Stock Markets March 2, 2026

Trend-Following Funds Stay Heavily Long Global Equities, BofA Says

Bank of America warns systematic strategies remain stretched as positioning leans on Japanese and European gains while U.S. indices lag

By Priya Menon
Trend-Following Funds Stay Heavily Long Global Equities, BofA Says

Bank of America reports that commodity trading advisors (CTAs) and other systematic trend-following strategies remain in extended long positions across global equities, buoyed by strength in Japan and Europe even as U.S. stocks act as a drag. The bank highlights elevated, volatility-sensitive positioning across CTAs, risk parity and volatility-control strategies, and outlines asymmetric downside risks should markets turn lower.

Key Points

  • CTAs and other trend-following strategies remain in extended long positions across global equities, supported mainly by gains in Japan and Europe.
  • Systematic equity exposure across CTAs, risk parity and volatility-control strategies is elevated relative to the past five years, making flows sensitive to market direction.
  • BofA estimates asymmetric potential flows: systematic strategies could sell about $117 billion in a down market over the next week, while buying $11 billion if markets are flat and selling $6 billion in an up scenario; CTAs alone could sell up to $112 billion in a down market.

Commodity trading advisors, commonly known as CTAs, are maintaining significant long exposure to global equities, Bank of America analysts say, with gains in Japanese and European markets providing the bulk of recent support despite weakening in U.S. markets.

"Trend followers remain long equities globally, with gains in Japanese and European markets supporting CTA performance this week as managers remain in extended long positions," the BofA team led by Chintan Kotecha wrote in their report.

The report underscores that U.S. equities have acted as a performance headwind amid concerns related to AI-driven disruption. BofA cautioned that trends for U.S. indexes could deteriorate further over the near term, particularly affecting faster trading models that rely on short-term signals.


Positioning and potential flows

BofA's analysis points to broadly stretched positioning. Systematic exposure to global equities across CTAs, risk parity and volatility-control strategies sits at elevated levels compared with the past five years, the bank said, making flows especially sensitive to directional moves in markets.

The bank estimated that systematic strategies could sell roughly $117 billion in a down market over the coming week, compared with buying about $11 billion if markets remained flat and selling $6 billion in an up scenario. The analysts noted the asymmetry of risk, saying CTAs on their own could sell up to $112 billion in a down market.

For U.S. equities, BofA highlighted nearby technical thresholds. Its model suggests potential long-position unwinds in the S&P 500 could begin around 6772, with stop-loss triggers positioned at less than 1.6% beneath Friday's close.


Regional and asset-class nuances

While equity exposure is dominant, the report detailed other notable moves by trend followers. In fixed income, CTAs increased exposure to Treasurys as the 10-year yield dipped below 4%. Despite that rise, BofA described CTAs as only "moderately long" Treasurys and said those positions could expand if trends strengthen. The bank also flagged likely buying in Bund futures and the potential unwinding of shorts in Korea Treasury bonds.

In commodities, long positions in gold added positively to CTA returns as futures advanced, with elevated trends keeping positioning largely driven by volatility. Trend followers also continued to add to soybean and soybean oil longs following a fourth consecutive week of gains.

In foreign exchange, CTAs remain broadly short the U.S. dollar versus most tracked currencies, with the notable exception of the Japanese yen. BofA expects trimming of longs in the euro, pound and Canadian dollar in the days ahead.


Takeaway

BofA's report paints a picture of systematic strategies that are heavily exposed to equity trends and other asset-class moves, with positioning that is sensitive to directional shifts and volatility. The asymmetry of potential selling in a down market is a central concern, particularly for models that trade more quickly.

Risks

  • Significant downside selling pressure if markets fall - systematic strategies could generate large sell flows that impact equity and bond markets, particularly in the U.S. where models may unwind longs around technical levels.
  • Volatility-driven positioning could amplify moves in commodities and fixed income - trends in gold, soybeans, Treasurys and Bund futures may lead to rapid position changes if volatility shifts.
  • Potential trimming of currency longs - expected reductions in euro, pound and Canadian dollar longs could influence FX markets, and broad short positioning in the U.S. dollar leaves those pairings sensitive to directional moves.

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