Finance Analyst Report: 2026-04-08 15:15:27
Executive Summary
- Market Sentiment: Bullish (Score: 0.21)
- Volatility Regime: Contango (Normal)
- Credit Signal: Risk ON
- Breadth: Mixed (47.9% >50d, 55.2% >200d)
- Net Liquidity: $5,827B (Expanding)
- Dark Pool DIX: 0.469 (Strong Dark Pool Buying)
- MOVE Index: 83 | VIX/MOVE: 0.26 ▲ (Equity Vol Elevated vs Rates)
- Credit: HY OAS 3.12% (Watchful) | 2s10s: 0.52% (Normal (Steepening))
- Global Liquidity: $16,897B | BTC: $71,236 ▲ (Neutral)
- Seasonality (April): Avg +2.11%, Hit Rate 80% (Historically Bullish)
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $674.42 ▲ | 43.35 | 33.2 | $657.60 | Bullish | 0.18 |
| QQQ | $604.18 ▲ | 42.24 | 35.3 | $583.82 | Bullish | 0.39 |
| IWM | $259.58 ▲ | 53.10 | 41.0 | $251.04 | Bullish | 0.32 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | GEX Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 21.36 ▼ | 57.01 | 56.3 | $10.51 | Neutral | 1.20 |
| TNX | 42.91 | 60.80 | 64.7 | - | - | - |
| GLD | $433.19 ▲ | 39.82 | 54.9 | $416.39 | Neutral | 0.71 |
| DXY | 99.15 ▲ | 41.72 ▲ | 50.2 ▼ | - | - | - |
| SLV | $67.24 ▲ | 39.94 | 28.8 | $64.72 | Bullish | 0.61 |
Macro Fundamentals
- 10Y Yield: 4.29%
- Yield Curve (10Y-3M): 0.69 (Normal)
- DXY: 99.15 ▲
- Growth vs Value: 0.90 ▲
- Risk Appetite (XLY/XLP): 1.34 ▲ (Defensive)
Volatility Structure
- MOVE Index (Bond Vol): 83.15
- VIX/MOVE Ratio: 0.26 ▲ (Equity Vol Elevated vs Rates)
- 0DTE Call Volume: 2,820,992 ▲
- 0DTE Put Volume: 3,762,052 ▲
- 0DTE Put/Call Ratio: 1.33 ▼ (Heavy 0DTE Put Buying (Hedging))
Credit Conditions
- HY OAS Spread: 3.12% (Watchful)
- BBB Spread: 1.08%
- 2s10s Spread: 0.52% (Normal (Steepening))
Market Breadth (S&P 500)
- Stocks Above 50-Day SMA: 47.9% (of 501)
- Stocks Above 200-Day SMA: 55.2%
- Breadth Signal: Mixed
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: ~$4,414B (USD approx)
- Global Net Liquidity (Fed+ECB+BOJ): $16,897B
- BTC-USD: $71,236 ▲ (Neutral)
Dark Pool Activity
- DIX (Dark Index): 0.469
- GEX (Gamma Exposure): 2.71B
- Signal: Strong Dark Pool Buying
Seasonality (April)
- 20yr Average Return: +2.11%
- 20yr Median Return: +1.57%
- Win Rate (% Years Positive): 80%
- Signal: Historically Bullish
EPS Revisions (Watchlist)
- AAPL: $1.94 (-0.8% 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 (-3.9% vs 30d)
- WMT: $0.66 (-0.1% vs 30d)
- JPM: $5.48 (-0.3% vs 30d)
- GS: $16.22 (+3.2% vs 30d)
Upcoming Major Earnings
- GS: 2026-04-13
- JPM: 2026-04-14
- TSLA: 2026-04-22
- MSFT: 2026-04-29
- GOOGL: 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)
Upcoming Economic Calendar (Next 30 Days):
- Consumer Price Index (CPI): 2026-04-10
- Retail Sales: 2026-04-21
- Employment Situation (Payrolls): 2026-05-08
FX News Wire
No new articles found since last report.
Iran War News
No new Iran International updates since last report.
Hormuz Strait Status
Hormuz Strait: no change since last report.
Strait of Hormuz Dashboard:
- Ships Transiting: Near zero (normal: ~60/day)
- Stranded Vessels: 150+ ships including tankers, bulk carriers, and other commercial vessels
- Oil Prices: Brent crude surging due to supply disruption
- War Risk Insurance: Premiums at extreme levels, over 16x normal rates
- Throughput: Under 2% of normal daily deadweight tonnage
- Global Impact: 21% of world oil supply at risk; 25% of global LNG trade at risk; est. $4 billion/day economic cost
- Shipping: +14 days via Cape reroute; tanker rates tripled