The Speculator
The markets reward an indirect attack
Battlefield history tells us that the least expected path often leads to victory. The same approach can pay off for investors who stay flexible and ready to change their plans.
By Victor Niederhoffer and Laurel Kenner

"The idea of the indirect approach is closely related to all problems of the influence of mind upon mind -- the most influential factor in human history."
-- B. H. Liddell Hart, in "Strategy"

Around the middle of March, rumors started to swirl that Iraqi Deputy Prime Minister Tariq Aziz had been killed or had defected. He promptly appeared on television to deny the rumors and said that they were designed to sap the morale of the Iraqi people.

 

Apparently, Aziz was only partially correct in the denial. Based on news reports, it appears more likely that the rumors were circulated as part of a plan to find out the whereabouts of Iraqi leaders before the start of the war. The hope was to sap the enemy's will and destroy the chain of command at the inception of the war. This led to the coalition air and missile strikes on the Dora oil refinery complex on March 18.

On March 11, the S&P 500 Index ($INX) closed at 800.73 and the Dow Jones Industrial Average ($INDU) closed at 7,524.03, both six-month lows. Rumors began to swirl that the war rally had already ended. The rumors reached all the remaining weak bulls left in the market and led to the sapping of their morale just before one of the biggest rallies in history, a 13% gain to March 21 with eight consecutive positive days from the March 11 bottom.

Both factoids are examples of the importance of taking the indirect approach to clashes of mind against mind. In the case of the war, the clash is between the coalition powers and Iraq. In the case of the market, the clash is between the bulls and bears.

The indirect approach to war has been thoroughly explored over more than 2,500 years. The classic work in the field is Sun Tzu's "The Art of War," written in 500 B.C. It has been extended, refined and modernized by B. H. Liddell Hart in "Strategy", by Edward Luttwak in "Strategy: The Logic of War and Peace"; and by Von Senger in "The Book of Strategems." We shall use these books as a foundation to see what insights market strategists can derive from them.

The line of least expectations
The fundamental principle of indirection in military strategy is to strike and maneuver where the enemy least expects it. That path is what Edward Luttwak calls the "line of least expectations." It was the path taken by the Allies for the D-Day invasion in World War II, when they landed in Normandy after convincing the Germans that the main attack was planned in the north at the Pas de Calais. The deception was so successful that even after the Normandy landing, the Germans expected the major attack to be at Calais.

The most recent famous case of deception in battle came in the Gulf War of the early 1990s, with General Norman Schwarzkopf's left-hook flanking maneuver.

At the time, the Iraqi military assumed that navigation through the desert was impossible because there were few if any landmarks (or "assets") amidst the shifting sand dunes. Since an attack from the desert was "impossible," the Iraqis were certain that they would be engaged primarily along the Saudi-Kuwait border and massed their defensive forces there. To encourage this expectation, Schwarzkopf did indeed assemble an enormous phalanx precisely where the Iraqis expected them, and sent in a noisy Marine Corps group from the Arabian Gulf to seal the deception.

The Iraqis started retreating down the middle, north from the Saudi-Kuwait border.

When the ground assault began, not only were the Iraqi military forces caught totally off guard by an attack from their rear, but Schwarzkopf's flanking maneuver cut off their escape route. His left hook was a textbook illustration of Hart's principle of surprise and indirection: "In strategy the longest way round is often the shortest way there -- a direct approach to the object exhausts the attacker and hardens the resistance by compression, whereas an indirect approach loosens the defender's hold by upsetting his balance."

Not only is the enemy unprepared for an indirect assault, but the discomposure engendered by it in the enemy's mind prevents them from marshalling an effective counter.

The current conflict is replete with indirection and deception. All the talk about surrendering, the deaths of key leaders, the overwhelming mobilization to come, the use of doubles, pre-recorded videos, the camouflage of hiding among civilians -- all these could have come right out of Sun Tzu: "He will conquer who has learnt the artifice of deviation, such as the art of maneuvering."

The applications of the line of least expectations to markets are numerous. Let's start with the unprecedented recent rally. It occurred shortly after a report of February consumer confidence at its lowest level in 11 years. The Dow closed at 7,891 on the day the report came out. Bearish sentiment among market commentators was at fever pitch. The Spec Duo was overwhelmed with mail from readers telling us that they had decided to just sell everything, they couldn't take it anymore, their retirement plans were ruined, and they were planning to go back to work.

The cycles are ever-changing
The greater the superiority of force on one side of a war, the less the need for indirect action. Thus, as one side becomes stronger, it changes tactics. This was nicely illustrated by the example of Israeli war strategy. During the 1960s and 1970s, the balance of power favored their enemies. They tried to avoid direct clashes, relying on commando raids and surprise attacks. But after a while, the adversaries began to expect the unexpected.

During the Lebanon War in 1982, the Syrians were not surprised in the least by the Israeli advance with an entire armored division that had maneuvered into the battle through a single one-lane road. But they were very surprised when Israel changed its tactics to a direct frontal attack in broad daylight. "Obviously", Luttwak concluded, "by 1982 with their paradoxical style of war so fully exposed in countless previous engagements, for the Israelis, the line of least expectation could only be the most direct frontal approach."

The applications of the theory of ever-changing cycles are ubiquitous in markets. In our article "11 stock-slugging tips from Ted Williams", we noted that value stocks go through periods when they are better than growth, only to be superseded by the opposite. We also pointed out that a good time to go with anti-trend strategies is after they have been doing well.

When we said this, the MAR-Hedge Trend Following Advisers Subindex was at an all time high of approximately 1,400 versus its 118 starting point in January 1983. The Spec Duo was being besieged with sardonic remarks laid upon critique such as, "If you're so smart, how come you don't own the Boston Red Sox, like John Henry. You were the one that went under, not him."

That was apparently time for cycles to change, just when the public was most engaged. We're informed by friends in the industry that most trend-following funds suffered one of their worst weeks ever in the week ended March 21, with losses on the order of 15%-to-25%. That's guaranteed to happen in markets like this; when stock go down, bonds and oil and gold go up, and the dollar goes down. When the trends reverse, all the latent energy of the trend followers must move prices in an opposite direction.

Our book "Practical Speculation" (see the link at left) is replete with numerous other examples of how the cycles are ever-changing. Our favorite is Julian Simons' explanation of why real commodity prices are constantly decreasing. Greater population and incomes create scarcities in the short run. Prices rise but " the higher prices present opportunity and prompt investors to seek solutions. These solutions eventually lead to prices dropping lower than before the scarcity occurred".

Our friend Adam Robinson, a chess master, along with our partner Gitanshu Buch, both of whom assisted us with many aspects of our column, add that surprise and a shifting balance between offense and defense is crucial in games. At a certain point, the direct approach is the indirect approach. Mr. Robinson is reminded of Bobby Fischer's playing for the first time in his life the queen's gambit against Boris Spassky, a known expert in the line, at a crucial point in their 1972 match.

The importance of flexibility
Is there one American who hasn't been impressed with Gen. Tommy Franks' constant emphasis that the coalition's plan in Operation Iraqi Freedom is a flexible one designed to react to all contingencies? The approach is a direct application of B. H. Liddell Hart's admonition to create an elastic offense and defense. Regrettably, the Germans adopted this strategy in World War II with their blitzkrieg. The strategy was to use mobile tanks to overrun the enemy at the point of least resistance, drive through quickly and form a wedge in the enemy's defense, and then finally, having passed the enemy's point of greatest strength, to attack from both sides.

Flexibility in market activities is as important as in war. Position sizes must always be low enough to exit when the future balance of risk and reward changes. The plan of action must be related to the costs of getting in and out of positions, especially taking into account the bid-asked spread and commissions.

For example, low-priced stocks often have high commissions and spreads that can come to 5% each side. Ask yourself if you really expect to be able to overcome a 10% roundtrip cost in the very efficient markets that always exist. Reserves for unexpected contingencies must be maintained. Another area where flexibility is paramount is in position size relative to your capital on hand. The market always has a tendency to go just far enough to force you out of your good positions if you are undercapitalized.

The benefits of the indirect approach are not limited to war and markets. We agree with Liddell Hart that it is a principle of philosophy that applies to all spheres, "its fulfillment was seen to be the key to practical achievement in dealing with any problem where the human factors predominate". We have enumerated on our Web site (see link at left) many other applications to markets, and life, in such fields as the war between the sexes and the mathematical proof by assuming the opposite of the proposition to be proved. We encourage our readers to contribute their own examples of indirection by e-mailing us.

But as health in life is key to health in markets, we report the following from Dr. David Brooks, chief of laparoscopic surgery at Brigham & Women's Hospital in Boston: "In medicine, as in life, the indirect approach is paramount. We look for the simplest approach to modify disease rather than to try to attack it straight on. Vaccination is an example of that. Indeed, the major technique of boosting the immune system to fight disease is based on exploiting deception: tricking the body into defending itself against an innocuous 'threat' so it will be able to handle a virulent form (of disease) in the future."

If investors do not wish to attack their own wealth, they should pay proper attention to the uses and traps of the indirect approach.