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2026-W15

Finance Analyst Report: 2026-04-06 14:00:53

Executive Summary

  • Market Sentiment: Bullish (Score: 0.21)
  • Volatility Regime: Contango (Normal)
  • Credit Signal: Risk ON
  • Breadth: Moderately Bearish (31.8% >50d, 49.7% >200d)
  • Net Liquidity: $5,827B (Expanding)
  • Dark Pool DIX: 0.503 (Strong Dark Pool Buying)
  • MOVE Index: 84 | VIX/MOVE: 0.29 (Equity Vol Elevated vs Rates)
  • Credit: HY OAS 3.13% (Watchful) | 2s10s: 0.51% (Normal (Steepening))
  • Global Liquidity: $17,041B ◆ | BTC: $69,563 ▲ (Neutral)
  • Seasonality (April): Avg +1.98%, Hit Rate 80% (Historically Bullish)

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $656.41 ▼ 46.49 27.9 $655.68 Neutral 1.02
QQQ $586.01 ▼ 45.67 29.6 $583.70 Bullish 0.67
IWM $251.78 ▼ 54.90 35.6 $249.68 Neutral 0.90

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 24.51 ▲ 43.91 47.8 $11.00 Bullish 0.69
TNX 43.39 ▲ 51.98 47.9 - - -
GLD $427.52 ▼ 37.96 55.8 $403.89 Bullish 0.32
DXY 100.02 ▲ 52.82 ▲ 47.9 ▼ - - -
SLV $65.82 ▼ 38.53 29.4 $64.39 Bullish 0.58

Macro Fundamentals

  • 10Y Yield: 4.34% ▲
  • Yield Curve (10Y-3M): 0.72 ▲ (Normal)
  • DXY: 100.02 ▲
  • Growth vs Value: 0.89 ▼
  • Risk Appetite (XLY/XLP): 1.31 ▼ (Defensive)

Volatility Structure

  • MOVE Index (Bond Vol): 84.41
  • VIX/MOVE Ratio: 0.29 (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 1,928,568 ▲
  • 0DTE Put Volume: 2,520,427 ▲
  • 0DTE Put/Call Ratio: 1.31 ▲ (Heavy 0DTE Put Buying (Hedging) ◆)

Credit Conditions

  • HY OAS Spread: 3.13% (Watchful)
  • BBB Spread: 1.09%
  • 2s10s Spread: 0.51% (Normal (Steepening))

Market Breadth (S&P 500)

  • Stocks Above 50-Day SMA: 31.8% (of 500)
  • Stocks Above 200-Day SMA: 49.7%
  • Breadth Signal: Moderately Bearish

Fed & Global Liquidity

  • Fed Balance Sheet (WALCL): $6675.3B
  • Treasury General Account (TGA): $847.7B
  • Reverse Repo (RRP): $0.3B
  • US Net Liquidity (WALCL - TGA - RRP): $5,827B
  • Liquidity Regime: Expanding
  • ECB Balance Sheet: ~$6,655B (USD approx)
  • BOJ Balance Sheet: ~$4,558B ▲ (USD approx)
  • Global Net Liquidity (Fed+ECB+BOJ): $17,041B ◆
  • BTC-USD: $69,563 ▲ (Neutral)

Dark Pool Activity

  • DIX (Dark Index): 0.503
  • GEX (Gamma Exposure): 2.75B
  • Signal: Strong 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 (-0.2% vs 30d)
  • GOOGL: $2.60 (+0.1% vs 30d)
  • AMZN: $1.65 (+0.2% vs 30d)
  • META: $6.61 (+0.1% vs 30d)
  • TSLA: $0.39 (-1.8% vs 30d)
  • WMT: $0.66 (-0.1% vs 30d)
  • JPM: $5.43 (-1.2% vs 30d)
  • GS: $16.07 (+2.4% 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)

Upcoming Economic Calendar (Next 30 Days):

  • Gross Domestic Product (GDP): 2026-04-09
  • 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 (3):

[1] Gold Price Forecast: XAU/USD around $4,660, bears sharpening their claws URL: https://www.fxstreet.com/news/gold-price-forecast-xau-usd-around-4-660-bears-sharpening-their-claws-202604061726 Published: Mon, 06 Apr 2026 17:26:10 Z

[2] US Dollar Index recovers to 100 as Iran rejects ceasefire, inflation-heavy week looms URL: https://www.fxstreet.com/news/us-dollar-index-recovers-to-100-as-iran-rejects-ceasefire-inflation-heavy-week-looms-202604061717 Published: Mon, 06 Apr 2026 17:17:13 Z

[3] Pound Sterling Price News and Forecast: GBP/USD climbs above 1.3240 as Iran hopes dent US Dollar URL: https://www.fxstreet.com/news/pound-sterling-price-news-and-forecast-gbp-usd-climbs-above-13240-as-iran-hopes-dent-us-dollar-202604061658 Published: Mon, 06 Apr 2026 16:58:45 Z