Finance Analyst Report: 2026-06-15 20:01:08 ET
Signal Alignment
SPY Direction: SPY +1.5% (3d) | Alignment: 100% (5 aligned, 0 divergent) Status: MIXED β Mixed β no clear signal consensus
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.451 above 0.45 but falling β institutional buying fading, 0DTE PCR 0.91 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +6.8B strong suppression |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.71% benign, NFCI -0.506 loose |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 63% β broad participation supports rally |
| Energy | π’ BULLISH | β ALIGNED | Energy STABLE β no macro headwind from oil |
| growth_expectations | βͺ NEUTRAL | β | Copper/Gold +9.0% growth optimism Β· real yield 2.17% restrictive |
| news_sentiment | βͺ NEUTRAL | β | AI news sentiment unavailable |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.86 normal, SPY/DXY -0.71 stretched, SPY/TNX -0.79 stretched, SPY/Oil -0.31 elevated |
| Volatility | βͺ NEUTRAL | β | VIX 16.2 sub-20 in contango Β· SKEW 143 firm Β· VVIX/VIX 5.41 dealer stress |
| Inflation | βͺ NEUTRAL | β | Stagflation score 25 β moderate, watching |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d -0.1% stable, MOVE 69 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
Divergence read: Risk-on regime with gamma, credit, and breadth leaning bullish, but structural signals haven't signed on yet β rally is concentrated, watch for broadening.
Market Status
Regime: RISK-ON | Score: 85/100 (Favorable) |
Leading indicators show DIX falling to 0.451 (institutional buying fading); GEX positive at 6.8B (vol-suppressing); credit spreads tightening (risk appetite improving). Lagging confirmation: VIX at 16.2 (low-fear environment); seasonal pattern historically neutral.
What Changed
- No signal changes detected.
Key Levels
- SPY: $753.39 | 50 SMA $722.80 | 200 SMA $686.30 | +0.0% from 50d | ZGL $735.61
- QQQ: $742.22 | 50 SMA $681.81 | 200 SMA $625.38 | +0.1% from 50d | ZGL $719.02
- IWM: $294.19 | 50 SMA $278.25 | 200 SMA $256.85 | +0.1% from 50d | ZGL $290.85
- VIX: 16.20 β sub-20 (low vol)
- 10Y Yield: 4.469%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $753.39 | 47.36 | 64.9 | $735.61 | Bearish | 0.31 |
| QQQ | $742.22 | 51.43 | 99.1 | $719.02 | Bearish | 0.07 |
| IWM | $294.19 | 58.01 | 92.5 | $290.85 | Neutral | 0.65 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 16.20 | 52.64 | 85.1 | $10.53 | Bearish | 2.06 |
| TNX | 44.69 | 41.40 | 68.1 | - | - | - |
| GLD | $395.92 | 32.75 | 36.6 | $320.00 | Neutral | 0.89 |
| DXY | 99.75 | 59.39 | 15.1 | - | - | - |
| SLV | $63.28 | 33.14 | 27.3 | $46.50 | Neutral | 0.77 |
Dark Pool Activity
- DIX (Dark Index): 0.451
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 6.8B
Credit Conditions
- HY OAS Spread: 2.71% (Normal)
- BBB Spread: 0.93%
- 2s10s Spread: 0.40% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 63.1%
- Stocks Above 200-Day SMA: 62.7%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 499
- Mag 7 Concentration: 31.0%
- Top 10 Concentration: 41.4%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 77.6% | 0/0 |
| Real Estate | 75.0% | 0/0 |
| Industrials | 74.6% | 0/0 |
| Consumer Discretionary | 66.1% | 0/0 |
| Technology | 64.6% | 0/0 |
| Consumer Staples | 61.8% | 0/0 |
| Health Care | 59.3% | 0/0 |
| Materials | 54.2% | 0/0 |
| Utilities | 50.0% | 0/0 |
| Communication Services | 30.0% | 0/0 |
| Energy | 21.1% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $81.36 (5d: -7.8%)
- Brent Crude: $83.64 | Spread: $2.28
- RBOB Gasoline: $2.9000/gal
- Heating Oil: $3.2200/gal
- 3-2-1 Crack Spread: $44.92/bbl (Very wide)
- XLE (Energy Sector): $55.55
- UNG (Nat Gas): $11.43
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.861 | normal |
| SPY / DXY | -0.707 | stretched |
| SPY / TNX | -0.788 | stretched |
| SPY / Oil | -0.314 | elevated |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.38
- VIX/MOVE Ratio: 0.23 (Normal Relationship)
- 0DTE Call Volume: 5,012,696.0
- 0DTE Put Volume: 4,571,220.0
- 0DTE Put/Call Ratio: 0.91 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $723.4B
- Gamma Call Wall: $755 | Put Wall: $730 (Spot: $753.39)
CTA Trend Stack
- SMA Stack Score: 3/4 above
- Position: Above 50,100,200d SMA(s) Β· below 20d
Positioning & Sentiment
- CFTC E-mini Specs Net: -205,644 contracts (Z -1.50, as of 2026-06-09)
- AAII Bull-Bear Spread: -17.3% (as of 2026-06-10)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
Macro Fundamentals
- 10Y Yield: 4.47%
- Yield Curve (10Y-3M): 0.85 (Normal)
- DXY: 99.75
- Growth vs Value: 0.99
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-07-29
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.40% (Near Target)
- 10Y Breakeven: 2.32%
- 5Y5Y Forward: 2.24%
- Stagflation Risk Score: 25/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6725.4B
- Treasury General Account (TGA): $828.1B
- Reverse Repo (RRP): $0.6B
- US Net Liquidity (WALCL - TGA - RRP): $5,897B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$7,115B
- BOJ Balance Sheet: ~$4,145B
- Global Net Liquidity: $17,156B
- BTC-USD (Liquidity Proxy): $66,256 (Neutral)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.451, GEX +6.8B, HY OAS 2.71%, breadth 63%.
- [WARNING] SKEW at 143 β elevated tail-risk hedging activity.
- [WARNING] 10Y real yield at 2.17% β restrictive monetary conditions weighing on growth assets.
- [WARNING] 3-2-1 crack spread at $44.92/bbl β refining margins extremely elevated, consumer fuel price pressure.
- [WARNING] Oil spike alert: USO at $121.21 β potential geopolitical disruption or supply shock.
- [INFO] Screener: MSM β confluence of 3 archetypes (conviction n/a/100, regime range_noise, calibrated failed_breakout hit-rate 54% (n=141)).
- [INFO] Screener: ZION β confluence of 3 archetypes (conviction 48/100, regime range_noise, calibrated failed_breakout hit-rate 54% (n=141)).
- [INFO] Screener: IBOC β confluence of 3 archetypes (conviction 39/100, regime range_noise, calibrated failed_breakout hit-rate 54% (n=141)).
- [INFO] Screener: ESS β confluence of 3 archetypes (conviction n/a/100, regime range_noise, calibrated failed_breakout hit-rate 54% (n=141)).
Seasonality
- Current Month: June
- Average Return: +0.26%
- Median Return: +0.46%
- Hit Rate: 55%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Industrial Production: 102.6475 | Prev: 102.509
Upcoming Calendar (30 Days)
Economic Releases:
- Retail Sales: 2026-06-17
- Philadelphia Fed Mfg Index: 2026-06-23
- Gross Domestic Product (GDP): 2026-06-25
- Employment Situation (Payrolls): 2026-07-02
- Consumer Price Index (CPI): 2026-07-14
- Producer Price Index (PPI): 2026-07-15
Earnings & EPS Estimates:
- JPM (2026-07-14): EPS Est. $5.39 (β0.1% vs 30d)
- GS (2026-07-14): EPS Est. $13.78 (β0.4% vs 30d)
- TSLA (2026-07-22): EPS Est. $0.45 (β0.0% vs 30d)
- GOOGL (2026-07-23): EPS Est. $2.87 (β0.2% vs 30d)
- MSFT (2026-07-29): EPS Est. $4.24 (β0.0% vs 30d)
- META (2026-07-29): EPS Est. $7.20 (β0.4% vs 30d)
- AAPL (2026-07-30): EPS Est. $1.90 (β0.0% vs 30d)
- AMZN (2026-07-30): EPS Est. $1.82 (β0.1% vs 30d)
- WMT (2026-08-20): EPS Est. $0.74 (β0.5% vs 30d)
- NVDA (2026-08-26): EPS Est. $2.08 (β6.5% vs 30d)
FX News Wire
Unread articles (4):
[1] RBA set to push brake on rate hikes amid signs of slowing economic growth URL: https://www.fxstreet.com/news/rba-set-to-keep-interest-rate-steady-after-three-consecutive-hikes-202606152245 Published: Mon, 15 Jun 2026 23:45:00 Z
[2] Gold holds gains as US-Iran deal reduces Fed hike expectations URL: https://www.fxstreet.com/news/gold-holds-gains-as-us-iran-deal-reduces-fed-hike-expectations-202606152318 Published: Mon, 15 Jun 2026 23:18:51 Z
[3] Bank of Japan expected to raise interest rate to 1%, its highest since 1995 URL: https://www.fxstreet.com/news/bank-of-japan-expected-to-raise-interest-rate-to-1-its-highest-since-1995-202606152300 Published: Mon, 15 Jun 2026 23:00:00 Z
[4] British Pound Sterling's peace rally round-trips ahead of the Fed URL: https://www.fxstreet.com/news/british-pound-sterlings-peace-rally-round-trips-ahead-of-the-fed-202606152254 Published: Mon, 15 Jun 2026 22:54:32 Z
Iran War News
Updates (3):
[1] Iranian MP urges officials to skip US-Iran deal signing ceremony Time: 2026-06-15T23:23:00.533Z
[2] Trump denies $300m payment to Iran Time: 2026-06-15T23:19:27.900Z
[3] Vance predicts Israel will come around on Iran agreement despite current rift Time: 2026-06-15T23:13:20.048Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 107 days ago)
- Ships Transiting: 2 of 60 normal daily β 3.3% of normal
- Throughput: 3.0% of normal (0.3M / 10.3M DWT)
- Stranded Vessels: 500
- Oil Prices: Brent $97.46 (+0.17%)
- War Risk Insurance: EXTREME β 23.3x normal
- Tanker Rates: WS100 (+100% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.0 billion/day economic cost