Finance Analyst Report: 2026-03-31 12:30:33
Executive Summary
- Market Sentiment: N/A (Score: N/A)
- Volatility Regime: Backwardation (Panic)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (20.5% >50d, 46.5% >200d)
- Net Liquidity: $5,782B (Expanding)
- Dark Pool DIX: 0.393 (Weak/Selling Pressure)
- MOVE Index: 108 | VIX/MOVE: 0.25 ▼ (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.46% (Watchful) | 2s10s: 0.53% (Normal (Steepening))
- Global Liquidity: $16,989B | BTC: $67,088 ▲ (Neutral)
- Seasonality (March): Avg +0.88%, Hit Rate 70% (Historically Neutral)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $641.99 ▲ | 22.80 | 19.9 | $640.65 | Bearish | 1.46 |
| QQQ | $568.28 ▲ | 21.95 | 22.5 | $562.52 | Neutral | 0.78 |
| IWM | $244.00 ▲ | 34.05 | 27.7 | $185.00 | Bearish | 1.94 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 27.24 ▼ | 61.66 | 44.3 | $11.50 | Bullish | 0.52 |
| TNX | 43.24 ▼ | 62.72 | 50.5 | - | - | - |
| GLD | $424.16 ▲ | 22.70 | 54.2 | $406.55 | Bullish | 0.53 |
| DXY | 100.22 ▲ | 57.92 ▲ | 45.5 ▼ | - | - | - |
| SLV | $66.90 ▲ | 22.84 | 29.5 | $55.84 | Bullish | 0.68 |
Macro Fundamentals
- 10Y Yield: 4.32% ▼
- Yield Curve (10Y-3M): 0.72 ▼ (Normal)
- DXY: 100.22 ▲
- Growth vs Value: 0.88 ▼
- Risk Appetite (XLY/XLP): 1.32 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 108.33
- VIX/MOVE Ratio: 0.25 ▼ (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 1,719,753 ▲
- 0DTE Put Volume: 2,529,419 ▲
- 0DTE Put/Call Ratio: 1.47 (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 3.46% (Watchful)
- BBB Spread: 1.16%
- 2s10s Spread: 0.53% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 20.5% (of 502)
- Stocks Above 200-Day SMA: 46.5%
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6657.2B
- Treasury General Account (TGA): $874.1B
- Reverse Repo (RRP): $0.8B
- US Net Liquidity (WALCL - TGA - RRP): $5,782B
- Liquidity Regime: Expanding
- ECB Balance Sheet: ~$6,648B (USD approx)
- BOJ Balance Sheet: ~$4,558B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): $16,989B
- BTC-USD: $67,088 ▲ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.393
- GEX (Gamma Exposure): -1.08B
- Signal: Weak/Selling Pressure
Seasonality (March)
- 20yr Average Return: +0.88%
- 20yr Median Return: +1.48%
- Win Rate (% Years Positive): 70%
- Signal: Historically Neutral
EPS Revisions (Watchlist)
- AAPL: $1.96 (+0.1% vs 30d)
- MSFT: $4.09 (+0.0% vs 30d)
- NVDA: $1.78 (+5.6% vs 30d)
- GOOGL: $2.60 (+0.1% vs 30d)
- AMZN: $1.65 (+0.1% vs 30d)
- META: $6.61 (+0.1% vs 30d)
- TSLA: $0.40 (-2.2% vs 30d)
- WMT: $0.66 (-0.1% vs 30d)
- JPM: $5.41 (-1.5% vs 30d)
- GS: $15.93 (+1.5% vs 30d)
Upcoming Major Earnings
- GS: 2026-04-13
- JPM: 2026-04-14
- TSLA: 2026-04-21
- GOOGL: 2026-04-23
- MSFT: 2026-04-29
- META: 2026-04-29
- AAPL: 2026-04-30
- AMZN: 2026-04-30
- NVDA: 2026-05-20
- WMT: 2026-05-21
Economic Releases (FRED)
Today's Key Economic Prints:
- Advance Retail Sales: Retail Trade: 633709.0 (Period: 2026-01-01)
- Consumer Price Index for All Urban Consumers: All Items in U.S. City Average: 327.460 (Period: 2026-02-01)
- Industrial Production: Total Index: 102.551 (Period: 2026-02-01)
Upcoming Economic Calendar (Next 30 Days):
- Retail Sales: 2026-04-01
- Gross Domestic Product (GDP): 2026-04-09
- Producer Price Index (PPI): 2026-04-14
- Industrial Production: 2026-04-16
- Retail Sales: 2026-04-21
- Gross Domestic Product (GDP): 2026-04-30
FX News Wire
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