Money poured into technology ETFs last week. Info tech grabbed $109B in net flows showing massive buying conviction. Equity funds absorbed $466B while commodities hemorrhaged $105B as investors fled inflation hedges.
U.S. ETFs commanded $425B in weekly flows representing total dominance. Japan captured $31B showing sustained Asia strength. China bled $7.4B extending quarterly weakness that hit $66B over three months.
The reversal signals a dramatic shift. China attracted modest flows 3m ago but turned negative this week. Germany lost $2.4B weekly matching quarterly struggles of $3.1B in outflows.
Flow imbalance data shows conviction. U.S. scored 91.2 meaning overwhelming buying pressure. China hit just 29.7 indicating severe selling dominance. Japan held 86.9 showing strong buyer conviction persisted.
Technology crushed all sectors with $109B in weekly inflows. Flow imbalance reached 93.5 signaling near-unanimous buying. The quarterly pattern shows sustained strength at $101B.
Industrials flipped negative. The sector lost $519M last week after gaining $19B over three months. Flow imbalance dropped to 44.1 showing balanced pressure turned to mild selling.
Energy shed $259M weekly despite adding $15B quarterly. Utilities lost $460M with just 30.4 flow imbalance indicating heavy selling. Healthcare dropped $331M as defensive rotation accelerated.
Communication services gained $779M bucking the defensive exodus. Consumer discretionary added $509M showing selective retail strength.
Growth strategies dominated with $219B in weekly flows. Flow imbalance hit 98.9 representing near-perfect buying unanimity. Quarterly flows reached $231B showing sustained momentum preference.
Fixed income grabbed just $7.8B weekly despite $206B in quarterly flows. The deceleration signals reduced bond demand as equity strength persisted.
Vanilla strategies captured $232B weekly with active funds adding $13B. ESG funds lost $1.1B showing continued strategy skepticism. Low volatility bled $425M as investors chased risk.
Commodities suffered the steepest reversal. Weekly outflows hit $105B with flow imbalance at just 8.2. Quarterly data shows $80B in exits reflecting inflation hedge unwinding.
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.
