Institutional De-risking Report: COT Data and Probability Models show heavy Distribution in Equities vs. Record Inflows in 2Y Treasuries 📊

The post presents a detailed analysis using COT data, momentum, and ML models to suggest institutional de-risking and a 'flight to quality' into short-term treasuries, away from equities and other risk assets. The author highlights significant selling pressure in major indices like the S&P 500 and Nasdaq, contrasting it with massive inflows into 2Y Treasury Bonds. While the analysis is presented as educational, the strong directional indicators and focus on institutional flows give it a higher weight and a generally negative sentiment towards risk assets.