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2026-W15

Finance Analyst Report: 2026-04-06 16:02:19

Executive Summary

  • Market Sentiment: Bullish (Score: 0.2)
  • Volatility Regime: Contango (Normal)
  • Credit Signal: Risk ON
  • Breadth: Moderately Bearish (33.9% ▲ >50d, 49.4% ▲ >200d)
  • Net Liquidity: N/A (N/A ◆)
  • Dark Pool DIX: 0.503 (Strong Dark Pool Buying)
  • MOVE Index: 82 | VIX/MOVE: 0.30 ▼ (Equity Vol Elevated vs Rates)
  • Credit: HY OAS 3.13% (Watchful) | 2s10s: 0.51% ▲ (Normal (Steepening) ◆)
  • Global Liquidity: N/A ◆ | BTC: $69,682 ▼ (Neutral)
  • Seasonality (April): Avg +1.99% ▲, Hit Rate 80% (Historically Bullish)

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $658.82 ▲ 46.49 27.9 $655.48 Bullish 0.62
QQQ $588.57 ▲ 45.67 29.6 $580.92 Bullish 0.36
IWM $252.37 ▼ 54.90 35.6 $252.47 Neutral 1.15

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 24.16 ▼ 43.91 47.8 $11.00 Neutral 0.74
TNX 43.35 51.98 47.9 - - -
GLD $427.55 ▲ 37.96 55.8 $403.90 Bullish 0.61
DXY 99.98 ▼ 52.46 ▼ 48.0 ▲ - - -
SLV $66.09 ▼ 38.53 29.4 $63.41 Bullish 0.51

Macro Fundamentals

  • 10Y Yield: 4.33%
  • Yield Curve (10Y-3M): 0.71 (Normal)
  • DXY: 99.98 ▼
  • Growth vs Value: 0.89 ▼
  • Risk Appetite (XLY/XLP): 1.32 ▲ (Defensive)

Volatility Structure

  • MOVE Index (Bond Vol): 81.78
  • VIX/MOVE Ratio: 0.30 ▼ (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 2,556,978 ▲
  • 0DTE Put Volume: 3,355,238 ▲
  • 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: 33.9% ▲ (of 501)
  • Stocks Above 200-Day SMA: 49.4% ▲
  • Breadth Signal: Moderately Bearish

Fed & Global Liquidity

  • Fed Balance Sheet (WALCL): $N/AB
  • Treasury General Account (TGA): $847.7B
  • 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: $69,682 ▼ (Neutral)

Dark Pool Activity

  • DIX (Dark Index): 0.503
  • GEX (Gamma Exposure): 2.75B
  • Signal: Strong Dark Pool Buying

Seasonality (April)

  • 20yr Average Return: +1.99% ▲
  • 20yr Median Return: +1.43% ▲
  • 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:

  • No key economic prints today.

Upcoming Economic Calendar (Next 30 Days):

  • Consumer Price Index (CPI): 2026-04-10
  • Producer Price Index (PPI): 2026-04-14
  • Industrial Production: 2026-04-16
  • Retail Sales: 2026-04-21

FX News Wire

Unread articles (3):

[1] USD/CHF Price Forecast: Rejected at 0.8000 as double top looms URL: https://www.fxstreet.com/news/usd-chf-price-forecast-rejected-at-08000-as-double-top-looms-202604061920 Published: Mon, 06 Apr 2026 19:20:24 Z

[2] Dow Jones Industrial Average rises as ceasefire talks lift sentiment URL: https://www.fxstreet.com/news/dow-jones-industrial-average-rises-as-ceasefire-talks-lift-sentiment-202604061909 Published: Mon, 06 Apr 2026 19:09:08 Z

[3] Forex Today: US Dollar slips on Iran ceasefire hopes as Oil stays elevated and Gold steadies URL: https://www.fxstreet.com/news/forex-today-us-dollar-slips-on-iran-ceasefire-hopes-as-oil-stays-elevated-and-gold-steadies-202604061900 Published: Mon, 06 Apr 2026 19:00:18 Z