Finance Analyst Report: 2026-04-01 16:02:13
Executive Summary
- Market Sentiment: N/A (Score: N/A)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (27.7% ▼ >50d, 49.5% ▼ >200d)
- Net Liquidity: $5,781B (Expanding ◆)
- Dark Pool DIX: 0.446 (Moderate Dark Pool Buying)
- MOVE Index: 96 | VIX/MOVE: 0.26 ▲ (Equity Vol Elevated vs Rates)
- Credit: HY OAS 0.00% (N/A) | 2s10s: 0.51% ▲ (Normal (Steepening) ◆)
- Global Liquidity: $16,995B ◆ | BTC: $68,127 ▼ (Neutral)
- Seasonality (April): Avg +1.96% ▼, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $655.20 ▼ | 37.09 | 28.0 | $650.91 | Bullish | 0.50 |
| QQQ | $584.00 ▼ | 35.75 | 30.5 | $570.98 | Bullish | 0.44 |
| IWM | $249.47 ▼ | 45.24 | 37.0 | $212.50 | Bullish | 0.68 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 24.62 ▲ | 51.76 | 50.8 | $11.00 | Neutral | 0.74 |
| TNX | 43.19 | 56.70 | 47.8 | - | - | - |
| GLD | $437.74 ▼ | 32.33 | 59.5 | $415.99 | Bullish | 0.18 |
| DXY | 99.63 ▲ | 49.10 ▲ | 45.6 ▼ | - | - | - |
| SLV | $68.04 ▼ | 35.17 | 33.6 | $61.78 | Bullish | 0.34 |
Macro Fundamentals
- 10Y Yield: 4.32%
- Yield Curve (10Y-3M): 0.71 (Normal)
- DXY: 99.63 ▲
- Growth vs Value: 0.89 ▼
- Risk Appetite (XLY/XLP): 1.35 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 96.05
- VIX/MOVE Ratio: 0.26 ▲ (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 3,418,928 ▲
- 0DTE Put Volume: 4,641,124 ▲
- 0DTE Put/Call Ratio: 1.36 (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 0.00% (N/A)
- BBB Spread: 1.13%
- 2s10s Spread: 0.51% ▲ (Normal (Steepening) ◆)
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 27.7% ▼ (of 502)
- Stocks Above 200-Day SMA: 49.5% ▼
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6657.2B
- Treasury General Account (TGA): $874.1B
- Reverse Repo (RRP): $2.1B
- US Net Liquidity (WALCL - TGA - RRP): $5,781B
- Liquidity Regime: Expanding ◆
- ECB Balance Sheet: ~$6,655B (USD approx)
- BOJ Balance Sheet: ~$4,558B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): $16,995B ◆
- BTC-USD: $68,127 ▼ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.446
- GEX (Gamma Exposure): 2.33B
- Signal: Moderate Dark Pool Buying
Seasonality (April)
- 20yr Average Return: +1.96% ▼
- 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: $5.42 (-1.5% vs 30d)
- GS: $16.11 (+2.7% 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)
- Industrial Production: Total Index: 102.551 (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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