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Market Closed — opens in 242m

Updated 2026-04-17 04:00:27 ET

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Signal Alignment

?
Strong Alignment
▲ SPY +3.2% 5d
86%

aligned

6/1/4

agree / disagree / neutral

↑+26pp vs 5d ago · improving

+14.3pp vs RISK-ON 90d avg · strong for regimeday 6 of new baseline (avg 71.7%)

Structural signals broadly confirm the risk-on rally — gamma, credit, and growth expectations align with SPY's uptrend (86% of directional signals in agreement).

Leading / Structural

Lagging / Confirming

[RISK-ON]

Gamma Rail — SPY

Above call wall — vol pressure
SPY $702.26
Put Wall
$693.00
Call Wall
$700.00
ZGL
$694.14
-2.26 to call-9.26 to put-8.12 to ZGL Range width 7.00

Dealer gamma hedging creates support at the put wall and resistance at the call wall. ZGL is the zero-gamma line — SPY above it dampens volatility, below it amplifies moves. Breach of either wall = accelerated move.

Cascade Tracker

Stage 0/13

Stress propagates in order: vol → credit → breadth → correlations → liquidity. More lit stages = deeper contagion.

No active cascade

Active: 0 of 13

0-2 stages = isolated. 3-5 = spreading. 6-8 = broad stress. 9+ = systemic contagion. Watch velocity for acceleration.

Market Regime

RISK-ON

Fragility: CRITICAL Conviction: 86%

Overall market state classified from the alignment dots. Drives which signals lead and which thresholds fire alerts.

When Markets Looked Like This

9 matches / 47 days

We scanned the last 47 trading days for setups that looked like today (the chips below list what we matched on). Found 9. Here's how SPY moved over the 1, 3, and 5 trading days after each of those historical days. Not a prediction — a base rate.

1-Day Fwd avg SPY move +0.45%
71.4% went up
Typical: +0.24% Worst / best: -0.04% / +1.2%
3-Day Fwd avg SPY move +1.64%
100% went up
Typical: +1.97% Worst / best: 0.16% / +2.8%

Matched on: these are today's bucketed values — similar days had the same combination

risk-on vix low dix strong credit tight breadth med score high

Nearest flip trigger: HY OAS > 3.0% → loses RISK-ON

Last change: 5d ago Previously: RISK-ON
2026-04-04 14-day regime history 2026-04-17

Event Feed

46
12:00 AM Wall Prox: call_wall_0.1pct → call_wall_0.5pct (SPY 702.26)
7:41 PM ZGL Cross: null → above (SPY 702.26)
7:41 PM GEX Flip: null → positive (SPY 702.26)
7:41 PM 0DTE PCR: null → neutral (SPY 702.26)
7:41 PM Regime: null → RISK-ON (SPY 702.26)
7:41 PM Energy: null → ELEVATED (SPY 702.26)
7:41 PM Wall Prox: null → call_wall_0.1pct (SPY 702.26)
7:41 PM DIX Band: null → below_40 (SPY 702.26)
7:39 PM ZGL Cross: null → above (SPY 702.26)
7:39 PM GEX Flip: null → positive (SPY 702.26)
7:39 PM 0DTE PCR: null → neutral (SPY 702.26)
7:39 PM Regime: null → RISK-ON (SPY 702.26)
7:39 PM Energy: null → ELEVATED (SPY 702.26)
7:39 PM Wall Prox: null → call_wall_0.1pct (SPY 702.26)
7:39 PM DIX Band: null → below_40 (SPY 702.26)

83

/100

Signal Health

?
Health score 83 over 48 readings

Favorable

0/day · stable

Streak: 5d in RISK-ON

Signal Current Δ 5D Avg Points
DIX 0.498 0.48 10/10
GEX +9.6B 6.93 10/10
HY OAS 2.85% 2.90% 8/8
Breadth 53% 52.90% 5/7
Vol Term Contango 5/5
Liquidity Expanding 5,954 7/7
SPY/ZGL Above 5/5
BTC $75,103 2/3
0DTE PCR 0.87 5/5
Energy ELEVATED 7/10
Stagflation 36 5/8
Sectors 3/5 3/5
Correlations SPY/VIX -0.94 1.7/5
SKEW/VIX 141 2/3
Real Yield 1.90% 1/3
Copper/Gold +7.9% 2/2
USD/JPY -0.2% 2/2
HYG 0.6x 2/2
Last regime change: 2026-04-12 Days since critical: 2 5D Avg = 5-day moving average, not the value 5 days ago

30-Day Score Trend

Price History

|
Price
Scores
Flow
Credit & Macro
Vol Structure

Equity & Macro Board

Equity

Ticker Price RSI IVR GEX PCR
SPY SPY 702.3 over 435 days $702.26 73.0 88.6SPY IVR 88.5 over 19 days Bullish 0.52
QQQ QQQ 640.2 over 435 days $640.23 72.8 87.4QQQ IVR 87.4 over 18 days Bullish 0.40
IWM IWM 270.5 over 435 days $270.51 70.3 86.6IWM IVR 86.6 over 18 days Bullish 0.32

Macro

Ticker Price RSI IVR GEX PCR
VIX VIX 17.9 over 435 days 17.94 34.0 69.4 Bullish 0.52
TNX TNX 43.1 over 435 days 43.09 44.9 73.0 - N/A
GLD GLD 440.1 over 435 days $440.06 63.4 56.0 Neutral 0.71
DXY DXY 98.3 over 434 days 98.26 29.7 47.3 - N/A
SLV SLV 71.2 over 435 days $71.24 64.7 28.5 Bullish 0.60

Dark Pool Activity

DIX (Buy Ratio)

0.498

dix 0.5 over 10 days

Strong institutional buying in dark pools

GEX (Gamma Exp.)

9.55B

gex 9.6 over 10 days

Dealers are long gamma — expect lower volatility and mean reversion

DIX > 0.45 = strong buying. GEX positive = lower vol (mean reversion). GEX negative = higher vol (trend amplification).

HY OAS Spread

2.85%

hy_oas 2.9 over 435 days

Benign

High yield credit spread over Treasuries. Rising = stress.

BBB Spread

1.01%

bbb_spread 1.0 over 435 days

Normal

Investment-grade corporate spread. Widening = risk aversion.

2s10s Spread

0.54%

two_ten_spread 0.5 over 435 days

Normal (Steepening)

Yield curve slope. Negative = inverted (recession signal).

NFCI

-0.465

nfci -0.5 over 4 days

Loose

Chicago Fed NFCI. Negative = loose conditions; above zero = tighter-than-average.

HYG Volume Ratio

0.62

hyg_volume_ratio 0.6 over 4 days

Light volume

HYG volume vs 20d avg. >1.5 = unusual credit activity.

Credit spreads widen before equities sell off. HY OAS > 5% = distress. Watch BBB for downgrade risk near investment-grade cliff.

Sector Breadth & Rotation

81%

Financials (XLF)

Favorable
+44pp

55/68

72%

Technology

Favorable
+31pp

47/65

71%

Real Estate (XLRE)

Favorable
+7pp

20/28

70%

Comm Services (XLC)

Favorable
+25pp

14/20

63%

Utilities (XLU)

Favorable
-23pp

19/30

50%

Energy (XLE)

Leaning
-30pp

10/20

48%

Discretionary (XLY)

Neutral
+17pp

28/59

46%

Materials (XLB)

Neutral
-13pp

11/24

36%

Industrials (XLI)

Cautionary
-15pp

24/67

33%

Health Care (XLV)

Cautionary
+9pp

18/54

18%

Staples (XLP)

Adverse
-15pp

6/34

Ring = % of stocks above 50d SMA. Sparkline = 30-day trend. Wide divergence between sectors = rotation risk.

Crude Oil

ELEVATED

WTI Crude

$90.04

wti close 90.0 over 10 days

5d: -6.8%

Brent Crude

$98.41

brent close 98.4 over 10 days

Spread: $8.37

XLE (Energy Sector)

$56.58

xle close 56.6 over 10 days

UNG (Nat Gas)

$10.78

ung close 10.8 over 2 days

Refining & Fuel

3-2-1 Crack Spread

$47.02

crack spread 47.0 over 10 days

Very Wide (refiner windfall)

RBOB Gasoline

$3.0800/gal

Heating Oil

$3.6300/gal

Crack spread = refiner margin. Wide spreads mean high fuel prices vs crude. Watch for demand destruction signals above $40/bbl.

Copper/Gold 20d RoC

+7.90%

Growth optimism

copper_gold_20d_roc 7.9 over 4 days

Ratio 0.014 copper gold ratio 0.0 over 4 days — copper (growth) vs gold (safety).

Rising = growth expectations improving; falling = flight to safety. 20-day rate of change smooths daily noise.

10Y Yield

4.31%

tnx close 4.3 over 10 days

Dollar Index

98.26

dxy close 98.3 over 10 days

Correlations (20-Day)

Pair Value Normal Status
SPY/VIX -0.938 corr spy vix -0.9 over 10 days -0.85 to -0.70 normal
SPY/DXY -0.918 corr spy dxy -0.9 over 10 days -0.40 to +0.10 extreme
SPY/TNX -0.937 corr spy tnx -0.9 over 10 days -0.20 to +0.40 extreme
SPY/Oil -0.832 corr spy oil -0.8 over 10 days -0.30 to +0.20 extreme

Dollar and stocks moving together — potential risk-off pattern.

Volatility Structure

MOVE Index (Bond Vol)

66

move 65.9 over 435 days

VIX/MOVE Ratio

0.27

vix move ratio 0.3 over 10 days

Equity Vol Elevated vs Rates

SKEW

141

Firm

skew_close 140.7 over 4 days

VVIX

97

VVIX/VIX 5.40

vvix_close 96.8 over 4 days

MOVE > 120 = bond market stress. VIX/MOVE falling = equity vol cheap vs rates vol. SKEW > 150 = elevated tail-risk pricing. VVIX tracks vol-of-vol; VVIX/VIX > 6 signals dealer fear.

0DTE SPY Options

Put/Call Ratio

0.87

zero dte pcr 0.9 over 10 days

Balanced 0DTE Flow

Volume

1,019,664 C / 883,669 P

PCR > 1.0 = more puts (bearish hedging). PCR < 0.7 = complacency. 0DTE volume drives intraday gamma effects.

Inflation Expectations

Stagflation: MODERATE

5Y Breakeven

2.60%

breakeven 5y 2.6 over 10 days

Above Target

10Y Breakeven

2.39%

breakeven 10y 2.4 over 10 days

5Y5Y Forward

2.18%

breakeven 5y5y 2.2 over 10 days

Real Yield (10Y)

1.90%

real yield 10y 1.9 over 4 days

Firm

Stagflation Score

stagflation score 35.8 over 10 days

36/100

TIPS breakeven rates reflect market-implied inflation. 5Y5Y forward = long-run expectations. Score combines breakeven levels and curve inversion.

USD/JPY 5d RoC

-0.17%

Neutral

usdjpy_5d_roc -0.2 over 4 days

Spot 159.41 usdjpy close 159.4 over 4 days — yen weakness (rising) supports carry; sharp strengthening = risk-off.

Yen carry trade unwinds show up as USD/JPY -2% or more in 5 days. Sustained strength = risk-off de-leveraging pressure.

Fed Liquidity

Net Liquidity (WALCL - TGA - RRP)

$5,954B

net_liquidity 5954.2 over 403 days

WALCL

$6705.7B

TGA

$751.4B

RRP

$0.2B

Expanding

Rising net liquidity = more cash in system = bullish. TGA/RRP draining = liquidity injection.

Global Liquidity & BTC

BTC (Liquidity Proxy)

$75,103

btc_price 75103.0 over 435 days

Neutral

Global CB Balance Sheets

$17,115B

ECB: $6,747B BOJ: $4,414B

BTC tracks global liquidity. Rising CB balance sheets = more liquidity = risk-on.

Fed Policy

Fed Funds Rate

3.50-3.75%

Next FOMC

2026-04-29

Probability data unavailable

Market-implied rate probabilities. Rate cuts are bullish for equities and bonds. Source: FRED + CME FedWatch.

Alerts

View History →
warning

SKEW at 141 — elevated tail-risk hedging activity.

1h ago · First fired 11h ago
info

DIX at 0.498 — strong dark pool buying activity.

1h ago · First fired 1d ago
warning

SPY near gamma wall — expect increased resistance/support and potential pinning at key strike.

1h ago · First fired 1d ago
warning

Sector breadth divergence: wide spread between strongest and weakest sectors — rotation or narrow leadership.

1h ago · First fired 2d ago
info

Full bullish alignment: DIX 0.498, GEX +9.6B, HY OAS 2.85%, breadth 53%.

1h ago · First fired 2d ago
warning

5Y breakeven inflation at 2.60% — inflation expectations well above Fed target.

1h ago · First fired 5d ago
warning

3-2-1 crack spread at $47.02/bbl — refining margins extremely elevated, consumer fuel price pressure.

1h ago · First fired 5d ago

News & Geopolitics

FX News Wire

FXStreet ↗

Oil: Current shock less damaging than 1970s - Commerzbank

1h ago

USD: Diversification hinge for Q2 flows - BNY

2h ago

GBP/JPY surrenders modest intraday gains; holds above 215.00 amid mixed cues

2h ago

USD/INR falls as RBI introduces more measures against US Dollar buying

2h ago

S&P 500: Record highs extend winning streak - Deutsche Bank

2h ago

Silver Price Forecast: XAG/USD wobbles near $79, investors await US-Iran second round talks

2h ago

Canadian Dollar strengthens ahead of Canadian CPI inflation release

2h ago

AUD/USD: Pullback within broader upside risk - UOB

2h ago

EUR/USD holds above 1.1770, awaiting the outcome of US-Iran peace talks

2h ago

Compared to estimates, Netflix (NFLX) Q1 earnings: A look at key metrics

2h ago

Oil: Conflict risks and Strait disruption - Rabobank

2h ago

Gold sticks to negative bias below $4,800 amid modest USD uptick; downside seems cushioned

2h ago

WTI holds losses near $89.50 ahead of potential US-Iran further talks

2h ago

EUR/USD: Downtrend resumes with stable forecasts - Danske Bank

3h ago

USD: Rate expectations and crisis hedging support - Commerzbank

3h ago

Pound Sterling softens as focus shifts to possible US-Iran negotiations

3h ago

AUD/USD Price Forecast: Fresh rally expected above 0.7200

3h ago

Pound Sterling Price News and Forecast: GBP/USD stays pressured amid BoE hike bets and optimisms

3h ago

Asian stocks fall due to US-Iran ceasefire doubts, profit-taking

3h ago

IEA Chief Birol warns of higher energy prices if Strait of Hormuz is not reopened

3h ago

20 articles

Iran lawmaker says restoring internet not in country's interest now

1h ago

Pakistan PM welcomes Lebanon ceasefire

2h ago

Tehran to name key location after Khamenei, council spokesperson says

2h ago

Iran Guards say forces 'finger on the trigger' during 'silence on battlefield'

2h ago

Iran official says attacks on power infrastructure target civilians

3h ago

Europe can help clear mines in Hormuz, French minister says

3h ago

Trump says 'good things' happening for Lebanon

5h ago

US aircraft carrier Abraham Lincoln conducts blockade operations, CENTCOM says

5h ago

Iran suspends kindergarten operations until further notice

5h ago

Gold steady, set for weekly gain on hopes of US-Iran deal

6h ago

10 updates

Hormuz Strait Status

Monitor ↗

Throughput

Under 2% of normal daily deadweight tonnage

Ships Transiting

Near zero (normal: ~60/day)

Stranded Vessels

150+ ships including tankers, bulk carriers, and other commercial vessels

Oil Prices

Brent crude surging due to supply disruption

War Risk Insurance

Premiums at extreme levels, over 16x normal rates

Global Impact

21% oil supply 25% LNG trade $4 billion/day cost
+14 days Cape reroute | Tanker rates: tripled

Economic Calendar & Earnings

Today

Economic Releases

Industrial Production
101.7898Prev: 102.344

Upcoming

Economic Releases

Retail Sales2026-04-21
Philadelphia Fed Mfg Index2026-04-28
Gross Domestic Product (GDP)2026-04-30
Employment Situation (Payrolls)2026-05-08
Consumer Price Index (CPI)2026-05-12
Producer Price Index (PPI)2026-05-13
Retail Sales2026-05-14
Industrial Production2026-05-15

Earnings

TSLAEst: $0.36↓11.1%
2026-04-22
MSFTEst: $4.07
2026-04-29
GOOGLEst: $2.66↑2.1%
2026-04-29
AMZNEst: $1.65↑0.3%
2026-04-29
METAEst: $6.62↑0.4%
2026-04-29
AAPLEst: $1.94↓0.9%
2026-04-30
NVDAEst: $1.77
2026-05-20
WMTEst: $0.66↓0.1%
2026-05-21
JPMEst: $5.40↓0.9%
2026-07-14
GSEst: $13.84↓2.8%
2026-07-14