Finance Analyst Report: 2026-04-01 22:00:08
Executive Summary
- Market Sentiment: Neutral (Score: -0.0)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (27.5% >50d, 49.3% >200d)
- Net Liquidity: $5,781B (Expanding)
- Dark Pool DIX: 0.487 (Strong Dark Pool Buying)
- MOVE Index: 90 | VIX/MOVE: 0.27 (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.28% (Watchful) | 2s10s: 0.52% (Normal (Steepening))
- Global Liquidity: $16,995B | BTC: $67,318 ▼ (Neutral)
- Seasonality (April): Avg +1.96%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $654.75 | 37.09 | 28.0 | $646.01 | Bullish | 0.48 |
| QQQ | $583.87 | 35.75 | 30.5 | $570.92 | Bullish | 0.32 |
| IWM | $249.56 | 45.24 | 37.0 | $212.50 | Bullish | 0.50 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 24.54 | 51.76 | 50.8 | $10.00 | Neutral | 1.07 |
| TNX | 43.19 | 56.70 | 47.8 | - | - | - |
| GLD | $439.40 | 32.33 | 59.5 | $413.23 | Bullish | 0.16 |
| DXY | 99.51 | 48.19 | 46.5 | - | - | - |
| SLV | $68.23 | 35.17 | 33.6 | $61.79 | Bullish | 0.40 |
Macro Fundamentals
- 10Y Yield: 4.32%
- Yield Curve (10Y-3M): 0.71 (Normal)
- DXY: 99.51
- Growth vs Value: 0.89
- Risk Appetite (XLY/XLP): 1.35 (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 90.19
- VIX/MOVE Ratio: 0.27 (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 872,789
- 0DTE Put Volume: 1,179,387
- 0DTE Put/Call Ratio: 1.35 (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 3.28% (Watchful)
- BBB Spread: 1.13%
- 2s10s Spread: 0.52% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 27.5% (of 502)
- Stocks Above 200-Day SMA: 49.3%
- 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: $67,318 ▼ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.487
- GEX (Gamma Exposure): 2.66B
- Signal: Strong 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 (-0.2% 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:
- No key economic prints today.
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 (4):
[1] WTI rallies back closer to $99.00 as Trump’s comments dampen Iran de-escalation hopes URL: https://www.fxstreet.com/news/wti-rallies-back-closer-to-9900-as-trumps-comments-dampen-iran-de-escalation-hopes-202604020135 Published: Thu, 02 Apr 2026 01:35:16 Z
[2] PBOC sets USD/CNY reference rate at 6.8880 vs. 6.9025 previous URL: https://www.fxstreet.com/news/pboc-sets-usd-cny-reference-rate-at-68880-vs-69025-previous-202604020117 Published: Thu, 02 Apr 2026 01:17:48 Z
[3] US President Donald Trump: We are going to finish the job and we are going to finish it very fast URL: https://www.fxstreet.com/news/us-president-donald-trump-irans-ability-to-launch-missiles-and-drones-has-been-curtailed-202604020109 Published: Thu, 02 Apr 2026 01:09:09 Z
[4] EUR/USD holds steady below 1.1600 ahead of Trump's speech
URL: https://www.fxstreet.com/news/eur-usd-holds-steady-below-11600-ahead-of-trumps-speech-202604020055
Published: Thu, 02 Apr 2026 00:55:09 Z