This report details conditional market projections, momentum thresholds, and simulated net length for various equity futures markets as of July 6, 2026. It is intended for CTA strategy analysis.
Key Takeaways
- 1.The report provides momentum thresholds and simulated realized flows for global equity futures to assist in CTA strategy positioning.
Table of Contents
- Conditional Regional Forecasts
- Conditional Market Forecasts 1-Month
- SX5E - 1m Conditional Projections
- Japan - 1m Conditional Projections
- Simulated Historical Net Length
- Momentum Thresholds
- Simulated Realized Flows
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Authors
Marc PapandreadisRedolphe DoyonPaul Leyzerovich
Securities
SX5E
Themes
CTA Momentum Strategy
Regions
North AmericaEuropeAsia PacificJapan