LIVE MARKETS-Gap between SPY and QQQ short interest bullish for stocks - JPM

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LIVE MARKETS-Gap between SPY and QQQ short interest bullish for stocks - JPM

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GAP BETWEEN SPY AND QQQ SHORT INTEREST AND BULLISH FOR STOCKS - JPM

A gap has emerged in short interest on the SPY SPY.P and QQQ QQQ.O exchange traded funds (ETFs), which track the S&P 500 .SPX and Nasdaq 100 .NDX, respectively. And this is likely a bullish indicator for stocks, according to JPMorgan.

Analysts led by Nikolaos Panigirtzoglou noted that a similar gap opened in March 2020 and in the stock market correction of 2022. “In both instances, that gap proved a bullish equity market signal as it got eventually closed with the short interest of the SPY ETF declining towards that of the QQQ ETF.”

JPMorgan explains the discrepancy is likely influenced by how fund managers use each index. The SPY ETF is used more extensively by macro managers to adjust their stock exposure, thus when macro managers turn cautious the short interest in the SPY ETF rises more. That then opens a gap relative to the short interest in the QQQ ETF.

Indeed, the bank notes that macro investors remain cautious on risk assets including equities even as stocks focused hedge funds appear to have already rebuilt their positions from April, benefiting from the V shaped recovery of the past two months.

(Karen Brettell)

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