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BofA expects CTA buying in the S&P 500 to continue this week

Published 27/11/2023, 10:42 pm
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Bank of America analysts expect that Commodity Trading Advisors (CTAs) will likely engage in buying activities in the S&P 500 this week, given the index's consistent gains over the past four weeks, resulting in a positive trend strength for the first time since early October.

Bank of America’s model already had long positions in NASDAQ-100 and Nikkei 225, with positions expected to increase in size “along any price path.”

Although the price trend in the Russell 2000 remains negative, it is projected to become less negative, indicating potential short covering.

Overall, equity indices tracked by BofA’s model finished the last week with positive trends.

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