The streak is alive and well. QT days have been rather large down days for the S&P 500. And this month’s maturity is another big one - over $30 billion.....I was surprised to find that government bonds can mature on a weekend...... This means that this month’s QT maturity day effect will occur on Monday - not Friday’s month end. So mark it in your calendars - Monday July 2nd spooz should trade heavy if this QT theory holds true.