Finance Analyst Report: 2026-04-01 13:30:31
Executive Summary
- Market Sentiment: Neutral (Score: -0.07)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (28.7% >50d, 49.9% >200d)
- Net Liquidity: $5,767B (Expanding)
- 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: $16,981B | BTC: $68,524 ▼ (Neutral)
- Seasonality (April): Avg +1.98%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $658.33 ▼ | 37.09 | 28.0 | $650.75 | Bullish | 0.47 |
| QQQ | $587.43 ▼ | 35.75 | 30.5 | $571.23 | Bullish | 0.26 |
| IWM | $251.93 ▼ | 45.24 | 37.0 | $217.50 | Bullish | 0.52 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 23.57 ▼ | 51.76 | 50.8 | $11.00 | Neutral | 0.79 |
| TNX | 43.11 ▲ | 56.70 | 47.8 | - | - | - |
| GLD | $439.50 ▼ | 32.33 | 59.5 | $416.17 | Bullish | 0.22 |
| DXY | 99.37 ▲ | 47.18 ▲ | 47.7 ▼ | - | - | - |
| SLV | $68.84 ▲ | 35.17 | 33.6 | $61.94 | Bullish | 0.42 |
Macro Fundamentals
- 10Y Yield: 4.31% ▲
- Yield Curve (10Y-3M): 0.71 ▲ (Normal)
- DXY: 99.37 ▲
- 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: 2,095,154 ▲
- 0DTE Put Volume: 2,795,549 ▲
- 0DTE Put/Call Ratio: 1.33 (Heavy 0DTE Put Buying (Hedging))
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: 28.7% (of 502)
- Stocks Above 200-Day SMA: 49.9%
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6657.2B
- Treasury General Account (TGA): $874.1B
- Reverse Repo (RRP): $15.8B
- US Net Liquidity (WALCL - TGA - RRP): $5,767B
- Liquidity Regime: Expanding
- ECB Balance Sheet: ~$6,655B (USD approx)
- BOJ Balance Sheet: ~$4,558B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): $16,981B
- BTC-USD: $68,524 ▼ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.446
- GEX (Gamma Exposure): 2.33B
- Signal: Moderate Dark Pool Buying
Seasonality (April)
- 20yr Average Return: +1.98%
- 20yr Median Return: +1.35%
- 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:
- No key economic prints today.
Upcoming Economic Calendar (Next 30 Days):
- Gross Domestic Product (GDP): 2026-04-09
- Producer Price Index (PPI): 2026-04-14
- Retail Sales: 2026-04-21
- Gross Domestic Product (GDP): 2026-04-30
FX News Wire
No new articles found since last report.