US equities pulled $67B in one week. Equity funds dominated all asset classes grabbing 68.1% buying pressure. Japan grabbed $12.2B while China bled $2.3B showing sharp reversal.
The US led with $43.2B in net flows. Flow imbalance hit 70.3% indicating strong conviction buying. Japan posted $12.2B weekly inflows following $262.6B over three months. The trend accelerated sharply.
China reversed hard. The country lost $2.3B last week after bleeding $106.4B over three months. Flow imbalance crashed to 36.3% showing heavy selling pressure. Developed Europe shed $1.5B weekly continuing rotation away from the region.
Switzerland grabbed $1.1B with 97.9% flow imbalance. Denmark pulled $853M on near-perfect 99.6% buying pressure. Emerging markets gained $789.9M as investors hunted yield outside China.
India dumped $625.9M weekly with just 8.5% flow imbalance. South Korea lost $871.8M reversing its $28.5B three-month gain. Brazil added $216M extending Latin America strength.
Industrials led with $1.4B in weekly inflows. The sector posted 77.2% flow imbalance as defense spending fears boosted manufacturing exposure. Materials grabbed $705M following the industrial rotation theme.
Tech hemorrhaged $1.1B last week. Flow imbalance fell to 46.5% showing balanced exits after three months of $8.5B outflows. Energy lost $363.9M as crude volatility triggered profit-taking.
Consumer staples dumped $293.7M with just 16.8% flow imbalance. Utilities added $647.4M grabbing defensive rotation flows. Real estate pulled $237.9M as rates steadied.
Fixed income grabbed $9.5B weekly following $220.6B over three months. Bonds drew 62.9% flow imbalance showing steady haven demand. Commodities pulled $1.6B as oil chaos persisted.
Alternatives added $987.6M with 73% buying pressure. Currency funds grabbed $787.2M on dollar strength. Asset allocation products gained $412.4M as investors rebalanced.
Active strategies pulled $7.9B versus $138.5B quarterly showing accelerating momentum. ESG funds bled $7.7B reversing three-month outflows. Vanilla products dominated with $59.9B weekly representing 75% flow imbalance.
Investors rotated hard into US industrials and bonds while fleeing Chinese equities and tech.
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.
