CTA trend models flipped short, with -$18.2B in S&P e-mini selling Friday, but a reversal could occur above 6076. Volatility control models cut -$5.5B in exposure, marking a significant 1-day reduction. - ThreadSky

johnn.bsky.social • 5 days ago

CTA trend models flipped short, with -$18.2B in S&P e-mini selling Friday, but a reversal could occur above 6076.

Volatility control models cut -$5.5B in exposure, marking a significant 1-day reduction.