Goldman Sachs: CTA funds are net short – is this a spring before a rally?

For the first time since 2023, algorithmic trading funds (CTAs) have gone net short, and Goldman Sachs analyzes the potential implications for a market rally.

By the SpyStocks desk · 1y ago · 3 min read

The market has been tough for all of us recently, but today, we have some good news from Goldman Sachs: 💵

You are invited to dedicate 3 minutes to fascinating information, open the attached chart and examine it carefully. ❗️

CTAs have gone short — and is this an opportunity for significant upside?

Goldman Sachs reports that algorithmic trading funds (CTAs) have gone net short (betting on declines) for the first time since 2023. 📉

This is a significant shift in direction — and they note that this creates potential asymmetry precisely in favor of upside. ♾

Go back to the chart, you can see that CTAs do not stay short for long, they buy aggressively very quickly. 🛒

Let's break this down:

ℹ️ When CTAs go short, that's right, they are essentially betting on declines.

- But if the market starts to rise contrary to their positions, they will be forced to cover their shorts — meaning, to buy stocks back. 🛒

Now stop for a moment and understand something important, algo funds do not "decide" to buy or sell, the algo operates at insane speed and simply acts in seconds.. 🚀

This can cause a violent rally upwards — what is called a "Short Squeeze". Goldman identifies an opportunity here, because in a situation of heavy short positions, any small rise can quickly intensify. 📞

Wait, that's not all! 🤌

Goldman reports that in any case, in the coming week, algo funds are expected to buy stocks in the US market 🛒

💥 Do you like it when the numbers speak?

Here are the figures, how much money will flow into the market? During the coming week: 💰

In a "flat tape" scenario (sideways market): CTAs will need to buy $14.76 billion in stocks, of which $2.82 billion in the US.✔️

In an upside scenario: purchases will jump to $19.96 billion (of which $8.87 billion in the US).✔️

In a continued downside scenario: purchases of $3.24 billion ($1.66 billion in the US).✔️

— Meaning even in the case of declines, they will still need to buy! 😌

During the coming month: - Flat tape: purchases of $21.47 billion ($3.93 billion in the US). + A huge jump in purchases to $111.36 billion ($69.83 billion in the US)! 🧲

- What will happen in the event of continued declines?: Sales of $71.24 billion ❌

— But note, only $0.69 billion of them in the US.✔️

🔎 What can be learned from this? Not only are algo funds expected to buy in any scenario in the coming week — Goldman's data shows that if the market starts to move up — even a little — CTAs could ignite a huge wave of purchases to cover shorts. 🚀

This is exactly what leads to a sharp and unexpected rally.

If we translate this into simple English:

The market is currently tense - like a spring.

Any positive sign can release it powerfully upwards.🔼

The big question:

Will the market start to move enough to trigger this "domino effect"? 🐎

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