absolutely zero purpose to self rule, democracy, solving social issues or fixing our economy.  Both parties serve one purpose – power and control.   And just like any unstable mind driven by power and control, both political parties driven by power and control are seemingly in the process of self destructing. And, in some way, shape or form, that will eventually be a very good thing.)