· EZU +0.4%, EMXC -0.8%, EWJ -0.0%, EWU +0.3%, FXI +0.1% · USO +1.4%, DBA -0.0%, CPER -0.5%, GLD -0.1%, SLV -1.6% · SHY +0.0%, TLT +0.4%, IGOV +0.5%
⚠ Upcoming Capital Movements
-
Monthly OPEX (October 16, 2026 - in 3 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.
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
5.8% |
-4.6% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
7.9% |
-6.7% |
+1.3σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+117.8% |
+2.0σ |
|
EMXC
|
61.9% |
+44.4% |
+1.4σ |
|
SLV
|
163.4% |
+13.2% |
+1.3σ |
Tuesday, Oct 13
-
Existing Home Sales (Today's Print):
Actual: 3.99M (+1.5% MoM) vs Consensus: 3.90M / Prior: 3.93M —
Beat forecasts as modest inventory growth unlocked transactions, though annualized turnover held below 4.0M ahead of the recent mortgage rate spike back above 7%.
Wednesday, Oct 14
-
Consumer Price Index (CPI) (Wednesday 8:30 AM ET):
Consensus: +0.6% MoM (3.6% YoY) / Core: +0.2% MoM (2.4% YoY) / Prior: +0.4% MoM (3.4% YoY) —
Energy price pressures set to accelerate top-line headline inflation, placing the burden on core services moderation to anchor pre-FOMC interest rate expectations.
-
Fed Beige Book (Wednesday 2:00 PM ET):
Qualitative Assessment / Prior: Flat-to-slight growth, softening hiring demand, selective consumer spending —
Provides pivotal district-level color on corporate margin compression, labor hoarding dynamics, and credit sensitivity ahead of the October 27–28 FOMC meeting.
Thursday, Oct 15
-
Producer Price Index (PPI) (Thursday 8:30 AM ET):
Consensus: +0.5% MoM / Prior: +0.4% MoM (5.4% YoY) —
Upstream price pressures in focus following energy and transport cost shocks to gauge pass-through into core PCE inputs like portfolio management and healthcare.
-
Retail Sales (Thursday 8:30 AM ET):
Consensus: +0.3% MoM / Prior: +1.2% MoM —
Expected moderation following August's robust spending spree; key test of consumer discretionary resilience against elevated borrowing costs and high gasoline outlays.
-
Initial Jobless Claims (Thursday 8:30 AM ET):
Consensus: 200k / Prior: 197k —
High-frequency labor health check to monitor whether sub-200k layoff trends remain intact or if cooling hiring is translating into broader benefit filing upticks.
Friday, Oct 16
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
778.05 |
-0.0% |
-0.2% |
3% |
18% |
| ■ QQQ |
743.57 |
-0.3% |
-2.2% |
5% |
24% |
| ■ IWM |
276.72 |
-0.4% |
-1.6% |
-3% |
14% |
| ■ RSP |
213.31 |
0.1% |
0.5% |
-0% |
16% |
| ■ IJR |
137.58 |
0.1% |
-0.9% |
-2% |
19% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.85 |
0.4% |
-1.7% |
-4% |
10% |
| ■ EMXC |
97.23 |
-0.8% |
-4.6% |
0% |
44% |
| ■ EWJ |
97.32 |
-0.0% |
-2.0% |
0% |
28% |
| ■ EWU |
46.83 |
0.3% |
1.0% |
-2% |
15% |
| ■ FXI |
34.17 |
0.1% |
1.4% |
-1% |
-12% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
153.09 |
1.4% |
5.4% |
-6% |
118% |
| ■ DBA |
28.43 |
-0.0% |
-1.5% |
-2% |
12% |
| ■ CPER |
40.42 |
-0.5% |
1.0% |
5% |
28% |
| ■ GLD |
381.65 |
-0.1% |
-0.1% |
-3% |
1% |
| ■ SLV |
53.49 |
-1.6% |
-3.5% |
-7% |
13% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.19 |
0.0% |
0.1% |
-0% |
1% |
| ■ TLT |
78.37 |
0.4% |
1.5% |
-3% |
-10% |
| ■ IGOV |
39.79 |
0.5% |
-0.3% |
-2% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
83,133.15 |
0.2% |
-3.8% |
10% |
-28% |
| ■ ETH-USD |
2,504.41 |
-1.1% |
-7.0% |
4% |
-41% |
| ■ DOGE-USD |
0.0842 |
-1.3% |
-10.5% |
5% |
-61% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.2% |
-0.4% |
-3% |
-3% |
| ■ GBPUSD |
1.33 |
0.2% |
-0.1% |
-2% |
-1% |
| ■ SEKUSD |
0.1004 |
0.6% |
0.3% |
-2% |
-5% |
| ■ NOKUSD |
0.1051 |
0.4% |
0.5% |
-2% |
6% |
| ■ CHFUSD |
1.20 |
0.1% |
-0.1% |
-2% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063157 |
0.2% |
-0.2% |
-2% |
-4% |
| ■ KRWUSD |
0.0007463 |
-0.5% |
-0.1% |
2% |
6% |
| ■ TWDUSD |
0.0311 |
-0.7% |
-1.2% |
-1% |
-5% |
| ■ CNYUSD |
0.1497 |
0.0% |
0.2% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7036 |
0.3% |
0.2% |
-2% |
-1% |
| ■ AUDUSD |
0.6985 |
0.2% |
0.1% |
-2% |
7% |
| ■ NZDUSD |
0.5615 |
0.3% |
-0.0% |
-3% |
-2% |
| ■ MXNUSD |
0.0544 |
-0.5% |
-2.2% |
-7% |
1% |
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 |
| SHAK |
Shake Shack Inc. |
159 |
39.8% |
restaurants |
53.7 |
49.2 |
| QDEL |
QuidelOrtho Corp |
68 |
29.3% |
health care supplies |
|
14.4 |
| EQT |
EQT Corp |
146 |
14.0% |
oil & gas exploration & production |
8.5 |
14.5 |
| PNW |
PINNACLE WEST CAPITAL CORP |
59 |
10.2% |
multi-utilities |
10.8 |
10.1 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| KRYS |
Krystal Biotech, Inc. |
395 |
58.7% |
biotechnology |
48.1 |
45.4 |
| SNDK |
Sandisk Corp |
75 |
49.3% |
technology hardware, storage & peripherals |
17.5 |
31.6 |
| BEN |
FRANKLIN TEMPLETON INC |
189 |
29.7% |
asset management & custody banks |
14.0 |
10.4 |
| INCY |
INCYTE CORP |
116 |
27.7% |
biotechnology |
12.4 |
26.7 |
| CATY |
CATHAY GENERAL BANCORP |
203 |
18.8% |
regional banks |
9.1 |
7.8 |
| CVBF |
CVB FINANCIAL CORP |
196 |
15.8% |
regional banks |
12.0 |
19.2 |
| JNJ |
JOHNSON & JOHNSON |
131 |
15.2% |
pharmaceuticals |
20.1 |
17.3 |
| SFNC |
SIMMONS FIRST NATIONAL CORP |
196 |
14.2% |
regional banks |
|
|
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| JNJ |
JOHNSON & JOHNSON |
pharmaceuticals |
6.2% |
-5.8% |
+5.7σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
16.9% |
-14.5% |
+4.8σ |
| DPZ |
DOMINOS PIZZA INC |
restaurants |
8.3% |
-4.8% |
+3.5σ |
| HLNE |
Hamilton Lane INC |
asset management & custody banks |
8.8% |
-4.6% |
+2.9σ |
| PDFS |
PDF SOLUTIONS INC |
semiconductor materials & equipment |
10.6% |
-9.6% |
+2.5σ |
| HUM |
HUMANA INC |
managed health care |
7.9% |
-3.0% |
+2.3σ |
| C |
CITIGROUP INC |
diversified banks |
5.9% |
-5.6% |
+2.3σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
8.0% |
-0.5% |
+2.2σ |
| OLLI |
Ollie's Bargain Outlet Holdings, Inc. |
broadline retail |
8.6% |
+2.2% |
+2.1σ |
| TTMI |
TTM TECHNOLOGIES INC |
electronic manufacturing services |
10.8% |
+5.2% |
+2.1σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
21.9% |
+16.5% |
+5.3σ |
| PCRX |
Pacira BioSciences, Inc. |
pharmaceuticals |
47.0% |
+46.6% |
+4.8σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
16.2% |
-7.4% |
+3.8σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
14.1% |
-5.3% |
+3.7σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
26.4% |
-19.5% |
+3.5σ |
| PMT |
PennyMac Mortgage Investment Trust |
mortgage reits |
17.4% |
-12.3% |
+3.0σ |
| T |
AT&T INC. |
integrated telecommunication services |
13.7% |
-6.3% |
+2.9σ |
| NWE |
NorthWestern Energy Group, Inc. |
multi-utilities |
10.3% |
+9.2% |
+2.8σ |
| HAE |
HAEMONETICS CORP |
health care supplies |
22.1% |
+17.4% |
+2.7σ |
| AMT |
AMERICAN TOWER CORP /MA/ |
telecom tower reits |
12.9% |
+8.9% |
+2.6σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
610.3% |
-84.0% |
+11.2σ |
| PTC |
PTC INC. |
application software |
50.9% |
+46.1% |
+4.7σ |
| GEN |
Gen Digital Inc. |
systems software |
53.5% |
-23.8% |
+4.6σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
66.6% |
-37.8% |
+4.4σ |
| FICO |
FAIR ISAAC CORP |
application software |
71.2% |
-26.7% |
+4.2σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
26.3% |
-15.4% |
+3.7σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
37.2% |
-22.8% |
+3.6σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
36.9% |
-23.9% |
+3.1σ |
| BXMT |
BLACKSTONE MORTGAGE TRUST, INC. |
mortgage reits |
27.9% |
-19.2% |
+2.8σ |
| AN |
AUTONATION, INC. |
automotive retail |
33.5% |
-23.7% |
+2.7σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-78.6% |
+10.9σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
311.7% |
-74.1% |
+5.7σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-42.3% |
+4.9σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-48.4% |
+4.6σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
818.7% |
-87.5% |
+3.8σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-21.1% |
+3.7σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,365.6% |
-82.0% |
+3.7σ |
| WD |
Walker & Dunlop, Inc. |
commercial & residential mortgage finance |
178.1% |
-59.6% |
+3.6σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
196.1% |
+162.7% |
+3.6σ |
| ACM |
AECOM |
construction & engineering |
138.7% |
-54.5% |
+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.
