S&P 500 Futures vs. Brent Crude Oil S&P 500 futures and Brent crude oil have moved in tandem lately, but the correlation has softened this week. Are markets breaking away from oil prices? Maybe investors are focusing more on rates and earnings than commodities now. Image: Deutsche Bank
S&P 500 Future Returns After 7 Quarter Win Streak Historically, 7 quarter S&P 500 win streaks tend to be bullish for U.S. stocks. Image: LPL Research
S&P 500 Futures and 50-Day Moving Average Morgan Stanley remains bearish on the U.S. stock market for this fall. Image: Morgan Stanley Research
S&P 500 Future Returns After 7 New Highs in a Row Historically, after seven consecutive new all-time highs, it tends to be bullish for the S&P 500 Index over the next 12 months. Image: LPL Research
CTA Net Position in S&P 500 Futures CTAs have decreased their net long positions in S&P 500 futures. Image: Nomura
CTAs’ Net Position in S&P 500 Futures vs. the ISM PMI CTAs remain net buyers of S&P 500 futures. Image: Nomura
VIX vs. Liquidity (S&P 500 Futures Depth) Should investors expect the market depth to increase, as VIX and liquidity are highly negatively correlated? Image: J.P. Morgan
Cumulative Front Month S&P 500 Futures Returns by Time of Day Gains in S&P 500 futures have occurred after-hours since March lows. Image: Goldman Sachs Global Investment Research
S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research
CTA’s Net Position in S&P 500 Futures vs. the S&P 500 This chart suggests that CTAs could continue their net buying of S&P 500 futures. Image: Nomura
S&P 500 Futures Market Liquidity Liquidity in U.S. equity collapsed in early 2018 and remains at low levels. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research