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2026-W15

Finance Analyst Report: 2026-04-07 11:00:42

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: $5,827B (Expanding)
  • Dark Pool DIX: 0.454 (Strong Dark Pool Buying)
  • MOVE Index: 82 | VIX/MOVE: 0.32 ▲ (Equity Vol Elevated vs Rates)
  • Credit: HY OAS 3.05% (Watchful) | 2s10s: 0.50% (Normal (Steepening))
  • Global Liquidity: $17,041B | BTC: $67,945 ▼ (Neutral)
  • Seasonality (April): Avg +1.97%, Hit Rate 80% (Historically Bullish)

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $652.25 ▼ 44.29 34.5 $659.03 Bearish 1.93
QQQ $579.64 ▼ 43.92 36.6 $588.46 Bearish 1.89
IWM $250.40 ▼ 53.68 46.2 $251.65 Bearish 2.36

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 26.92 ▲ 51.38 68.3 $11.00 Bullish 0.53
TNX 43.70 ▲ 58.67 65.3 - - -
GLD $425.36 ▼ 37.57 55.6 $403.82 Neutral 0.91
DXY 99.83 ▼ 52.24 ▼ 47.0 ▲ - - -
SLV $63.88 ▼ 38.06 29.4 $48.10 Neutral 0.92

Macro Fundamentals

  • 10Y Yield: 4.37% ▲
  • Yield Curve (10Y-3M): 0.74 ▲ (Normal)
  • DXY: 99.83 ▼
  • Growth vs Value: 0.89 ▼
  • Risk Appetite (XLY/XLP): 1.31 ▲ (Defensive)

Volatility Structure

  • MOVE Index (Bond Vol): 81.68
  • VIX/MOVE Ratio: 0.32 ▲ (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 912,366 ▲
  • 0DTE Put Volume: 1,417,522 ▲
  • 0DTE Put/Call Ratio: 1.55 ▲ (Heavy 0DTE Put Buying (Hedging))

Credit Conditions

  • HY OAS Spread: 3.05% (Watchful)
  • BBB Spread: 1.07%
  • 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): $6675.3B
  • Treasury General Account (TGA): $847.7B
  • Reverse Repo (RRP): $0.2B
  • 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: $67,945 ▼ (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 (12):

[1] Oil: Supply shock supports $90–100 well into 2027 – TD Securities URL: https://www.fxstreet.com/news/oil-supply-shock-supports-90-100-well-into-2027-td-securities-202604071449 Published: Tue, 07 Apr 2026 14:49:53 Z

[2] Iran cuts off direct communications with US – WSJ URL: https://www.fxstreet.com/news/iran-cuts-off-direct-communications-with-us-wsj-202604071449 Published: Tue, 07 Apr 2026 14:49:13 Z

[3] SEK: Growth outlook limits downside – Societe Generale URL: https://www.fxstreet.com/news/sek-growth-outlook-limits-downside-societe-generale-202604071441 Published: Tue, 07 Apr 2026 14:41:02 Z

[4] New Zealand GDT Price Index fell from previous 0.1% to -3.4% URL: https://www.fxstreet.com/news/new-zealand-gdt-price-index-fell-from-previous-01-to-34-202604071440 Published: Tue, 07 Apr 2026 14:40:13 Z

[5] NZD: RBNZ seen on hold with dovish tone – ING URL: https://www.fxstreet.com/news/nzd-rbnz-seen-on-hold-with-dovish-tone-ing-202604071433 Published: Tue, 07 Apr 2026 14:33:49 Z

[6] Turkey Treasury Cash Balance: -279.58B (March) vs previous -94.42B URL: https://www.fxstreet.com/news/turkey-treasury-cash-balance-27958b-march-vs-previous-9442b-202604071431 Published: Tue, 07 Apr 2026 14:31:45 Z

[7] Brent: Futures curve signals temporary price spike – Deutsche Bank URL: https://www.fxstreet.com/news/brent-futures-curve-signals-temporary-price-spike-deutsche-bank-202604071426 Published: Tue, 07 Apr 2026 14:26:50 Z

[8] EUR: War shock clouds ECB outlook – BNY URL: https://www.fxstreet.com/news/eur-war-shock-clouds-ecb-outlook-bny-202604071420 Published: Tue, 07 Apr 2026 14:20:26 Z

[9] United States RealClearMarkets/TIPP Economic Optimism (MoM) registered at 42.8, below expectations (48.1) in April URL: https://www.fxstreet.com/news/united-states-realclearmarkets-tipp-economic-optimism-mom-registered-at-428-below-expectations-481-in-april-202604071411 Published: Tue, 07 Apr 2026 14:11:46 Z

[10] Gold: Near-term downside before late-2026 recovery – TD Securities URL: https://www.fxstreet.com/news/gold-near-term-downside-before-late-2026-recovery-td-securities-202604071409 Published: Tue, 07 Apr 2026 14:09:23 Z

[11] Euro area: Growth soft but still resilient – Societe Generale URL: https://www.fxstreet.com/news/euro-area-growth-soft-but-still-resilient-societe-generale-202604071401 Published: Tue, 07 Apr 2026 14:01:37 Z

[12] Canada Ivey Purchasing Managers Index s.a below forecasts (55.9) in March: Actual (49.7) URL: https://www.fxstreet.com/news/canada-ivey-purchasing-managers-index-sa-below-forecasts-559-in-march-actual-497-202604071400 Published: Tue, 07 Apr 2026 14:00:01 Z