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Futures Global Equity CTA Market Update

Finvaulta tracks 4 editions of Futures Global Equity CTA Market Update from Goldman Sachs, published between May 11, 2026 and July 6, 2026. Each edition is summarized on its own page.

Latest edition · July 6, 2026

GS Futures Global Equity CTA - Market Update - July 06, 2026

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.

The document provides a quantitative update on global equity futures, specifically analyzing conditional market forecasts and momentum thresholds across major regions including North America, EMEA, and Asia-Pacific. Using simulated historical data, the analysis aims to assist in understanding potential net length shifts and realized flows in these markets. It includes specific tables and charts detailing short, medium, and long-term thresholds.

Read the latest edition in full

Key takeaways from the latest edition

  • 1.The report provides momentum thresholds and simulated realized flows for global equity futures to assist in CTA strategy positioning.

What this series covers

  • 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

Edition archive

Series at a glance

Editions tracked
4
First edition
May 11, 2026
Latest edition
July 6, 2026
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