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2026-W15

Finance Analyst Report: 2026-04-07 10:00:56

Executive Summary

  • Market Sentiment: Bullish (Score: 0.21)
  • Volatility Regime: Backwardation (Panic)
  • Credit Signal: Risk ON
  • Breadth: Moderately Bearish (32.4% >50d, 48.4% >200d)
  • Net Liquidity: N/A (N/A ◆)
  • Dark Pool DIX: 0.454 (Strong Dark Pool Buying)
  • MOVE Index: 82 | VIX/MOVE: 0.32 ▲ (Equity Vol Elevated vs Rates)
  • Credit: HY OAS 3.13% (Watchful) | 2s10s: 0.50% (Normal (Steepening))
  • Global Liquidity: N/A ◆ | BTC: $68,228 ▼ (Neutral)
  • Seasonality (April): Avg +1.97%, Hit Rate 80% (Historically Bullish)

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $653.67 ▼ 44.29 34.5 $659.03 Bearish 1.68
QQQ $582.09 ▼ 43.92 36.6 $588.53 Bearish 1.49
IWM $250.13 ▼ 53.68 46.2 $251.61 Bearish 2.43

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 26.58 ▲ 51.38 68.3 $11.00 Bullish 0.58
TNX 43.53 ▼ 58.67 65.3 - - -
GLD $426.11 ▼ 37.57 55.6 $403.78 Neutral 0.90
DXY 99.94 ▼ 53.39 ▼ 46.7 ▲ - - -
SLV $64.32 ▼ 38.06 29.4 $52.38 Neutral 0.89

Macro Fundamentals

  • 10Y Yield: 4.35% ▼
  • Yield Curve (10Y-3M): 0.72 ▼ (Normal)
  • DXY: 99.94 ▼
  • Growth vs Value: 0.89 ▼
  • Risk Appetite (XLY/XLP): 1.30 ▼ (Defensive)

Volatility Structure

  • MOVE Index (Bond Vol): 81.68
  • VIX/MOVE Ratio: 0.32 ▲ (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 363,020 ▲
  • 0DTE Put Volume: 557,617 ▲
  • 0DTE Put/Call Ratio: 1.54 ▲ (Heavy 0DTE Put Buying (Hedging))

Credit Conditions

  • HY OAS Spread: 3.13% (Watchful)
  • BBB Spread: 1.09%
  • 2s10s Spread: 0.50% (Normal (Steepening))

Market Breadth (S&P 500)

  • Stocks Above 50-Day SMA: 32.4% (of 478)
  • Stocks Above 200-Day SMA: 48.4%
  • Breadth Signal: Moderately Bearish

Fed & Global Liquidity

  • Fed Balance Sheet (WALCL): $N/AB
  • Treasury General Account (TGA): $N/AB
  • Reverse Repo (RRP): $0.2B
  • 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: $68,228 ▼ (Neutral)

Dark Pool Activity

  • DIX (Dark Index): 0.454
  • GEX (Gamma Exposure): 2.91B
  • Signal: Strong Dark Pool Buying

Seasonality (April)

  • 20yr Average Return: +1.97%
  • 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 (+0.2% 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):

  • Gross Domestic Product (GDP): 2026-04-09
  • Industrial Production: 2026-04-16
  • Gross Domestic Product (GDP): 2026-04-30

FX News Wire

Unread articles (6):

[1] Gold trades choppy as Trump’s Iran ultimatum weighs on market sentiment URL: https://www.fxstreet.com/news/gold-trades-choppy-as-trumps-iran-ultimatum-weighs-on-market-sentiment-202604071201 Published: Tue, 07 Apr 2026 13:49:18 Z

[2] CAD: Pressured before potential late-2026 recovery – NBC URL: https://www.fxstreet.com/news/cad-pressured-before-potential-late-2026-recovery-nbc-202604071343 Published: Tue, 07 Apr 2026 13:43:19 Z

[3] GBP/JPY edges higher as rising Oil prices weigh on Japan’s economic outlook URL: https://www.fxstreet.com/news/gbp-jpy-edges-higher-as-rising-oil-prices-weigh-on-japans-economic-outlook-202604071335 Published: Tue, 07 Apr 2026 13:35:51 Z

[4] ECB: Front-loaded hikes on the horizon - Nordea URL: https://www.fxstreet.com/news/ecb-front-loaded-hikes-on-the-horizon-nordea-202604071321 Published: Tue, 07 Apr 2026 13:21:36 Z

[5] SEK: Softer inflation may delay Riksbank hikes – TD Securities URL: https://www.fxstreet.com/news/sek-softer-inflation-may-delay-riksbank-hikes-td-securities-202604071309 Published: Tue, 07 Apr 2026 13:09:13 Z

[6] United States Redbook Index (YoY) climbed from previous 6.9% to 7.6% in April 3 URL: https://www.fxstreet.com/news/united-states-redbook-index-yoy-climbed-from-previous-69-to-76-in-april-3-202604071255 Published: Tue, 07 Apr 2026 12:55:00 Z