This chart shows in the shaded area the time periods in which the Dealer/Intermediary group of the TFF (Traders in Financial Futures) report have been net long.
What is significant is that most of the time this group remains net short and when it switches to net long it has been followed by long periods of upside in the SPX.
The exception was in 2007 when prior to the financial crisis they went net long for a very short period of time which was followed by the market crash.
What is significant is that most of the time this group remains net short and when it switches to net long it has been followed by long periods of upside in the SPX.
The exception was in 2007 when prior to the financial crisis they went net long for a very short period of time which was followed by the market crash.
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