9 Comments

the big issue here is the potential for a recession which is high considering a) credit spreads b) construction slow down both US domestic and Intl c) international manufacturing (US has little manufacturing. The other outlier is inflation. I run a script that gives me some high level guidance on market conditions. Current recommendation is caution:

Sector Risk Scores:

US Manufacturing: 36.0% risk score

Asian Manufacturing: 52.5% risk score

US Construction: 56.0% risk score

Global Construction: 57.3% risk score

Credit Markets: 0.0% risk score

Credit Market Details:

HY-IG Credit Spread:

Current Z-Score: -1.69

3-Month Change: -7.8%

Volatility: 0.01

Recession Risk Analysis

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Risk Level: High

Probability Range: 60-75%

Reasoning: Multiple sectors showing significant stress

Historical Context: Similar to pre-recession conditions

Timing Analysis

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Credit Markets:

Typical Lag: 3-6 months

Reliability: High

Current Signal: Normal

Asian Manufacturing:

Typical Lag: 6-9 months

Reliability: High

Current Signal: Leading indicator

Global Construction:

Typical Lag: 9-12 months

Reliability: Medium

Current Signal: Leading indicator

US Manufacturing:

Typical Lag: 3-6 months

Reliability: Medium

Current Signal: Normal

US Construction:

Typical Lag: 12-18 months

Reliability: Low (tends to lag)

Current Signal: Leading indicator

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How would you position based on this, which sectors? Or just cash and delever?

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you are early. technicals also look weak. no cup yet with higher green volume.

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Fair, I probably am early on Consumer Discretionary

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this one is my fav though. simple model. and i feel like firearms is the same as long volatility.

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Why Academy as a comp but not Dicks?

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Fair point, I sometimes migrate up to midcaps, but Dicks is a journey too far for me. Still a valuable comp to consider, but I don't want to blow sunshine up skirts because often larger companies trade for very different multiples and the gap won't close.

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looks like a public leveraged buyout setup. deleverage and all the upside goes to the equity holders?

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Yeah, I think when revenues and income flip positive, all the quantitative strategies will bid it up to 0.5x sales again. Probably a 2 year process.

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