(piss-) poor liquidity means month-end buying will have extra big effect

As you know if you are trading any relevant size in this market...it is record illiquid...JPM: "One important equity market liquidity metric is the market depth for the S&P 500 e-mini futures shown in Figure 6. This market depth metric is based on the average number of contracts on the tightest bid/ask. This market depth currently stands at the very low historically levels seen in March 2020 at the peak of the pandemic correction"