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2026-11-06

CTA US Equity Net Positioning Z-Score Falls to -3.3σ, 1.9th Percentile Over 1 Year

CTA US Equity Net Positioning Z-Score Falls to -3.3σ, 1.9th Percentile Over 1 Year

Key points

CTA net equity positioning Z-score since January 2018 | Now -3.3σ, in the 1.9th percentile over the past year and near the April low

Image source: @RyanDetrick