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Xle Buy The Dip
15.06.2022
XLE - buy the dip
Qi remains negative on risky assets. Macro-warranted model value continues to point lower for critical benchmarks like the S&P500 and US corporate credit.

In fact, both Investment Grade LQD & High Yield HYG US credit are lagging the deterioration in macro conditions & trade more than one sigma rich to model fair value.

Energy has already proven a star performer in 2022 but, on Qi, it’s outlook is improving again. The chart shows XLE falling in this recent risk off rout. But macro fair value has risen 16.3% over June. That divergence has opened up a 1.1 sigma (15.4%) Fair Value Gap &, on RETINA™, a bullish divergence pattern.

The improvement in macro model value reflects some of Energy’s defensive qualities. Unlike many of its peers, Energy benefits from rising real rates, wider credit spreads & tighter Dollar liquidity.
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Quant Insight’s Macro Analytics
on Goldman Sachs Marquee
Goldman Sachs is embedding Qi’s data-science-driven
macro factor risk data into Marquee to offer risk
management capabilities that help provide clarity to your
investment analysis as you navigate your portfolio exposures,
asset by asset, through dynamic market conditions.
Goldman Sachs is embedding Qi’s data-science-driven macro factor risk data into Marquee to offer risk management capabilities that help provide clarity to your investment analysis as you navigate your portfolio exposures, asset by asset, through dynamic market conditions.