Consolidated Equity Positioning: Public-Data Reconstruction
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S&P 500
Consolidated Equity Positioning
MetricValue
Current
Percentile since model inception (June 2012)
Current percentile (vs. selected window)
Holdout model-selection period (2025-07→2026-06) RMSE / corr0.419 / 0.78
Full-period correlation to digitised target0.89
Formulaequal-weight mean of component Z-scores (no offset)
ComponentsCTA · Vol-control · CFTC · NAAIM · UMich Sentiment · Margin Debt · VIX Term Structure · Drawdown · CBOE Put/Call (60/40 fast/slow block weights)
This is an independent public-data reconstruction inspired by Deutsche Bank Asset Allocation's published "Consolidated Equity Positioning" framework. It is not the official Deutsche Bank index, is not affiliated with or endorsed by Deutsche Bank, and is not investment advice. It is a transparent approximation built only from free, lawfully accessible public data.
Formula: the published composite is the weighted mean of nine component Z-scores. Weights reflect each signal’s ability to discriminate fast panics from slow bear markets. A pipeline assertion guarantees the published composite exactly reproduces this formula.

Components & weights:
VIX term structure (25%) — VIX / 252-day median, inverted. Strongest panic discriminator: reaches −3σ in fast crashes (2020, 2025) but only −0.9σ in slow grinds (2022).
Vol-control allocation (10%) — blend of constant-target-vol allocations (8/10/12/15% targets) using realised + VIX-implied vol.
CTA equity weight (3%) — multi-horizon trend (1/3/6/12-mo) across SPY/QQQ/IWM/EFA/EEM, inverse-vol scaled. Down-weighted: overshoots in slow bears.
CFTC futures positioning (10.4%) — E-MINI S&P 500 net (asset-manager + leveraged-fund) as % of open interest.
NAAIM exposure (10.4%) — weekly active manager equity exposure index.
UMich consumer sentiment (10.4%) — University of Michigan sentiment (FRED: UMCSENT), proxy for AAII investor sentiment.
Margin debt growth (10.4%) — quarterly % change in FINRA margin debt (FRED: BOGZ1FL663067003Q).
CBOE equity put/call (10.4%) — daily equity put/call volume ratio (from 2020; 8 components used before then, re-normalised).
Financial stress index (10%) — St. Louis Fed STLFSI4, inverted. Spiked to 5.66 in 2020 panic vs 0.5 in 2022 grind.

Standardisation: expanding-window Z-score (min 156 weekly obs), past-only (shifted), winsorised at ±3.75σ. Weekly Friday close. Publication lags: CFTC ≈5d, NAAIM ≈5d, UMich ≈15d, margin ≈30d. VIX and put/call are daily with no lag.

Validation: full-period corr 0.87 to digitised DB chart (n≈700, 2012–2026). Anchors: 2020 COVID −2.07 (target ≈−2.12); Apr 2025 tariff −1.39 (target ≈−1.40); 2022 bear −1.48 (target ≈−1.42). Known limitation: 2018 Q4 modelled too deep (−1.36 vs ≈−1.0). AAII sentiment and EPFR fund flows excluded (not freely accessible).

Orange line: fast systematic overlay (companion, not part of composite) — short momentum, drawdown, fast vol-control, vol shock. Reacts within days; leads the composite at capitulations.

Machine-readable evidence: latest data (JSON) · component Z-scores (CSV) · digitised target · date-level predictions · candidate-model results · validation summary · source manifest · run manifest · SHA-256 checksums · methodology · validation & digitisation · automation evidence