Systematic Strategies Equity Positioning vs. S&P 500 Realized Volatility

Systematic strategies sit in the 76th percentile and stay overweight. By itself, that’s not a top signal or a warning of an imminent selloff. Positioning can stay elevated as long as the bull market keeps momentum.

Image: Deutsche Bank Asset Allocation

Systematic Strategies Equity Positioning vs. S&P 500 Realized Volatility