Futures Global Equity CTA Market Update

CTAs are expected to buy $9.5bn in global equities this week, reversing last week's sales, as trend signals remain largely positive across 61 of 63 models.

Key Takeaways

• 1.CTA community is forecast to buy approximately $9.5bn of global equities this week, reversing last week's $9.5bn sell-off.
• 2.Trend stability remains high with 61 of 63 modeled trend signals remaining positive.
• 3.EMEA equities represent the highest area of risk for signal flips to the downside due to current neutral territory positions.

Table of Contents

• Thoughts From the Desk
• Exhibit 1 - Conditional Regional Forecasts
• Exhibit 2 - Conditional Market Forecasts 1-Month
• Figure 1 - Legend
• Figure 1a - Simulated Historical Net Length - 1Y time series
• Figure 2a: Momentum Thresholds - N. America
• Figure 2b - Momentum Thresholds - EMEA
• Figure 2c - Momentum Thresholds - Asia-PAC & EM
• Figure 3a - Simulated Realized Flows
• Figure 3b - Simulated Realized Flows

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