Finance Analyst Report: 2026-04-01 09:32:03
Executive Summary
- Market Sentiment: Neutral (Score: -0.07)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (25.5% ▲ >50d, 49.7% ▲ >200d)
- Net Liquidity: N/A (N/A ◆)
- Dark Pool DIX: 0.446 (Moderate Dark Pool Buying)
- MOVE Index: 96 | VIX/MOVE: 0.26 (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.46% (Watchful) | 2s10s: 0.51% (Normal (Steepening))
- Global Liquidity: N/A ◆ | BTC: $68,559 ▲ (Neutral)
- Seasonality (April): Avg +1.95% ▼, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $654.20 ▲ | 37.09 | 28.0 | $646.31 | Neutral | 0.76 |
| QQQ | $581.07 ▲ | 35.75 | 30.5 | $569.92 | Bullish | 0.49 |
| IWM | $250.39 ▲ | 45.24 | 37.0 | $247.42 | Neutral | 0.83 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 25.01 ▼ | 51.76 | 50.8 | $11.00 | Bullish | 0.69 |
| TNX | 43.24 ▼ | 56.70 | 47.8 | - | - | - |
| GLD | $435.01 ▲ | 32.33 | 59.5 | $415.87 | Bullish | 0.27 |
| DXY | 99.41 ▼ | 47.51 ▼ | 47.3 ▲ | - | - | - |
| SLV | $67.93 ▲ | 35.17 | 33.6 | $61.72 | Bullish | 0.50 |
Macro Fundamentals
- 10Y Yield: 4.32% ▼
- Yield Curve (10Y-3M): 0.72 ▼ (Normal)
- DXY: 99.41 ▼
- Growth vs Value: 0.89 ▼
- Risk Appetite (XLY/XLP): 1.34 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 96.05
- VIX/MOVE Ratio: 0.26 (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 25,418 ▲
- 0DTE Put Volume: 19,951 ▲
- 0DTE Put/Call Ratio: 0.78 ▲ (Balanced 0DTE Flow ◆)
Credit Conditions
- HY OAS Spread: 3.46% (Watchful)
- BBB Spread: 1.16% ▲
- 2s10s Spread: 0.51% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 25.5% ▲ (of 494)
- Stocks Above 200-Day SMA: 49.7% ▲
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6657.2B
- Treasury General Account (TGA): $N/AB
- Reverse Repo (RRP): $15.8B
- US Net Liquidity (WALCL - TGA - RRP): N/A
- Liquidity Regime: N/A ◆
- ECB Balance Sheet: ~$0B ▼ (USD approx)
- BOJ Balance Sheet: ~$0B ▼ (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): N/A ◆
- BTC-USD: $68,559 ▲ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.446
- GEX (Gamma Exposure): 2.33B
- Signal: Moderate Dark Pool Buying
Seasonality (April)
- 20yr Average Return: +1.95% ▼
- 20yr Median Return: +1.27% ▼
- Win Rate (% Years Positive): 80%
- Signal: Historically Bullish
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: 638224.0 (Period: 2026-02-01)
- Commercial Bank Interest Rate on Credit Card Plans, All Accounts: 20.97 (Period: 2025-11-01)
Upcoming Economic Calendar (Next 30 Days):
- Employment Situation (Payrolls): 2026-04-03
- Gross Domestic Product (GDP): 2026-04-09
- Consumer Price Index (CPI): 2026-04-10
- 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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