Finance Analyst Report: 2026-04-02 16:02:06
Executive Summary
- Market Sentiment: Bullish (Score: 0.25)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Moderately Bearish (30.1% ▲ >50d, 49.1% ▼ >200d)
- Net Liquidity: N/A (N/A)
- Dark Pool DIX: 0.487 (Strong Dark Pool Buying)
- MOVE Index: 90 | VIX/MOVE: 0.28 ▼ (Equity Vol Elevated vs Rates)
- Credit: HY OAS 0.00% ▼ (N/A ◆) | 2s10s: 0.52% (Normal (Steepening))
- Global Liquidity: N/A | BTC: $67,025 ▼ (Neutral)
- Seasonality (April): Avg +1.96% ▲, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $655.93 ▲ | 44.32 | 28.4 | $655.60 | Neutral | 1.16 |
| QQQ | $584.98 ▲ | 43.76 | 31.1 | $584.56 | Bearish | 1.34 |
| IWM | $251.13 ▲ | 52.28 | 36.0 | $217.50 | Neutral | 0.92 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 24.12 ▼ | 44.84 | 49.7 | $11.00 | Bullish | 0.65 |
| TNX | 43.13 | 53.23 | 47.8 | - | - | - |
| GLD | $429.49 ▲ | 38.66 | 55.4 | $406.79 | Bullish | 0.47 |
| DXY | 100.03 ▲ | 47.29 ▲ | 45.6 ▲ | - | - | - |
| SLV | $65.82 ▲ | 36.77 | 28.9 | $65.42 | Neutral | 0.93 |
Macro Fundamentals
- 10Y Yield: 4.31%
- Yield Curve (10Y-3M): 0.71 (Normal)
- DXY: 100.03 ▲
- Growth vs Value: 0.89 ▲
- Risk Appetite (XLY/XLP): 1.32 ▼ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 90.19
- VIX/MOVE Ratio: 0.28 ▼ (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 3,332,102 ▲
- 0DTE Put Volume: 5,110,273 ▲
- 0DTE Put/Call Ratio: 1.53 ▼ (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 0.00% ▼ (N/A ◆)
- BBB Spread: 0.00%
- 2s10s Spread: 0.52% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 30.1% ▲ (of 502)
- Stocks Above 200-Day SMA: 49.1% ▼
- Breadth Signal: Moderately Bearish
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $N/AB
- Treasury General Account (TGA): $N/AB
- Reverse Repo (RRP): $N/AB
- US Net Liquidity (WALCL - TGA - RRP): N/A
- Liquidity Regime: N/A
- ECB Balance Sheet: ~$0B (USD approx)
- BOJ Balance Sheet: ~$4,558B ▲ (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): N/A
- BTC-USD: $67,025 ▼ (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: 2026-04-22
- 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):
- No major economic releases scheduled for next 30 days.
FX News Wire
No new articles found since last report.