Flow of Funds Systematic Update

The report highlights that US equity markets are approaching critical CTA threshold levels, where mechanical selling could be amplified by currently thin market liquidity. Significant downside risks exist if systematic selling is triggered.

Key Takeaways

• 1.The market is nearing SPX CTA short-term threshold levels; breaching these would trigger systematic selling pressure.
• 2.Market depth is at its lowest level since April 2025, increasing the risk of exacerbated volatility during systematic sell-offs.

Table of Contents

• Tactical Fund Flows

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