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Daily Market Report

Late-Cycle Cracks Widen Beneath Calm Surface

Live Refreshed 21 May 2026 14:44 UTC · 16:44 CEST

01Daily Summary

Mixed Signals

A 4.1 percentage-point gap between the best and worst S&P 500 sectors (Utilities +1.26% vs Consumer Defensive -2.86%) signals defensive rotation is fracturing, not consolidating. The S&P 500 slipped 0.45% to 7,399 while WTI crude surged 3.0% to $112.25, feeding a sticky-inflation backdrop: US PPI sits at 5.99% year-over-year. The 30-year Treasury yield at 5.18% and real yields climbing 5 bp to 2.18% tighten financial conditions further. Crypto Fear & Greed reads 29 (Fear), with BTC ETF outflows of $1.2 billion over seven days. Pre-IPO perps carry a +13.9% average premium to oracle valuations, a pocket of speculative euphoria that contradicts the broader caution.

S&P 500−0.45%NASDAQ−0.63%US10Y+6 bpWTI+2.99%Gold−0.54%BTC−0.73%ETH−0.50%DXY+0.47%VIX+1.03%

02Macro Snapshot

Mixed signals
Benchmark Rates Latest Δ vs Prior Released Next Release Implication
Fed Ratei 3.50 – 3.75 % unchanged 29 Apr 2026 17 Jun 2026 Fed funds rate at 3.50-3.75 percent supports moderate risk asset valuations.
ECB Ratei 2.00 % unchanged 16 Apr 2026 4 Jun 2026 ECB rate at 2.00 percent eases pressure on European risk assets.
SOFRi 3.50 % −1 bp daily tomorrow SOFR at 3.50 percent with one basis point drop eases short-end funding.
IPOR USDCi 4.36 % +86 bp real-time USDC IPOR at 4.36 percent exceeds SOFR by 0.86 points signaling strong leverage demand.
IPOR WETHi 1.85 % +0 bp real-time WETH IPOR rate at 1.85 percent indicates cooling onchain ETH leverage demand.
ETH Ratei 2.41 % real-time ETH staking yield at 2.41 percent offers steady return for staked holders.
Inflation Latest Δ vs Prior Released Next Release Implication
CPI YoY (headline)i 3.8 % +0.6 pp 12 May 2026 10 Jun 2026 Headline CPI at 3.8 percent keeps Fed cautious on further rate cuts.
CPI YoY (core)i 2.8 % +0.1 pp 12 May 2026 10 Jun 2026 Core CPI at 2.8 percent shows moderate underlying inflation persistence.
PPI YoY (headline)i 6.0 % +1.7 pp 13 May 2026 11 Jun 2026 PPI at 6.0 percent signals upstream price pressures ahead of CPI.
PPI YoY (core)i 5.2 % +1.3 pp 13 May 2026 11 Jun 2026 Core PPI at 5.2 percent reveals persistent upstream inflation exceeding core CPI.
Labor Latest Δ vs Prior Released Next Release Implication
Nonfarm Payrollsi (m/m) 158.74 M jobs +115 k 8 May 2026 5 Jun 2026 Nonfarm payrolls rose 115k indicating modest labor market cooling.
Unemployment Ratei 4.3 % unchanged pp 8 May 2026 5 Jun 2026 Unemployment rate at 4.3 percent points to rising labor market slack.
Activity Latest Δ vs Prior Released Next Release Implication
Industrial Productioni (YoY) +1.4 % +0.6 pp 15 May 2026 15 Jun 2026 Industrial production up 1.4 percent year over year shows moderate activity strength.
Retail Salesi (m/m) +0.5 % −1.4 pp 14 May 2026 17 Jun 2026 Retail sales up 0.5 percent month over month reflects steady consumer demand.
ISM Manufacturing PMIi 52.7 +0.3 April 2026 ISM manufacturing at 52.7 signals ongoing factory sector expansion.
ISM Services PMIi 53.6 -0.4 April 2026 ISM services at 53.6 indicates continued services sector expansion.
Yield Curve Latest Δ vs Prior Released Next Release Implication
US 10Y2Y Spreadi 54 bp daily tomorrow Positive curve. Recession odds receding.
Sentiment Latest Δ vs Prior Released Next Release Implication
CNN Fear & Greedi (Equity) 58 (Greed) −3 daily tomorrow CNN Fear and Greed at 58 reflects neutral to greed equity sentiment.
Crypto Fear & Greedi 29 (Fear) +2 daily tomorrow Crypto Fear and Greed at 29 signals extreme fear in crypto markets.
News Sentimenti −8 (Fear) −5 every 30 min News sentiment at -8 indicates fear in current news narrative.

03News Sentiment

Fear
Last 7 days · overall score (EWMA-smoothed) range −44 to +31 · current −8 (Fear) · −5 24h
7 days ago today
Direction
bull 52% bear 48% ± 14% uncertainty
Coverage
macro 47% crypto 42% mixed 11%
What's driving today's news sentiment Top 5 · sorted by impact
−40 Bearish DeFi faces mounting security exploits in 2026 contributing to market concerns decrypt.co
−25 Bearish Quantum Computing Risk Targets Major BTC Exchange Wallets with Public Key Exposure cryptoslate.com
0 Neutral Iran’s Ambassador to France Holds Diplomatic Gulf Relations Talks bloomberg.com
0 Neutral French court holds Airbus and Air France liable for 2009 AF447 crash bloomberg.com

04.1Tech Equitiesi

Bearish

All nine mega-cap tech names finished in the red, with no cohort member posting a gain. Semis led the decline: INTC dropped 2.9% and AMD shed 2.3%, while NVDA fell 1.8%. The defensive end of the cohort held up relatively better, with AAPL barely lower at -0.08%, but the uniform weakness across the group signals broad risk-off sentiment in large-cap tech.

AAPLApple
$302.01−0.08%
Day Range $300.40 — $303.07
P/E TTMi36.2 P/E Fwdi31.4 50-DMAi$269 200-DMAi$261 RSI(14)i74 YTDi+11.5% % from ATHi−0.4% Sharpe(1Y)i+1.85
MSFTMicrosoft
$416.49−1.09%
Day Range $415.73 — $426.34
P/E TTMi24.7 P/E Fwdi21.4 50-DMAi$400 200-DMAi$461 RSI(14)i53 YTDi−11.9% % from ATHi−25.0% Sharpe(1Y)i+0.55
GOOGLAlphabet
$387.42−0.38%
Day Range $383.08 — $388.12
P/E TTMi29.3 P/E Fwdi27.3 50-DMAi$338 200-DMAi$294 RSI(14)i61 YTDi+23.0% % from ATHi−5.2% Sharpe(1Y)i+3.01
AMZNAmazon
$263.57−0.54%
Day Range $261.37 — $264.52
P/E TTMi31.2 P/E Fwdi30.1 50-DMAi$240 200-DMAi$230 RSI(14)i56 YTDi+16.5% % from ATHi−5.4% Sharpe(1Y)i+1.39
NVDANVIDIA
$219.52−1.77%
Day Range $217.94 — $227.40
P/E TTMi33.4 P/E Fwdi25.6 50-DMAi$195 200-DMAi$187 RSI(14)i58 YTDi+16.2% % from ATHi−7.2% Sharpe(1Y)i+2.13
METAMeta Platforms
$597.08−1.32%
Day Range $595.02 — $601.97
P/E TTMi21.4 P/E Fwdi18.2 50-DMAi$619 200-DMAi$671 RSI(14)i40 YTDi−8.2% % from ATHi−25.0% Sharpe(1Y)i+0.62
TSLATesla
$414.27−0.72%
Day Range $412.94 — $426.95
P/E TTMi345.7 P/E Fwdi217.0 50-DMAi$388 200-DMAi$409 RSI(14)i54 YTDi−5.4% % from ATHi−17.0% Sharpe(1Y)i+1.27
INTCIntel
$115.51−2.90%
Day Range $113.17 — $118.45
P/E TTMin/a P/E Fwdi107.3 50-DMAi$74 200-DMAi$46 RSI(14)i64 YTDi+192.7% % from ATHi−13.0% Sharpe(1Y)i+2.69
AMDAMD
$437.13−2.33%
Day Range $431.65 — $448.00
P/E TTMi142.9 P/E Fwdi59.1 50-DMAi$293 200-DMAi$228 RSI(14)i66 YTDi+95.6% % from ATHi−6.8% Sharpe(1Y)i+2.65

04.2Indices

Bearishi

US equity benchmarks tilted lower, with the Nasdaq off 0.63% and the S&P 500 down 0.45%, while the Dow held up better at -0.14%. The Russell 2000 was the sole green print at +0.08%, a rare small-cap outperformance day. The SPX-vs-RSP YTD gap sits at +2.50 pp (8.01% vs 5.51%), still reflecting meaningful Mag7 concentration but not yet at extreme levels. VIX ticked up modestly to 17.62, consistent with a mild risk-off tone rather than panic. Overseas, the Nikkei surged 3.14% while the Hang Seng slipped 1.03%, keeping global cross-currents mixed.

US Equity Benchmarks
SPXS&P 500
7,399.40−0.45%
Day Range 7,392.02 — 7,424.43
50-DMAi6,959 200-DMAi6,796 RSI(14)i63 YTDi+8.0% % from ATHi−1.4% Sharpe(1Y)i+2.48
IXICNasdaq Comp.
26,105.29−0.63%
Day Range 26,039.37 — 26,219.00
50-DMAi23,775 200-DMAi23,034 RSI(14)i64 YTDi+12.4% % from ATHi−2.0% Sharpe(1Y)i+2.58
DJIDow Jones Ind.
49,937.27−0.14%
Day Range 49,697.47 — 50,069.65
50-DMAi48,111 200-DMAi47,544 RSI(14)i60 YTDi+3.3% % from ATHi−1.1% Sharpe(1Y)i+1.70
RUTRussell 2000
2,819.67+0.08%
Day Range 2,798.25 — 2,827.19
50-DMAi2,670 200-DMAi2,537 RSI(14)i56 YTDi+12.5% % from ATHi−2.3% Sharpe(1Y)i+2.04
SOXXSemiconductors
520.14−0.03%
Day Range 515.70 — 525.13
50-DMAi411.34 200-DMAi326.87 RSI(14)i66 YTDi+65.9% % from ATHi−2.4% Sharpe(1Y)i+3.25
Risk & Breadth Gauges
RSPiS&P 500 Eq-Wt
203.25−0.29%
Day Range 201.81 — 203.78
50-DMAi198.39 200-DMAi193.81 RSI(14)i56 YTDi+5.5% vs SPX YTDi−2.5pp Cap-weight sharei+31%
VIXVolatility Idx
17.62+1.03%
Day Range 17.15 — 17.87
50-DMAi21.14 200-DMAi18.37 RSI(14)i44 YTDi+20.8%
DXYTrade-Wt. USD
111.71+0.47%
5-day Range 110.34 — 111.71
50-DMAi111.49 200-DMAi111.41 RSI(14)i60 YTDi+0.5%
World Markets
FTSEFTSE 100
10,457.98+0.25%
Day Range 10,353.47 — 10,469.94
50-DMAi10,330 200-DMAi9,896 RSI(14)i55 YTDi+5.1% % from ATHi−4.4% Sharpe(1Y)i+2.07
N225Nikkei 225
61,684.14+3.14%
Day Range 60,282.35 — 62,043.53
50-DMAi56,911 200-DMAi50,852 RSI(14)i59 YTDi+19.0% % from ATHi−2.5% Sharpe(1Y)i+2.53
HSIHang Seng
25,386.53−1.03%
Day Range 25,341.73 — 25,833.71
50-DMAi25,775 200-DMAi26,006 RSI(14)i40 YTDi−3.6% % from ATHi−9.5% Sharpe(1Y)i+1.04
Global Equity Baskets
URTHMSCI World
200.84−0.32%
Day Range 199.88 — 201.14
50-DMAi190.35 200-DMAi185.39 RSI(14)i61 YTDi+7.7% % from ATHi−0.9% Sharpe(1Y)i+2.37
EEMMSCI Emerging
65.33−0.19%
Day Range 65.05 — 65.72
50-DMAi61.34 200-DMAi56.62 RSI(14)i54 YTDi+16.3% % from ATHi−4.1% Sharpe(1Y)i+2.25
Valuations
CAPE 10iShiller P/E
41.8Overvalued
+1.05% today
Long-run mean17.4 Median16.1 All-time high44.2 (Dec 1999) % from ATHi−5.5%
Trailing P/EiS&P 500 (TTM)
32.0Overvalued
+1.05% today
Long-run mean16.2 Median15.1 All-time high123.7 (May 2009)
Sector Rotationi 11 GICS sectors · today's % change · sorted best to worst
Utilities+1.26%
Tech+0.96%
Industrials+0.56%
Materials+0.54%
Real Estate+0.40%
Financials+0.36%
Healthcare+0.35%
Energy−0.25%
Discretionary−0.43%
Telecom−0.67%
Staples−2.86%

04.3Fixed Income · US Treasuries

Offered

Treasuries sold off in parallel across the curve: the 2Y rose 6 bp to 4.13%, the 10Y climbed 6 bp to 4.67%, and the 30Y added 4 bp to reach 5.18%, keeping the 2s10s spread at +54 bp. The composition of the move is notable. Real rates drove the repricing, with the 10Y TIPS yield up 5 bp to 2.18%, while 10Y breakevens actually fell 5 bp to 2.44%, pointing to tighter real financial conditions rather than an inflation scare. Credit spreads widened marginally (HY OAS +3 bp to 286, IG OAS +1 bp to 76), a modest echo of the risk-off tone in equities but nothing that signals stress.

US2YiTreasury 2Y
4.13%+6 bp
5D range 3.98 — 4.13
5-day Δ+13 bp YTD Δ+66 bp
US10YiTreasury 10Y
4.67%+6 bp
5D range 4.46 — 4.67
10–2 spread+54 bp YTD Δ+48 bp
US30YiTreasury 30Y
5.18%+4 bp
5D range 5.02 — 5.18
5-day Δ+15 bp YTD Δ+32 bp
Fiscal
US Debt & Servicing
US Debt & Servicing
Total Public Debti
$39.07T +$61.8B (1d)
+7.9% YoY
Annual Interest (gross)i
$1.30T +9.6% YoY
gross · avg rate 3.34%
Rate & Rollover Risk
Wtd Avg Rate on Debti
3.34% +0.05pp YoY
on total interest-bearing debt
Maturing < 1 Yeari
25.7%
~$10.04T · refinancing-risk gauge
Macro Bond
Real Rates & Credit
Real Rates & Inflation Expectations
10Y TIPS Reali
2.18% +5 bp
10Y nominal − inflation expectations
10Y Breakeveni
2.44% −5 bp
market-implied 10Y CPI
Credit Spreads
HY OASi
2.86% +3 bp
ICE BofA US HY
IG OASi
0.76% +1 bp
tight · late-cycle

04.4Commodities

Mixed

Energy was the standout, with WTI crude up roughly 3%, Brent gaining about 2.4%, and natural gas surging over 6%. Precious metals moved the other way: gold eased 0.54% to $4510.8 and silver slipped 0.81% to $75.565, consistent with the rise in real yields pressuring non-yielding stores of value.

CLWTI Crude
$112.25+2.99%
5D range $104.52 — $112.25
50-DMAi$99.60 200-DMAi$71.70 RSI(14)i62 YTDi+96.2%
COBrent
$116.73+2.43%
5D range $110.28 — $116.73
50-DMAi$111.68 200-DMAi$77.85 RSI(14)i55 YTDi+88.3%
NGNatural Gas
$3.07+6.23%
5D range $2.79 — $3.07
50-DMAi$2.88 200-DMAi$3.69 RSI(14)i59 YTDi+8.9%
XAUGold
$4,510.80−0.54%
5D range $4,490.20 — $4,572.40
50-DMAi$4,666.00 200-DMAi$4,540.62 RSI(14)i38 YTDi+2.8%
XAGSilver
$75.56−0.81%
5D range $74.73 — $77.31
50-DMAi$76.49 200-DMAi$64.84 RSI(14)i45 YTDi+3.7%

04.5Crypto Assets

Mixed

Bitcoin drifted lower to $76909.44, off 0.73%, while ETH slipped 0.50% to $2116.62 and SOL was essentially flat at $86.06. The Fear and Greed index reads 29, firmly in Fear territory, and total crypto market cap contracted 0.29% on the day. Perp funding remains positive (BTC +7.03% APR, ETH +4.96% APR), suggesting longs are still paying to hold positions despite the cautious sentiment backdrop. Spot ETF flows were negative for both BTC (-$70M) and ETH (-$28M), reinforcing the soft demand picture. DeFi TVL edged up 0.73%, a small divergence from the broader risk-off tone.

BTCBitcoin
$76,909.44−0.73%
Day Range $76,631.13 — $78,051.12
50-DMAi$76,021.65 200-DMAi$81,105.73 RSI(14)i46 % from ATHi−39.0% Sharpe(1Y)i−1.00
ETHEthereum
$2,116.62−0.50%
Day Range $2,102.59 — $2,146.14
50-DMAi$2,262.11 200-DMAi$2,575.92 RSI(14)i36 % from ATHi−56.6% Sharpe(1Y)i−1.09
SOLSolana
$86.06+0.02%
Day Range $85.23 — $86.99
50-DMAi$86.01 200-DMAi$108.77 RSI(14)i47 % from ATHi−70.7% Sharpe(1Y)i−1.01
ENAEthena
$0.1037−1.88%
Day Range $0.1032 — $0.1079
50-DMAi$0.1100 200-DMAi$0.1700 RSI(14)i43 % from ATHi−93.2% Sharpe(1Y)i−1.87
HYPEHyperliquid
$60.72+11.13%
Day Range $54.63 — $61.98
50-DMAi$41.68 200-DMAi$34.07 RSI(14)i80 % from ATHiATH Sharpe(1Y)i+0.81
PUMPPump.fun
$0.001778+1.98%
Day Range $0.001724 — $0.001803
50-DMAi$0.001800 200-DMAi$0.002300 RSI(14)i46 % from ATHi−79.3% Sharpe(1Y)i−0.33
Crypto Market
Macro Indicators
Market Caps & Dominance
BTC Mcapi
$1.54T −0.73%
58.1% of total
ETH Mcap
$255.5B −0.50%
9.6% of total
Stablecoin Mcap
$320.8B −0.01%
circulating supply
Total Crypto Mcap
$2.66T −0.29%
global market cap
Trading Volumes (24h)
CEX Volume (spot)
$80.3B +12.82%
24h · CoinGecko aggregate
DEX Volume (spot)
$5.7B +12.24%
24h · DefiLlama all chains
CEX Volume (perp)
$232.3B +21.47%
24h · derivatives exchanges
Hyperliquid (perp)
$5.6B +78.62%
24h · 230+ markets
DeFi Activity
Global DeFi TVL
$82.8B +0.73%
all chains
Lending TVL
$42.0B +0.81%
money markets
DEX TVL
$12.9B +0.22%
liquidity pools
ETH Staking APR
2.41%
Lido stETH base rate
Leverage & Sentiment
BTC Fundingi
+7.03% APR longs pay
8h · Binance perp
ETH Fundingi
+4.96% APR longs pay
8h · Binance perp
BTC L/S Ratioi
1.08 large traders long
1.08× longs vs shorts
Crypto F&Gi
29 Fear
Δ +2 vs yesterday · 0-100
IPOR Rates
USDCi
4.36% +0.86 pp vs SOFR
24h avg 4.90%
USDTi
3.16% −0.34 pp vs SOFR
24h avg 3.22%
DAIi
3.46% −0.04 pp vs SOFR
24h avg 3.46%
WETHi
1.85% +0.00 pp vs avg
24h avg 1.84%

04.6Pre-IPO & Onchain Equity Perpsi

Bearishi

Pre-IPO perps on Hyperliquid are trading at a meaningful premium to Notice-anchored fundamentals: SpaceX at +15.03%, Anthropic at +15.00%, and OpenAI at +11.55%, averaging +13.86% across the three names. Despite the section's bearish judgment, the double-digit premiums across all three names reflect persistent speculative willingness to pay above fundamental valuations, a pattern more consistent with late-cycle euphoria than with a discount regime.

SPACEXi SpaceX
$2.24T +2.71% 24h
+15.03% vs oraclei
Oraclei$1.94T OIi2,167 Fundingi+54.8%/yr Vol 24h$818k
Cross-venuei xyz:SPCX · $208.41/share · +2.99% · vol $33.7M
ANTHROPICi Anthropic
$1.34T +8.06% 24h
+15.00% vs oraclei
Oraclei$1.16T OIi4,729 Fundingi+52.5%/yr Vol 24h$444k
OPENAIi OpenAI
$1.24T +4.65% 24h
+11.55% vs oraclei
Oraclei$1.11T OIi2,607 Fundingi+37.6%/yr Vol 24h$207k
CRCLi Circle Internet
$112.84 +1.46% 24h
OIi251,106 Fundingi+11.3%/yr Vol 24h$33.9M
COINi Coinbase
$188.03 -3.04% 24h
OIi28,837 Fundingi+5.5%/yr Vol 24h$8.0M
MSTRi MicroStrategy
$162.86 -2.37% 24h
OIi99,783 Fundingi+15.6%/yr Vol 24h$7.9M

Sector-thematic equity baskets

MAG7i Magnificent 7
68.91 +0.10% 24h
OIi9,351 Fundingi+5.5%/yr Vol 24h$4.0M
SEMISi Semiconductors
562.42 +0.24% 24h
OIi588 Fundingi+287.1%/yr Vol 24h$212k
DEFENSEi Defense
64.25 -0.47% 24h
OIi2,368 Fundingi+97.1%/yr Vol 24h$10k
ROBOTi Robotics
39.26 +0.57% 24h
OIi4,390 Fundingi-125.0%/yr Vol 24h$124k
NUCLEARi Nuclear
127.89 +0.09% 24h
OIi1,269 Fundingi-57.6%/yr Vol 24h$106k

04.7Crypto Treasuries & Spot ETF Flows

Distributing

Spot ETF flows were negative across the board for BTC and ETH, with BTC seeing -$70M on the day and a steep -$1,209M over the trailing seven days, while ETH recorded -$28M daily and -$248M weekly. SOL was the lone bright spot with +$4M daily and +$18M over seven days. Corporate and fund treasury holdings remain substantial at roughly 1.27M BTC (6.06% of supply), 7.27M ETH (6.02%), and 18.5M SOL (3.19%), but the persistent outflow trend in BTC and ETH ETFs suggests institutional appetite is cooling.

Asset Total Held USD Value % of Supply Top Public Holders
Bitcoin
BTC
1.27 M BTC $98.0 B 6.06% Strategy 844k · XXI 44k · Metaplanet 40k · MARA Holdings 35k · Bitcoin Standard Treasury Company 30k
Ξ
Ethereum
ETH
7.27 M ETH $15.4 B 6.02% BitMine Immersion 5.28M · SharpLink 869k · The Ether Machine 497k · Coinbase Global 151k · Bit Digital 140k
Solana
SOL
18.46 M SOL $1.6 B 3.19% Forward Industries 7.01M · DeFi Development Corp. 2.22M · Upexi 2.17M · Sharps Technology 2.08M · Solana Company 2.06M
Spot ETF Flows
Source: Farside Investors · AUM via FMP
BTC 13 funds · IBIT, FBTC, BITB… Top 5 of 13 funds (by AUM) 1. IBIT BlackRock $62.5 B 2. FBTC Fidelity $14.2 B 3. GBTC Grayscale $11.5 B 4. BITB Bitwise $4.7 B 5. BTC Grayscale Mini $4.1 B + 8 more Flow data as of 20 May 2026
AUM
$102.4 B
24h Flow−$70 M
7-day Flow−$1.21 B
YTD Flowi+$742 M
ETH 10 funds · ETHA, ETHB, FETH… Top 5 of 10 funds (by AUM) 1. ETHA BlackRock $6.5 B 2. ETH Grayscale Mini $1.7 B 3. ETHE Grayscale $1.7 B 4. FETH Fidelity $1.2 B 5. ETHB BlackRock $608.5 M + 5 more Flow data as of 20 May 2026
AUM
$12.2 B
24h Flow−$28 M
7-day Flow−$248 M
YTD Flowi−$663 M
SOL 6 funds · BSOL, VSOL, FSOL… Top 5 of 6 funds (by AUM) 1. BSOL Bitwise $560.0 M 2. GSOL Grayscale $112.7 M 3. VSOL VanEck $14.3 M 4. SOEZ Franklin $9.7 M 5. TSOL VanEck $3.2 M + 1 more Flow data as of 19 May 2026
AUM
$699.9 M
24h Flow+$4 M
7-day Flow+$18 M
YTD Flowi+$70 M

05Technical Dashboard

Mixed
Asset Last Trendi Supporti Resistancei RSIi RSI Status Signal
SPX S&P 500 7,399.40 Bullish 6,958.54 7,424.43 63 Neutral Buyconf 75%
IXIC Nasdaq Comp. 26,105.29 Bullish 23,774.67 26,219.00 64 Neutral Buyconf 75%
DXY Dollar Index 111.71 USD ↑ 111.49 111.71 60 Neutral Sellconf 65%
VIX Volatility 17.62 Suppressed 17.15 18.37 44 Neutral Hedgeconf 55%
US10Y US 10Y Yield 4.67% Yields ↑ 4.36% 4.67% 75 Overbought Sell bondsconf 65%
CL WTI Crude $112.25 Bullish $99.60 $112.25 62 Neutral Buyconf 75%
XAU Gold $4,511 Bearish $4,490 $4,541 38 Neutral Sellconf 60%
BTC Bitcoin $76,909 Sideways $76,022 $81,106 46 Neutral Holdconf 50%
ETH Ethereum $2,117 Bearish $2,103 $2,262 36 Neutral Sellconf 75%

06Key Events

Next 7 days

Six high-impact US macro releases land in the next seven days, headlined by a triple data drop on May 28: Core PCE (the Fed's preferred inflation gauge), Personal Income, and Durable Goods Orders, all at 12:30 ET. CB Consumer Confidence on May 26 will offer a fresh read on household sentiment. On the earnings side, WMT reports today, followed by CRM on May 27 and COST on May 28, giving a real-time pulse on both consumer spending and enterprise software demand.

U.S. Macro Releases — FMP economic calendar (filtered)

  • Tue
    14:00 UTC · 16:00 CEST
    CB Consumer Confidence (May)prev 92.80 High
  • Thu, May 28 Core PCE Price Index MoM (Apr)Est: 0.30 % · prev 0.30 % High
  • Thu, May 28 Durable Goods Orders MoM (Apr)Est: 0.40 % · prev 0.80 % High
  • Thu, May 28 PCE Price Index MoM (Apr)Est: 0.50 % · prev 0.70 % Medium
  • Thu, May 28 PCE Price Index YoY (Apr)Est: 3.80 % · prev 3.50 % Medium
  • Thu, May 28 Durable Goods Orders Ex Transp MoM (Apr)Est: 0.50 % · prev 0.90 % Medium
  • Thu, May 28 Initial Jobless Claims (May/23)Est: 215 K · prev 209 K Medium
  • Thu, May 28 New Home Sales (Apr)Est: 0.66 M · prev 0.68 M Medium
  • Thu, May 28 Durable Goods Orders Ex Defense MoM (Apr)Est: -0.20 % · prev -0.30 % Low
  • Thu, May 28 Core PCE Price Index YoY (Apr)Est: 3.30 % · prev 3.20 % Low
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Earnings — mega-cap reports drive index direction

  • Today · After close WMT — WalmartEPS est $0.65 (+7% YoY) · Rev est $174.8B (+6% YoY) High
  • Wed · After close CRM — SalesforceEPS est $3.12 (+21% YoY) · Rev est $11.1B (+12% YoY) High
  • Thu, May 28 · After close COST — CostcoEPS est $4.98 (+16% YoY) · Rev est $69.6B (+10% YoY) High
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07Howard Marks' Market Cycle Indicators

Late-cyclei

Daily reading of the framework from Mastering the Market Cycle (Howard Marks, 2018).

Today's read

The economy is vibrant, capital markets are loose, and investors remain optimistic, with Yield Spreads and Capital both flashing warm signals. Interest Rates stand as the lone cold indicator, with the Fed funds band still well above the zero-bound era.

View full cycle assessment — 9 indicators · 19 cited sources →

08Daily Alpha

Trim

Trim. Late-cycle cracks widening beneath a still-complacent equity surface

Late-cycle conditions are unmistakable. The 30-year Treasury at 5.18% and 10-year real yields at 2.18% (up 5 bp today) are repricing the cost of capital higher, a theme Bloomberg is flagging as weighing on risk assets broadly. PPI running at 5.99% year-over-year signals margin pressure that CPI at 3.81% has not yet fully absorbed. Equity sentiment reads 58 (Greed) while the S&P 500 sits at 7,399 after a 0.45% decline. Consumer Defensive fell 2.86%, the sharpest sector drop, hinting at defensive unwinds rather than healthy rotation. Pre-IPO perps trade at a 13.9% average premium to oracle valuations, a speculative froth signal consistent with late-cycle euphoria. In crypto, Fear at 29 and BTC ETF outflows of $1.2 billion over seven days suggest capitulation is building but not complete. HY OAS (high-yield credit spreads) at 286 bp, widening 3 bp, are still tight enough to offer poor compensation. Wait for HY OAS above 350 and crypto Fear below 20 before adding risk.

24h Bias
Defensive, reduce risk into strength
Equities
Trim into rallies at these levels
Bonds
Hold duration, wait for wider spreads
Commodities
Trim oil after WTI spike to 112
Crypto
Wait for Fear below 20 to add
Vol hedge
Add VIX calls while vol cheap at 17.62