· EZU -0.8%, EMXC -2.2%, EWJ -1.5%, EWU +0.2%, FXI -0.9% · USO +0.4%, DBA -0.6%, CPER -1.9%, GLD -1.5%, SLV -6.1% · SHY -0.0%, TLT +0.7%, IGOV -0.3%
⚠ Upcoming Capital Movements
-
Monthly OPEX (October 16, 2026 - in 2 days):
Standard monthly options expiration. Triggers dealer gamma hedging flows (vanna/charm) which can unpin markets after expiration.
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
1-Day Horizon
| Ticker |
Range |
△1d |
Z-Score |
|
SLV
|
6.5% |
-6.1% |
+1.9σ |
|
EMXC
|
2.4% |
-2.2% |
+1.0σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
5.8% |
-5.3% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
8.6% |
-6.7% |
+1.7σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+122.7% |
+2.0σ |
|
EMXC
|
60.5% |
+42.5% |
+1.4σ |
|
SLV
|
163.4% |
+7.3% |
+1.3σ |
Wednesday, Oct 14
-
Consumer Price Index (CPI) (Today's Print):
Actual: 0.6% MoM / 3.7% YoY vs Consensus: 0.5% MoM / 3.6% YoY —
Headline surged on a 9.1% jump in gasoline prices while sticky core services pushed Treasury yields higher and reignited late-October FOMC rate hike speculation.
Thursday, Oct 15
-
Retail Sales (Thursday 8:30 AM ET):
Consensus: 0.3% MoM / Prior: 1.2% MoM —
Assessing whether household spending held positive momentum or contracted in real terms following August's back-to-school surge as higher fuel costs bite into discretionary budgets.
-
Producer Price Index (PPI) (Thursday 8:30 AM ET):
Consensus: 0.5% MoM / 5.3% YoY / Prior: 0.4% MoM / 5.4% YoY —
Scrutinizing upstream wholesale energy pressures and trade service margins that directly map into the Fed's benchmark Core PCE deflator.
-
Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 199k / Prior: 197k —
Testing whether filings remain pinned near historical sub-200k lows, corroborating a resilient 'low-hire, low-fire' labor backdrop.
-
Philadelphia Fed Manufacturing Index (Thursday 8:30 AM ET):
Consensus: 26.5 / Prior: 37.8 —
Gauging regional factory activity, new orders trajectory, and manufacturing input price pressures following late-summer expansion.
Friday, Oct 16
-
Industrial Production (Friday 9:15 AM ET):
Consensus: 0.3% MoM / Prior: 0.0% MoM —
Monitoring factory output rebound and capacity utilization rates (consensus 76.4%) to evaluate Q3 GDP industrial contribution and broader capital goods demand.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
769.67 |
-1.1% |
-1.0% |
2% |
17% |
| ■ QQQ |
728.95 |
-2.0% |
-3.8% |
3% |
22% |
| ■ IWM |
271.42 |
-1.9% |
-2.3% |
-4% |
10% |
| ■ RSP |
212.08 |
-0.6% |
0.7% |
-0% |
14% |
| ■ IJR |
135.41 |
-1.6% |
-1.2% |
-3% |
15% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.33 |
-0.8% |
-0.9% |
-4% |
9% |
| ■ EMXC |
95.11 |
-2.2% |
-5.3% |
-2% |
43% |
| ■ EWJ |
95.88 |
-1.5% |
-2.5% |
-1% |
25% |
| ■ EWU |
46.93 |
0.2% |
2.2% |
-1% |
15% |
| ■ FXI |
33.86 |
-0.9% |
1.3% |
-0% |
-12% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
153.63 |
0.4% |
6.8% |
-2% |
123% |
| ■ DBA |
28.26 |
-0.6% |
-0.8% |
-2% |
10% |
| ■ CPER |
39.66 |
-1.9% |
-0.4% |
3% |
29% |
| ■ GLD |
375.99 |
-1.5% |
0.0% |
-4% |
-1% |
| ■ SLV |
50.22 |
-6.1% |
-6.7% |
-12% |
7% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.17 |
-0.0% |
0.0% |
-0% |
1% |
| ■ TLT |
78.89 |
0.7% |
2.3% |
-2% |
-10% |
| ■ IGOV |
39.67 |
-0.3% |
-0.0% |
-2% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,873.51 |
-1.5% |
-1.9% |
7% |
-28% |
| ■ ETH-USD |
2,430.11 |
-3.0% |
-5.3% |
1% |
-41% |
| ■ DOGE-USD |
0.0822 |
-2.4% |
-7.5% |
2% |
-60% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.3% |
-0.2% |
-3% |
-4% |
| ■ GBPUSD |
1.32 |
-0.4% |
-0.1% |
-1% |
-1% |
| ■ SEKUSD |
0.0998 |
-0.5% |
-0.0% |
-2% |
-5% |
| ■ NOKUSD |
0.1051 |
0.1% |
0.6% |
-1% |
7% |
| ■ CHFUSD |
1.20 |
-0.2% |
-0.2% |
-1% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063173 |
0.1% |
-0.1% |
-1% |
-4% |
| ■ KRWUSD |
0.0007453 |
0.0% |
-0.2% |
3% |
6% |
| ■ TWDUSD |
0.0311 |
0.1% |
-0.8% |
-1% |
-4% |
| ■ CNYUSD |
0.1494 |
-0.2% |
0.0% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7024 |
-0.1% |
0.2% |
-2% |
-1% |
| ■ AUDUSD |
0.6974 |
-0.1% |
0.3% |
-2% |
7% |
| ■ NZDUSD |
0.5594 |
-0.4% |
0.0% |
-2% |
-2% |
| ■ MXNUSD |
0.0541 |
-0.8% |
-2.4% |
-7% |
0% |
Technicals
This chart shows the percent of the S&P 500 over 50 and 200 day simple moving averages — an indication of breadth. This is a test view and may change; feedback is welcome.
200d MA Crossovers
Stocks Crossing Above 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Drawdown |
Industry |
P/OI |
5Y Avg |
| VFC |
V F CORP |
77 |
25.0% |
apparel, accessories & luxury goods |
11.0 |
14.7 |
| ENSG |
ENSIGN GROUP, INC |
169 |
21.3% |
health care facilities |
21.9 |
23.0 |
| FIZZ |
NATIONAL BEVERAGE CORP |
117 |
12.2% |
soft drinks & non-alcoholic beverages |
13.6 |
18.5 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| INTC |
INTEL CORP |
428 |
160.0% |
semiconductors |
570.8 |
39.0 |
| DDD |
3D SYSTEMS CORP |
76 |
47.5% |
None |
|
|
| HIW |
HIGHWOODS PROPERTIES, INC. |
162 |
32.8% |
office reits |
5.6 |
4.7 |
| STT |
STATE STREET CORP |
208 |
30.4% |
asset management & custody banks |
10.0 |
8.3 |
| IVZ |
Invesco Ltd. |
106 |
22.2% |
asset management & custody banks |
|
7.0 |
| CFFN |
Capitol Federal Financial, Inc. |
495 |
20.5% |
regional banks |
10.0 |
9.8 |
| PFG |
PRINCIPAL FINANCIAL GROUP INC |
207 |
18.9% |
life & health insurance |
|
|
| HAFC |
HANMI FINANCIAL CORP |
196 |
17.1% |
regional banks |
10.1 |
8.9 |
| FCF |
FIRST COMMONWEALTH FINANCIAL CORP /PA/ |
207 |
16.8% |
regional banks |
9.3 |
8.2 |
| KN |
Knowles Corp |
50 |
15.4% |
electronic components |
27.5 |
22.5 |
| EMXC |
None |
76 |
10.8% |
None |
|
|
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
24.8% |
-19.8% |
+7.1σ |
| PEB |
Pebblebrook Hotel Trust |
hotel & resort reits |
15.3% |
-2.8% |
+6.5σ |
| FAST |
FASTENAL CO |
trading companies & distributors |
9.5% |
+1.1% |
+6.1σ |
| PGR |
PROGRESSIVE CORP/OH/ |
property & casualty insurance |
7.7% |
-4.2% |
+4.8σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
17.9% |
-15.2% |
+4.7σ |
| BAC |
BANK OF AMERICA CORP /DE/ |
diversified banks |
8.2% |
-4.7% |
+4.4σ |
| HWC |
HANCOCK WHITNEY CORP |
regional banks |
10.1% |
-0.3% |
+4.3σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
14.2% |
-12.4% |
+3.8σ |
| FLEX |
FLEX LTD. |
electronic manufacturing services |
11.8% |
-9.5% |
+3.2σ |
| DELL |
Dell Technologies Inc. |
technology hardware, storage & peripherals |
12.8% |
-11.4% |
+3.2σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
21.9% |
+15.0% |
+5.3σ |
| PCRX |
Pacira BioSciences, Inc. |
pharmaceuticals |
44.7% |
+44.4% |
+4.5σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
16.2% |
-5.6% |
+3.8σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
39.0% |
-28.1% |
+3.8σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
34.9% |
-23.2% |
+3.7σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
27.7% |
-19.7% |
+3.7σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
14.1% |
-2.9% |
+3.6σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
31.8% |
-22.4% |
+3.0σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
29.1% |
-20.2% |
+2.9σ |
| T |
AT&T INC. |
integrated telecommunication services |
13.7% |
-5.7% |
+2.9σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
605.4% |
-83.5% |
+10.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
76.9% |
-42.3% |
+5.1σ |
| PTC |
PTC INC. |
application software |
50.9% |
+47.6% |
+4.7σ |
| GEN |
Gen Digital Inc. |
systems software |
51.5% |
-22.3% |
+4.4σ |
| FICO |
FAIR ISAAC CORP |
application software |
69.2% |
-27.4% |
+4.0σ |
| DFH |
Dream Finders Homes, Inc. |
homebuilding |
69.1% |
-38.0% |
+3.5σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
39.8% |
-26.7% |
+3.5σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
36.4% |
-22.5% |
+3.4σ |
| UNIT |
Uniti Group Inc. |
alternative carriers |
72.9% |
-40.9% |
+3.3σ |
| BXMT |
BLACKSTONE MORTGAGE TRUST, INC. |
mortgage reits |
29.7% |
-20.4% |
+3.1σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-78.5% |
+10.6σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
337.0% |
-76.3% |
+6.1σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-42.3% |
+4.9σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-50.5% |
+4.6σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
818.7% |
-87.9% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
201.0% |
+167.4% |
+3.7σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-24.0% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,365.6% |
-82.5% |
+3.7σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.9% |
-60.4% |
+3.6σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
239.0% |
-61.7% |
+3.6σ |
About the Price Report
Goal: Convey trends in prices across select asset classes. Data related to valuations, yields, and macro are treated in separate reports.
Coming Soon: Technical & Momentum Indicators. If you see a chart or metric you think would be useful here, send it to Justin.
This report is generated daily and sent to subscribers either daily or weekly.
