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2026-W16

Finance Analyst Report: 2026-04-14 02:00:27

Signal Alignment

SPY Direction: SPY +1.0% (5d) | Alignment: 50% (0 aligned, 0 divergent) Status: MIXED — Mixed — no clear signal consensus

Category Signal Says vs SPY Key Driver
Dark Pool ⚪ NEUTRAL DIX 0.458 above 0.45 but falling — institutional buying fading
Gamma 🟢 BULLISH GEX +5.7B — dealers long gamma, suppressing downside vol
Credit ⚪ NEUTRAL HY OAS 2.94% moderate
Breadth ⚪ NEUTRAL Breadth 50% — mixed participation
Energy 🔴 BEARISH Energy SHOCK — oil shock creates stagflation risk, margin pressure
Correlations 🔴 BEARISH SPY/Oil -0.84 — oil shock transmitting directly into equity pricing
Volatility 🟢 BULLISH VIX 19.1 sub-20 in contango — market pricing low risk
Inflation ⚪ NEUTRAL Stagflation score 36 — moderate, watching
Liquidity ⚪ NEUTRAL Liquidity Expanding but rotation Defensive — mixed signal

Divergence read: Signals are mixed with no strong directional consensus against price.

Market Status

Regime: RISK-ON | Score: 73/100 (Favorable) |

Leading indicators show energy shock in progress (WTI at $97, watch for margin compression); DIX stable at 0.458; GEX positive at 5.7B (vol-suppressing). Lagging confirmation: VIX at 19.1 (low-fear environment); sentiment reads Bullish; seasonal pattern historically bullish.

  • Sentiment: Bullish (Score: 0.18)

Energy & Commodities

  • Energy Regime: SHOCK
  • WTI Crude: $96.84 (5d: -14.3%)
  • Brent Crude: $97.44 | Spread: $0.60
  • RBOB Gasoline: $3.0000/gal
  • Heating Oil: $3.5900/gal
  • 3-2-1 Crack Spread: $37.42/bbl (Wide (strong refining margins))
  • XLE (Energy Sector): $57.11
  • UNG (Nat Gas): $10.68

Active Alerts

  • [WARNING] Sector breadth divergence: wide spread between strongest and weakest sectors — rotation or narrow leadership.
  • [INFO] Full bullish alignment: DIX 0.458, GEX +5.7B, HY OAS 2.94%, breadth 50%.
  • [WARNING] SPY near gamma wall — expect increased resistance/support and potential pinning at key strike.
  • [WARNING] 5Y breakeven inflation at 2.61% — inflation expectations well above Fed target.
  • [CRITICAL] WTI crude at $96.84 — energy shock territory, stagflation risk rising.
  • [WARNING] 3-2-1 crack spread at $37.42/bbl — refining margins extremely elevated, consumer fuel price pressure.
  • [WARNING] Oil market backwardation signal: energy regime SHOCK with crack spread at $37.42/bbl — supply disruption driving spot premium.
  • [WARNING] Oil spike alert: USO at $127.15 — potential geopolitical disruption or supply shock.
  • [WARNING] Regime shifted from CAUTIOUS to RISK-ON.
  • [INFO] GEX flipped positive to 5.6B — dealer hedging now dampens moves.

What Changed

  • No signal changes detected.

Key Levels

  • SPY: $686.61 | 50 SMA $674.29 | 200 SMA $664.36 | +0.0% from 50d | ZGL $673.66
  • QQQ: $618.79 | 50 SMA $600.64 | 200 SMA $596.69 | +0.0% from 50d | ZGL $600.97
  • IWM: $265.73 | 50 SMA $256.38 | 200 SMA $244.02 | +0.0% from 50d | ZGL $255.95
  • VIX: 19.12 — sub-20 (low vol)
  • 10Y Yield: 4.297%

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
SPY $686.61 67.98 88.0 $673.66 Bullish 0.23
QQQ $618.79 65.09 86.8 $600.97 Bullish 0.25
IWM $265.73 71.29 94.8 $255.95 Bullish 0.41

Macro Board

Ticker Price RSI(14) IVR ZGL GEX Sent PCR
VIX 19.12 34.54 82.1 $10.50 Bearish 1.29
TNX 42.97 43.17 73.5 - - -
GLD $436.97 62.39 54.9 $420.98 Neutral 0.91
DXY 98.37 43.54 53.9 - - -
SLV $68.53 67.63 27.9 $56.47 Bullish 0.62

Volatility & Options

  • Volatility Regime: Contango (Normal)
  • MOVE Index (Bond Vol): 74.42
  • VIX/MOVE Ratio: 0.26 (Equity Vol Elevated vs Rates)
  • 0DTE Call Volume: 3,317,011
  • 0DTE Put Volume: 4,036,594
  • 0DTE Put/Call Ratio: 1.22 (Balanced 0DTE Flow)
  • Gamma Call Wall: $686 | Put Wall: $675 (Spot: $686.61)

Credit Conditions

  • HY OAS Spread: 2.94% (Benign)
  • BBB Spread: 1.04%
  • 2s10s Spread: 0.52% (Normal (Steepening))

Dark Pool Activity

  • DIX (Dark Index): 0.458
  • DIX Signal: Strong Dark Pool Buying
  • GEX (Gamma Exposure): 5.67B

Fed & Global Liquidity

  • Fed Balance Sheet (WALCL): $6693.9B
  • Treasury General Account (TGA): $748.4B
  • Reverse Repo (RRP): $0.2B
  • US Net Liquidity (WALCL - TGA - RRP): $5,945B
  • Liquidity Regime: Expanding
  • ECB Balance Sheet: ~$6,754B
  • BOJ Balance Sheet: ~$4,414B
  • Global Net Liquidity: $17,113B
  • BTC-USD (Liquidity Proxy): $74,208 ▼ (Neutral)

Market Breadth

  • Stocks Above 50-Day SMA: 50.3%
  • Stocks Above 200-Day SMA: 57.0%
  • Breadth Signal: Moderately Bullish
  • Total Stocks Analyzed: 501

Sector Breadth

Sector % > 50d SMA Stocks
Utilities 83.3% 25/30
Energy 70.0% 14/20
Financials 67.6% 46/68
Materials 62.5% 15/24
Real Estate 60.7% 17/28
Communication Services 55.0% 11/20
Industrials 52.2% 35/67
Technology 47.7% 31/65
Consumer Discretionary 33.9% 20/59
Health Care 29.6% 16/54
Consumer Staples 20.6% 7/34

Correlations

Pair 20d Corr Signal
SPY / VIX -0.912 normal
SPY / DXY -0.915 severe
SPY / TNX -0.933 severe
SPY / Oil -0.843 severe

Macro Fundamentals

  • 10Y Yield: 4.30%
  • Yield Curve (10Y-3M): 0.69 (Normal)
  • DXY: 98.37
  • Growth vs Value: 0.90
  • Risk Appetite (XLY/XLP): 1.39 (Defensive)
  • Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-04-29
  • Rate Probabilities: Hold 82.0% | Cut 13.0%

Inflation Expectations

  • 5Y Breakeven: 2.61% (Above Target)
  • 10Y Breakeven: 2.38%
  • 5Y5Y Forward: 2.15%
  • Stagflation Risk Score: 36/100

Seasonality

  • Current Month: April
  • Average Return: +2.20%
  • Median Return: +1.57%
  • Hit Rate: 80%
  • Signal: Historically Bullish

Today's Events

Economic Releases:

  • Existing Home Sales(Mar): 3.98 vs Est. 4.07 (MISS) | Prev: 4.13
  • Existing Home Sales(MoM)(Mar): -3.6% | Prev: 2.7%

Earnings:

  • JPM: EPS Est. $5.51 (↑0.2% vs 30d)

Upcoming Calendar (30 Days)

Economic Releases:

  • Producer Price Index (PPI): 2026-04-14
  • Industrial Production: 2026-04-16
  • Retail Sales: 2026-04-21
  • Philadelphia Fed Mfg Index: 2026-04-28
  • Gross Domestic Product (GDP): 2026-04-30
  • Employment Situation (Payrolls): 2026-05-08
  • Consumer Price Index (CPI): 2026-05-12
  • Producer Price Index (PPI): 2026-05-13

Earnings & EPS Estimates:

  • TSLA (2026-04-22): EPS Est. $0.38 (↓6.5% vs 30d)
  • MSFT (2026-04-29): EPS Est. $4.07 (↑0.0% vs 30d)
  • GOOGL (2026-04-29): EPS Est. $2.61 (↑0.2% vs 30d)
  • META (2026-04-29): EPS Est. $6.62 (↑0.3% vs 30d)
  • AAPL (2026-04-30): EPS Est. $1.94 (↓0.9% vs 30d)
  • AMZN (2026-04-30): EPS Est. $1.65 (↑0.3% vs 30d)
  • NVDA (2026-05-20): EPS Est. $1.78 (↓0.2% vs 30d)
  • WMT (2026-05-21): EPS Est. $0.66 (↓0.1% vs 30d)

FX News Wire

Unread articles (20):

[1] Iran proposes suspending nuclear activities for up to five years - NYT URL: https://www.fxstreet.com/news/iran-proposes-suspending-nuclear-activities-for-up-to-five-years-nyt-202604140516 Published: Tue, 14 Apr 2026 05:16:12 Z

[2] Elliott Wave view: S&P 500 ETF (SPY) resumes uptrend after completing corrective phase [Video] URL: https://www.fxstreet.com/news/elliott-wave-view-sp-500-etf-spy-resumes-uptrend-after-completing-corrective-phase-video-202604140508 Published: Tue, 14 Apr 2026 05:08:49 Z

[3] Saudi Arabia Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/saudi-arabia-gold-price-today-gold-rises-according-to-fxstreet-data-202604140505 Published: Tue, 14 Apr 2026 05:05:23 Z

[4] Gold sticks to modest gains as Iran diplomacy hopes and Fed doubts keep USD depressed URL: https://www.fxstreet.com/news/gold-advances-as-diplomacy-optimism-and-fed-uncertainty-undermine-usd-202604140336 Published: Tue, 14 Apr 2026 05:03:44 Z

[5] Philippines Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/philippines-gold-price-today-gold-rises-according-to-fxstreet-data-202604140500 Published: Tue, 14 Apr 2026 05:00:56 Z

[6] Asian stocks rally on US-Iran optimism, Nikkei 225 leads URL: https://www.fxstreet.com/news/asian-stocks-rally-on-us-iran-optimism-nikkei-225-leads-202604140458 Published: Tue, 14 Apr 2026 04:58:33 Z

[7] United Arab Emirates Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/united-arab-emirates-gold-price-today-gold-rises-according-to-fxstreet-data-202604140455 Published: Tue, 14 Apr 2026 04:55:05 Z

[8] AUD/USD Price Forecast: Trades below 0.7100 as bulls turn cautious near four-week top URL: https://www.fxstreet.com/news/aud-usd-price-forecast-trades-below-07100-as-bulls-turn-cautious-near-four-week-top-202604140447 Published: Tue, 14 Apr 2026 04:47:50 Z

[9] Pakistan Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/pakistan-gold-price-today-gold-rises-according-to-fxstreet-data-202604140445 Published: Tue, 14 Apr 2026 04:45:08 Z

[10] India Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/india-gold-price-today-gold-rises-according-to-fxstreet-data-202604140435 Published: Tue, 14 Apr 2026 04:35:49 Z

[11] Japan Industrial Production (MoM) came in at -2%, above expectations (-2.1%) in February URL: https://www.fxstreet.com/news/japan-industrial-production-mom-came-in-at-2-above-expectations-21-in-february-202604140433 Published: Tue, 14 Apr 2026 04:33:18 Z

[12] Japan Industrial Production (YoY): 0.4% (February) vs 0.3% URL: https://www.fxstreet.com/news/japan-industrial-production-yoy-04-february-vs-03-202604140432 Published: Tue, 14 Apr 2026 04:32:46 Z

[13] Japan Capacity Utilization dipped from previous 2.9% to -0.1% in February URL: https://www.fxstreet.com/news/japan-capacity-utilization-dipped-from-previous-29-to-01-in-february-202604140431 Published: Tue, 14 Apr 2026 04:31:00 Z

[14] Malaysia Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/malaysia-gold-price-today-gold-rises-according-to-fxstreet-data-202604140430 Published: Tue, 14 Apr 2026 04:30:42 Z

[15] Pound Sterling Price News and Forecast: GBP/USD rallies further to near 1.3515 amid risk-on market mood URL: https://www.fxstreet.com/news/pound-sterling-price-news-and-forecast-gbp-usd-rallies-further-to-near-13515-amid-risk-on-market-mood-202604140420 Published: Tue, 14 Apr 2026 04:20:34 Z

[16] USD/CHF remains below 0.7850 as US-Iran talks weigh on US Dollar URL: https://www.fxstreet.com/news/usd-chf-remains-below-07850-as-us-iran-talks-weigh-on-us-dollar-202604140420 Published: Tue, 14 Apr 2026 04:20:21 Z

[17] Hezbollah says it won't comply with agreement from Lebanon-Israel talks URL: https://www.fxstreet.com/news/hezbollah-says-it-wont-comply-with-agreement-from-lebanon-israel-talks-202604140416 Published: Tue, 14 Apr 2026 04:16:32 Z

[18] GBP/USD Price Forecast: Refreshes six-week high above 1.3500 URL: https://www.fxstreet.com/news/gbp-usd-price-forecast-refreshes-six-week-high-above-13500-202604140404 Published: Tue, 14 Apr 2026 04:04:48 Z

[19] Silver Price Forecast: XAG/USD taps $77.00; looks to build on strength above 200-EMA on H4 URL: https://www.fxstreet.com/news/silver-price-forecast-xag-usd-taps-7700-looks-to-build-on-strength-above-200-ema-on-h4-202604140357 Published: Tue, 14 Apr 2026 03:57:54 Z

[20] NZD/USD treads water above 0.5850 following China's Trade Balance data URL: https://www.fxstreet.com/news/nzd-usd-treads-water-above-05850-following-chinas-trade-balance-data-202604140329 Published: Tue, 14 Apr 2026 03:29:40 Z

Iran War News

Updates (3):

[1] Iran, Egypt foreign ministers discuss regional tensions Time: 2026-04-14T05:20:41.216Z

[2] Iran says it raised Bushehr damage with UN nuclear watchdog Time: 2026-04-14T05:09:04.871Z

[3] Trump shares op-ed saying ceasefire gave US edge in Hormuz Time: 2026-04-14T04:19:04.036Z

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