Feb 9, 2026 8 min read

Heatmap Update

Heatmap Update
Photo by Pete Nowicki / Unsplash

Another rollercoaster week in markets — but by the end of it, equities were back at (or close to) all-time highs.

The mid-week wobble did at least do some work on sentiment. Our Risk-on / Risk-off Sentiment Matters Aggregate has eased back to the 63rd percentile, down from last week’s 66th percentile (a 5-year high). That’s typical: the second or third time around at the same highs is always less exciting than the first.

The big message, though, hasn’t changed. Sentiment is clearly bullish — just not yet at “warning sign” levels. But with sentiment elevated, the bar for “good news” to keep pushing markets higher is rising.

Top 3 This Week

  1. Sentiment: Off the 5-year high, but the message is unchanged: the bar for “good news” to keep pushing markets higher is rising.
  2. Tech sector: no longer the most loved sector, but we’re a long way from capitulation
  3. Cyclicals: Sentiment has rallied back to bullish levels — still below prior peaks.

Sentiment Overview

  • No new sentiment high after last week’s 5-year peak. The week’s volatility has taken a bit of froth off some indicators — but the big picture is the same: sentiment is clearly bullish.
    • Not “warning sign” levels yet, but the hurdle rate for further upside is higher when everyone is already leaning the same way.
  • The average Risk-On / Risk-Off Heatmap indicator is at the 63rd percentile: still clearly bullish, just a touch cooler than last week. Historically, this zone has been consistent with slightly below-average 12-month returns; sentiment becomes a clearer headwind above ~70.
  • US exodus in ETF flows: non-US ETF issuance continues to accelerate. Weekly data is noisy, but world equity ETF issuance has been trending higher through 2025. Last week’s net issuance was ~two-thirds higher than the previous weekly record from the post-pandemic rally in early 2021. Meanwhile, US domestic net issuance has been soft, with the last few weeks below average.
  • Investors Intelligence Bull-Bear is creeping higher and closing in on its historical “sell” zone. The survey has moved from net 12% bearish after Liberation Day to net 47% bullish last week. Historically, returns have been weak when it exceeds ~48% net bullish — one to watch.
  • A counterpoint: the NAAIM Exposure index (active US managers’ equity exposure) has dipped from 100 in December to the mid-80s.
  • Extremes are skewing bullish:
    • Bullish (>90th percentile): 13 indicators (unchanged)
    • Bearish (<10th percentile): 6 indicators (last week 4)

Equity Sectors

  • Most bullish: Utilities
  • Most bearish: Health Care
  • Tech has toppled — it’s no longer the most bullish sector for the first time since last summer. Underperformance is finally showing up in sentiment: at the 67th percentile, the Tech SMA is about 10 points below its start-of-year high. Still, sentiment is holding up better than relative returns — we are far from capitulation on the Tech trade.
  • Communication Services: almost the mirror image of Tech — sentiment has taken a hit, while earnings season performance has been volatile but broadly in-line with the market. The average indicator is around the 50th percentile, the lowest since April.
  • Utilities: the new leader. Average indicator has climbed from the 40th percentile (Dec) to around the 70th. But performance hasn’t followed — it’s a tricky macro backdrop for a defensive sector.
  • Cyclicals: popularity continues to rise — and performance is catching up, with rallies in Materials and Industrials.
    • Industrials sentiment: 2½-year high
    • Materials sentiment: 5-year high
    • Consumer Discretionary is the laggard, making new lows.
  • Even after the rally, Cyclical sentiment remains below prior peaks. Past cycles took Industrials and Materials much higher (e.g., 2021 and 2016).

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