Tanalys

S&P 500 at Clear Risk as Sentiment Hits 6-Month Extreme

Samp;P 500 at Clear Risk as Sentiment Hits 6-Month Extreme

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US 500: Retail trader data shows 32.1% of traders are net-long with the ratio of traders short to long at 2.12 to 1. The number of traders net-long is 5.6% higher than yesterday and 38.8% higher from last week, while the number of traders net-short is 11.1% higher than yesterday and 10.4% lower from last week. Traders are now near their least net-short US 500, which tracks the fair value of the SP 500 futures price, since it traded near 2,135 in November, 2016.

We typically take a contrarian view to crowd sentiment, and the fact traders are net-short suggests US 500 prices may continue to rise. Positioning is more net-short than yesterday but less net-short from last week. The recent shift warns the US 500 may be in the midst of a lasting turn lower.

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