Us Etf Flow
US ETF fund flow analysis, sector rotation breadth, and style factor flows, track...
Install
npx skills add HKUDS/Vibe-Trading --skill us-etf-flow -g -a claude-code -y- Repository
- HKUDS/Vibe-Trading37.4k
- Category
- Engineering
- Updated
- 3d ago
- License
- MIT
- Context cost
- Mediumabout 2,499 tokens
- Runs scripts
- No, instructions only
What it does
US ETF fund flow analysis, sector rotation breadth, and style factor flows, track institutional capital movement via ETF creation/redemption, sector breadth signals, and thematic momentum.
US ETF Flow & Sector Breadth Analysis
Overview
Track capital flows through US ETFs to identify institutional positioning, sector rotation trends, and risk appetite shifts. ETF flows are a real-time proxy for institutional capital allocation, unlike 13F filings (45-day lag), ETF creation/redemption data is available daily.
Core Concepts
1. ETF Flow Mechanics
Creation / Redemption process:
- Inflows (creation): Authorized Participants (APs) deliver baskets of underlying securities to the ETF issuer → receive new ETF shares → sell on exchange. This happens when ETF trades at a premium to NAV.
- Outflows (redemption): APs buy ETF shares on exchange → redeem with issuer for underlying securities → sell securities. This happens when ETF trades at a discount to NAV.
- Signal interpretation: sustained large inflows = institutional demand; sustained large outflows = institutional liquidation.
Key distinction:
- ETF price movement ≠ ETF flow. Price can rise on low volume (momentum). Flows require actual capital commitment.
- Flows are a quantity signal (how much money is moving), not a price signal.
2. Major ETF Flow Categories
Broad Market ETFs
| ETF | Tracking Index | AUM | Flow Signal |
|---|---|---|---|
| SPY | S&P 500 | ~$500B | Broadest equity risk appetite |
| IVV | S&P 500 | ~$400B | Long-term institutional allocation |
| VOO | S&P 500 | ~$400B | Retail + advisor allocation |
| QQQ | Nasdaq 100 | ~$250B | Tech / growth appetite |
| IWM | Russell 2000 | ~$60B | Small-cap risk appetite |
| DIA | Dow Jones 30 | ~$30B | Value / blue-chip sentiment |
