COT S&P 500

When time is up, even a liquidity driven market faces headwinds. The white boxes illustrate similar time periods and a break in the up trend of leveraged inflows.

S&P 500 and the Commercial Traders COT Futures and Options Equity Diffusion Index (DI):


Other key markets also support this observation.

COT Japanese Yen
COT 10- and 30-Year Bond