Finance Analyst Report: 2026-04-02 18:01:12
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: 84 ▼ | VIX/MOVE: 0.28 ▲ (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.16% ▲ (Watchful ◆) | 2s10s: 0.00% ▼ (N/A ◆)
- Global Liquidity: N/A | BTC: $66,899 ▼ (Neutral)
- Seasonality (April): Avg +1.96%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $655.64 ▼ | 44.32 | 28.4 | $655.60 | Neutral | 0.86 |
| QQQ | $584.56 ▼ | 43.76 | 31.1 | $564.00 | Neutral | 1.15 |
| IWM | $251.02 ▼ | 52.28 | 36.0 | $217.50 | Bearish | 1.56 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 23.87 | 44.84 | 49.7 | $11.00 | Bullish | 0.65 |
| TNX | 43.13 | 53.23 | 47.8 | - | - | - |
| GLD | $429.72 ▲ | 38.66 | 55.4 | $406.78 | Bullish | 0.49 |
| DXY | 100.00 ▼ | 47.04 ▼ | 45.5 ▼ | - | - | - |
| SLV | $65.95 ▼ | 36.77 | 28.9 | $64.41 | Bullish | 0.41 |
Macro Fundamentals
- 10Y Yield: 4.31%
- Yield Curve (10Y-3M): 0.71 (Normal)
- DXY: 100.00 ▼
- Growth vs Value: 0.89 ▼
- Risk Appetite (XLY/XLP): 1.32 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 84.41 ▼
- VIX/MOVE Ratio: 0.28 ▲ (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 3,367,040
- 0DTE Put Volume: 5,167,876
- 0DTE Put/Call Ratio: 1.53 (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 3.16% ▲ (Watchful ◆)
- BBB Spread: 1.10%
- 2s10s Spread: 0.00% ▼ (N/A ◆)
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: $66,899 ▼ (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:
- Advance Retail Sales: Retail Trade: 638224.0 (Period: 2026-02-01)
- Consumer Price Index for All Urban Consumers: All Items in U.S. City Average: 327.460 (Period: 2026-02-01)
- Employment Cost Index: Wages and Salaries: Private Industry Workers: 176.233 (Period: 2025-10-01)
- 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
- Consumer Price Index (CPI): 2026-04-10
- Industrial Production: 2026-04-16
FX News Wire
Unread articles (5):
[1] USD/JPY sits below 160.00 as Tokyo's intervention threat collides with Friday's NFP URL: https://www.fxstreet.com/news/usd-jpy-sits-below-16000-as-tokyos-intervention-threat-collides-with-fridays-nfp-202604022119 Published: Thu, 02 Apr 2026 21:19:27 Z
[2] China: Export strength and bank flows – Commerzbank URL: https://www.fxstreet.com/news/china-export-strength-and-bank-flows-commerzbank-202604022117 Published: Thu, 02 Apr 2026 21:17:00 Z
[3] South Korea FX Reserves dipped from previous 427.62B to 423.66B in March URL: https://www.fxstreet.com/news/south-korea-fx-reserves-dipped-from-previous-42762b-to-42366b-in-march-202604022100 Published: Thu, 02 Apr 2026 21:00:01 Z
[4] USD/SGD: Near-term pressure within broader recovery – UOB URL: https://www.fxstreet.com/news/usd-sgd-near-term-pressure-within-broader-recovery-uob-202604022049 Published: Thu, 02 Apr 2026 20:49:00 Z
[5] AUD/USD slips toward 0.6900 as Trump remarks lift US Dollar today URL: https://www.fxstreet.com/news/aud-usd-slips-toward-06900-as-trump-remarks-lift-us-dollar-today-202604022039 Published: Thu, 02 Apr 2026 20:39:25 Z