Money poured into US equities and industrials this week. Investors yanked cash from energy and consumer staples. The rotation showed classic late-cycle behavior as geopolitical uncertainty persisted.
US equities grabbed $11.8B in weekly net inflows. The largest market held 57.6% flow imbalance showing modest buying pressure. Japan captured $3.2B with 66.1% imbalance demonstrating stronger conviction.
China absorbed $761M in outflows despite $2.5B gross inflows. The 43.4% imbalance revealed heavy selling overwhelmed fresh buying. India shed $549M with just 8.1% imbalance exposing systematic exit activity.
Emerging markets grabbed $945M overall. Global ex-US funds saw $1.1B inflows with near-perfect 99.6% imbalance. Denmark and Switzerland each attracted over $800M showing European haven demand.
Over three months Japan led with $255.5B in net flows. China hemorrhaged $102.3B in the same period. The dramatic reversal from quarterly strength to weekly weakness in Asian markets signaled shifting sentiment.
Industrials dominated with $782.6M weekly inflows. The 68.2% imbalance showed buyers outnumbered sellers two to one. Materials added $435.4M with 74.2% imbalance extending commodity exposure.
Consumer staples collapsed. The sector lost $982M with just 2.9% flow imbalance. Selling pressure intensified dramatically as defensive positioning reversed.
Energy shed $781.7M despite oil spiking above $95. The 36.2% imbalance exposed profit-taking overwhelming fresh bets. Healthcare dumped $695.8M with 26.3% imbalance showing broad sector rejection.
Technology stayed flat with $17.8M outflows but absorbed $4.1B in both directions. The 49.9% balanced imbalance revealed choppy two-way flow.
Three-month data told different stories. Industrials captured $21.9B over three months. Energy grabbed $17.6B quarterly but reversed sharply this week.
Equities pulled $25.6B weekly with 60.8% imbalance. Fixed income attracted $7.3B showing defensive rotation. Commodities grabbed $2.9B with 75.8% imbalance as geopolitical hedging intensified.
Vanilla strategies dominated with $24.2B inflows and 66% imbalance. Active funds captured $5.5B with 82.2% imbalance showing manager selection strengthened.
ESG strategies bled $2.2B with just 28.2% imbalance. The systematic rejection reversed three-month trends where ESG shed $10.2B total.
Dividend funds grabbed $593M weekly. Price-weighted strategies lost $1.2B with just 11.3% imbalance exposing concentrated selling.
The week revealed late-cycle rotation patterns. Investors dumped defensives and ESG while piling into industrials and active strategies.
ORTEX Market Intelligence content is generated by AI from a snapshot of ORTEX's proprietary data. Content is informational only and does not constitute investment advice.
