Finance Analyst Report: 2026-04-01 11:45:20
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: 0.25 ▲ (Normal Relationship)
- Credit: HY OAS 3.28% (Watchful) | 2s10s: 0.51% (Normal (Steepening))
- Global Liquidity: N/A ◆ | BTC: $68,703 ▼ (Neutral)
- Seasonality (April): Avg +1.95%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $657.23 ▲ | 37.09 | 28.0 | $646.54 | Bullish | 0.53 |
| QQQ | $586.32 ▲ | 35.75 | 30.5 | $571.62 | Bullish | 0.30 |
| IWM | $251.90 ▲ | 45.24 | 37.0 | $217.50 | Bullish | 0.59 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 23.83 ▼ | 51.76 | 50.8 | $11.00 | Neutral | 0.75 |
| TNX | 43.01 ▼ | 56.70 | 47.8 | - | - | - |
| GLD | $439.60 ▲ | 32.33 | 59.5 | $415.95 | Bullish | 0.22 |
| DXY | 99.43 ▲ | 47.60 ▲ | 47.1 ▼ | - | - | - |
| SLV | $68.61 ▲ | 35.17 | 33.6 | $64.41 | Bullish | 0.45 |
Macro Fundamentals
- 10Y Yield: 4.30% ▼
- Yield Curve (10Y-3M): 0.70 (Normal)
- DXY: 99.43 ▲
- Growth vs Value: 0.89 ▲
- Risk Appetite (XLY/XLP): 1.35 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 96.05
- VIX/MOVE Ratio: 0.25 ▲ (Normal Relationship)
- 0DTE Call Volume: 1,463,264 ▲
- 0DTE Put Volume: 1,892,104 ▲
- 0DTE Put/Call Ratio: 1.29 ▲ (Balanced 0DTE Flow)
Credit Conditions
- HY OAS Spread: 3.28% (Watchful)
- BBB Spread: 1.13%
- 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: ~$6,648B (USD approx)
- BOJ Balance Sheet: ~$4,558B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): N/A ◆
- BTC-USD: $68,703 ▼ (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
Unread articles (5):
[1] USD/CAD drifts lower as improving risk sentiment pressures US Dollar URL: https://www.fxstreet.com/news/usd-cad-drifts-lower-as-improving-risk-sentiment-pressures-us-dollar-202604011520 Published: Wed, 01 Apr 2026 15:20:28 Z
[2] Eurozone: Gradual inflation rise seen through mid-year – ABN AMRO URL: https://www.fxstreet.com/news/eurozone-gradual-inflation-rise-seen-through-mid-year-abn-amro-202604011517 Published: Wed, 01 Apr 2026 15:17:48 Z
[3] Norges Bank: Market repricing and inflation risks – Rabobank URL: https://www.fxstreet.com/news/norges-bank-market-repricing-and-inflation-risks-rabobank-202604011504 Published: Wed, 01 Apr 2026 15:04:18 Z
[4] UK: Rising fuel costs threaten consumer confidence – Deutsche Bank URL: https://www.fxstreet.com/news/uk-rising-fuel-costs-threaten-consumer-confidence-deutsche-bank-202604011454 Published: Wed, 01 Apr 2026 14:54:58 Z
[5] USD: NFP normalization and Fed hold expectations – TD Securities URL: https://www.fxstreet.com/news/usd-nfp-normalization-and-fed-hold-expectations-td-securities-202604011442 Published: Wed, 01 Apr 2026 14:42:02 Z