This one's a little out of left field. Via a note from JP Morgan training desk that warns of the risk of 10% drop in the benchmark US equity index over the summer months in the US:

  • could test 5,00
  • potentially fall to around 4,800.

The three catalysts:

Buyers become exhausted

  • "The combination of earnings season stock performance and narrowing market breadth points to a market that needs a new set of catalysts and/or reassurance about the prevailing market narrative,"
  • in-line macro data, along with a wary Federal Reserve could drive investors to the sidelines

An unwind of buying momentum:

  • momentum ... If that falters, it would trigger a larger ... unwind ... a chain reaction could lead to a 5% - 10% pullback

Disappointing, or surging, macroeconomic data:

  • a re-emergence of a stagflation or recessionary narrative that threatened hopes of a soft landing would drive equities down
  • JPMorgan says the NFPO due today, if its below 75,000, or above 300,000, could spark that narrative change

Take all this with a grain of salt. Place in the 'worst case' basket. Sure, not out of the question. The first seems the likeliest with Q2 earning season approaching in July.

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JPM bear here:

Goldman Sachs bull here:

question

ps. NFP previews: