· EZU -0.3%, EMXC -1.4%, EWJ -1.5%, EWU -0.1%, FXI +0.6% · USO +0.8%, DBA -1.0%, CPER -2.1%, GLD -3.9%, SLV -5.5% · SHY -0.1%, TLT -0.9%, IGOV -0.6%
⚠ Upcoming Capital Movements
-
End of Quarter Rebalancing & JHEQX Roll (September 30, 2026 - in 2 days):
Pension funds rebalance allocations. Coincides with massive options collar roll by JPM Hedged Equity (JHEQX) manipulating dealer positioning.
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 |
|
GLD
|
4.4% |
-3.9% |
+3.3σ |
|
SLV
|
6.0% |
-5.5% |
+1.6σ |
|
EMXC
|
2.6% |
-1.4% |
+1.4σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
GLD
|
6.3% |
-5.1% |
+1.3σ |
|
TLT
|
4.7% |
-4.0% |
+1.2σ |
|
MXNUSD
|
3.8% |
-3.5% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+100.6% |
+2.0σ |
|
EMXC
|
63.9% |
+51.8% |
+1.5σ |
|
SLV
|
163.6% |
+29.3% |
+1.4σ |
Monday, Sep 28
-
Dallas Fed Manufacturing Index (Today's Print):
Actual: 9.8 vs Consensus: 6.0 (Prior: 11.6) —
Texas manufacturing activity eased less than feared, driven by a sharp rebound in production and hiring, though input prices re-accelerated.
Tuesday, Sep 29
-
S&P CoreLogic Case-Shiller Home Price Index (Tuesday 9:00 AM ET):
Consensus: 1.7% Y/Y / Prior: 2.1% Y/Y —
Assessing whether 7%+ mortgage rates are further cooling annual home price appreciation or if structural inventory deficits maintain price floors.
-
CB Consumer Confidence (Tuesday 10:00 AM ET):
Consensus: 90.0 / Prior: 89.4 —
Labor differential index and 12-month inflation expectations will provide critical clues on household spending power amid higher terminal rate risk.
-
JOLTS Job Openings (Tuesday 10:00 AM ET):
Consensus: 7.23M / Prior: 7.27M —
Eyeing vacancy-to-unemployed ratios and the quits rate for signs of orderly labor market slack ahead of Friday's nonfarm payrolls.
Wednesday, Sep 30
-
ADP Employment Change (Wednesday 8:15 AM ET):
Consensus: 70k / Prior: 38k —
Gauging whether private payroll additions can stage a bounce from August's multi-year trough to anchor Q3 employment growth projections.
-
Q2 GDP (Third Estimate) (Wednesday 8:30 AM ET):
Consensus: 1.6% annualized / Prior: 1.5% —
Final confirmation of Q2 output and consumer spending momentum ahead of BEA's comprehensive annual National Economic Accounts update.
Thursday, Oct 1
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
765.61 |
-0.7% |
-1.0% |
-0% |
16% |
| QQQ |
736.53 |
-1.1% |
-0.6% |
3% |
23% |
| IWM |
280.17 |
-0.7% |
-1.9% |
-5% |
17% |
| RSP |
209.74 |
-0.6% |
-1.4% |
-4% |
12% |
| IJR |
137.37 |
-0.7% |
-1.4% |
-5% |
17% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.52 |
-0.3% |
-0.7% |
-3% |
14% |
| EMXC |
99.73 |
-1.4% |
-2.3% |
2% |
52% |
| EWJ |
96.43 |
-1.5% |
-1.6% |
1% |
25% |
| EWU |
47.27 |
-0.1% |
-0.9% |
-2% |
17% |
| FXI |
34.17 |
0.6% |
-2.1% |
-3% |
-15% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
149.60 |
0.8% |
1.0% |
12% |
101% |
| DBA |
28.25 |
-1.0% |
-1.5% |
-4% |
9% |
| CPER |
39.74 |
-2.1% |
-2.3% |
-1% |
31% |
| GLD |
377.91 |
-3.9% |
-5.1% |
-7% |
7% |
| SLV |
54.95 |
-5.5% |
-7.8% |
-9% |
29% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.11 |
-0.1% |
-0.2% |
-1% |
1% |
| TLT |
78.62 |
-0.9% |
-4.0% |
-4% |
-8% |
| IGOV |
39.88 |
-0.6% |
-1.8% |
-3% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
83,490.35 |
-0.4% |
-3.9% |
6% |
-26% |
| ETH-USD |
2,681.06 |
-0.3% |
-4.0% |
9% |
-35% |
| DOGE-USD |
0.0939 |
-3.6% |
-6.5% |
13% |
-60% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.14 |
-0.3% |
-0.8% |
-2% |
-3% |
| GBPUSD |
1.33 |
0.1% |
-0.8% |
-2% |
-1% |
| SEKUSD |
0.1005 |
-0.6% |
-1.1% |
-4% |
-5% |
| NOKUSD |
0.1051 |
-0.2% |
-0.7% |
-2% |
5% |
| CHFUSD |
1.20 |
-0.4% |
-1.2% |
-3% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0063633 |
-0.1% |
0.1% |
2% |
-5% |
| KRWUSD |
0.0007360 |
-0.3% |
1.2% |
1% |
3% |
| TWDUSD |
0.0315 |
-0.1% |
-0.1% |
-0% |
-4% |
| CNYUSD |
0.1490 |
-0.1% |
-0.2% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7059 |
-0.2% |
-0.9% |
-2% |
-2% |
| AUDUSD |
0.7030 |
0.0% |
-1.3% |
-2% |
7% |
| NZDUSD |
0.5674 |
0.0% |
-0.7% |
-4% |
-2% |
| MXNUSD |
0.0561 |
-0.7% |
-3.5% |
-5% |
3% |
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 |
| AEO |
AMERICAN EAGLE OUTFITTERS INC |
205 |
28.8% |
apparel retail |
8.5 |
11.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| ATI |
ATI INC |
513 |
61.3% |
aerospace & defense |
34.3 |
20.1 |
| PATH |
UiPath, Inc. |
63 |
58.5% |
systems software |
57.1 |
49.9 |
| DAR |
DARLING INGREDIENTS INC. |
308 |
58.2% |
agricultural products & services |
9.1 |
10.7 |
| AFRM |
Affirm Holdings, Inc. |
150 |
36.2% |
None |
56.2 |
50.0 |
| DASH |
DoorDash, Inc. |
63 |
34.5% |
specialized consumer services |
72.0 |
50.0 |
| CDE |
Coeur Mining, Inc. |
50 |
30.4% |
gold |
17.2 |
17.8 |
| VNO |
VORNADO REALTY TRUST |
129 |
29.9% |
office reits |
125.0 |
30.4 |
| HP |
Helmerich & Payne, Inc. |
51 |
28.7% |
oil & gas drilling |
22.6 |
13.9 |
| MCRI |
MONARCH CASINO & RESORT INC |
178 |
28.2% |
casinos & gaming |
14.7 |
13.7 |
| XYZ |
Block, Inc. |
165 |
25.0% |
transaction & payment processing services |
34.2 |
38.5 |
| CDW |
CDW Corp |
95 |
20.7% |
technology distributors |
9.7 |
13.9 |
| BXP |
BXP, Inc. |
116 |
20.3% |
office reits |
|
|
| AMZN |
AMAZON COM INC |
57 |
19.8% |
broadline retail |
28.3 |
40.0 |
| FLR |
FLUOR CORP |
58 |
17.3% |
construction & engineering |
|
26.7 |
| CHRD |
Chord Energy Corp |
77 |
16.7% |
oil & gas exploration & production |
6.2 |
9.6 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| POR |
PORTLAND GENERAL ELECTRIC CO /OR/ |
utilities |
8.3% |
-5.7% |
+6.4σ |
| CMG |
CHIPOTLE MEXICAN GRILL INC |
consumer discretionary |
7.9% |
+1.6% |
+2.8σ |
| VSXY |
Victoria's Secret & Co. |
consumer discretionary |
10.9% |
+8.3% |
+2.6σ |
| PRKS |
United Parks & Resorts Inc. |
consumer discretionary |
9.4% |
-3.7% |
+2.6σ |
| NWE |
NorthWestern Energy Group, Inc. |
utilities |
4.5% |
-1.1% |
+2.6σ |
| ESAB |
ESAB Corp |
industrials |
8.4% |
-6.3% |
+2.5σ |
| BA |
BOEING CO |
industrials |
7.6% |
-6.9% |
+2.5σ |
| HUBS |
HUBSPOT INC |
information technology |
12.5% |
-5.1% |
+2.5σ |
| AAON |
AAON, INC. |
industrials |
10.6% |
-4.2% |
+2.4σ |
| AYI |
ACUITY INC. (DE) |
industrials |
6.5% |
-4.3% |
+2.3σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GEN |
Gen Digital Inc. |
information technology |
42.7% |
-28.5% |
+7.9σ |
| PAYX |
PAYCHEX INC |
industrials |
17.2% |
-13.6% |
+4.6σ |
| SNX |
TD SYNNEX CORP |
information technology |
22.9% |
-9.0% |
+4.3σ |
| MGM |
MGM Resorts International |
consumer discretionary |
24.3% |
-17.7% |
+3.5σ |
| ACAD |
ACADIA PHARMACEUTICALS INC |
health care |
35.6% |
-22.2% |
+3.4σ |
| POR |
PORTLAND GENERAL ELECTRIC CO /OR/ |
utilities |
11.1% |
-6.1% |
+3.3σ |
| DBX |
DROPBOX, INC. |
information technology |
17.5% |
-11.4% |
+2.8σ |
| FUL |
FULLER H B CO |
materials |
14.6% |
-0.5% |
+2.7σ |
| GDDY |
GoDaddy Inc. |
information technology |
19.5% |
-10.5% |
+2.6σ |
| CNXC |
Concentrix Corp |
industrials |
26.8% |
-7.0% |
+2.6σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
112.8% |
-46.6% |
+6.4σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
63.5% |
-38.1% |
+5.5σ |
| GEN |
Gen Digital Inc. |
information technology |
52.6% |
-32.7% |
+5.1σ |
| PAYX |
PAYCHEX INC |
industrials |
29.4% |
-22.0% |
+4.1σ |
| GIS |
GENERAL MILLS INC |
consumer staples |
27.1% |
-18.4% |
+4.0σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
35.4% |
-19.4% |
+4.0σ |
| COO |
COOPER COMPANIES, INC. |
health care |
39.3% |
-19.3% |
+3.7σ |
| CXM |
Sprinklr, Inc. |
information technology |
69.7% |
-39.4% |
+3.5σ |
| CPB |
CAMPBELL'S Co |
consumer staples |
25.4% |
-15.7% |
+3.3σ |
| AON |
Aon plc |
financials |
24.6% |
-15.4% |
+3.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ROL |
ROLLINS INC |
industrials |
121.7% |
-47.3% |
+5.3σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
199.6% |
-55.7% |
+4.5σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
203.2% |
-63.6% |
+4.3σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-82.2% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
756.9% |
-87.9% |
+3.9σ |
| AMSF |
AMERISAFE INC |
financials |
88.2% |
-44.0% |
+3.7σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+309.9% |
+3.6σ |
| ACM |
AECOM |
industrials |
131.8% |
-53.8% |
+3.6σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
consumer discretionary |
181.6% |
-57.0% |
+3.5σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+27.3% |
+3.5σ |
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.
