Goldman Flows Guru Warns CTAs Are Now Sellers In All Scenarios (& Liquidity Is Evaporating)

As of yesterday's close, Goldman Sachs flows guru, Gail Hafif, notes that we are only 1.01% away from the SPX CTA short-term threshold levels with S&P futures lower in the pre-market (5% away from the medium-term and 10.5% from the long-term thresholds).