· EZU -0.5%, EMXC -0.9%, EWJ +1.9%, EWU +0.1%, FXI +0.6% · USO +2.4%, DBA +0.4%, CPER -0.6%, GLD +0.4%, SLV -0.6% · SHY +0.1%, TLT -0.1%, IGOV +0.2%
⚠ Upcoming Capital Movements
-
End of Quarter Rebalancing & JHEQX Roll (September 30, 2026 - Today):
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.
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
MXNUSD
|
3.8% |
-2.8% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
7.7% |
-5.6% |
+1.3σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+99.1% |
+2.0σ |
|
EMXC
|
63.9% |
+51.0% |
+1.5σ |
|
SLV
|
163.6% |
+30.2% |
+1.4σ |
Wednesday, Sep 30
-
Core PCE Price Index (8:30 AM ET):
Consensus: +0.3% MoM / +3.3% YoY (Prior: +0.2% MoM / +3.0% YoY revised) —
Key focus on annual benchmark revisions and core services; an upside surprise risks reinforcing Fed rate-hike bets, while inline-to-soft prints offer relief to front-end rates.
Thursday, Oct 1
-
ISM Manufacturing PMI (10:00 AM ET):
Consensus: 54.8 (Prior: 54.6) —
Headline seen maintaining firm expansion above 50; markets scrutinizing new orders momentum alongside elevated prices-paid components for renewed factory pipeline inflation.
Friday, Oct 2
-
Non-Farm Payrolls (8:30 AM ET):
Consensus: +84k to +90k / Unemployment Rate: 4.1% / AHE: +0.3% MoM (Prior: +162k) —
Payrolls expected to cool after August's spike; scrutiny falls on backward revisions and wage stability to determine if broader labor-demand conditions are softening or reaccelerating.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
766.59 |
0.3% |
-0.2% |
0% |
16% |
| QQQ |
740.97 |
0.4% |
-0.0% |
4% |
24% |
| IWM |
279.99 |
0.3% |
-0.7% |
-5% |
17% |
| RSP |
210.02 |
0.2% |
-0.5% |
-4% |
12% |
| IJR |
137.23 |
0.2% |
-0.7% |
-5% |
17% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
67.89 |
-0.5% |
-0.4% |
-3% |
13% |
| EMXC |
99.42 |
-0.9% |
-1.0% |
1% |
51% |
| EWJ |
98.37 |
1.9% |
1.4% |
2% |
28% |
| EWU |
46.86 |
0.1% |
-0.5% |
-3% |
15% |
| FXI |
34.08 |
0.6% |
-0.8% |
-4% |
-16% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
146.83 |
2.4% |
-1.3% |
4% |
99% |
| DBA |
28.36 |
0.4% |
-0.7% |
-3% |
10% |
| CPER |
39.71 |
-0.6% |
-2.2% |
0% |
32% |
| GLD |
384.31 |
0.4% |
-2.2% |
-5% |
8% |
| SLV |
55.14 |
-0.6% |
-5.2% |
-7% |
30% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.24 |
0.1% |
0.2% |
-0% |
2% |
| TLT |
78.14 |
-0.1% |
-2.9% |
-5% |
-9% |
| IGOV |
39.94 |
0.2% |
-0.4% |
-3% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
84,536.90 |
0.4% |
0.2% |
9% |
-26% |
| ETH-USD |
2,703.96 |
-0.8% |
1.1% |
13% |
-35% |
| DOGE-USD |
0.0964 |
0.6% |
4.6% |
18% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.14 |
0.1% |
-0.3% |
-2% |
-3% |
| GBPUSD |
1.33 |
0.4% |
0.3% |
-2% |
-1% |
| SEKUSD |
0.1002 |
0.0% |
-0.7% |
-4% |
-6% |
| NOKUSD |
0.1043 |
-0.1% |
-1.1% |
-3% |
4% |
| CHFUSD |
1.20 |
-0.1% |
-1.1% |
-3% |
-5% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0063780 |
0.4% |
1.0% |
1% |
-6% |
| KRWUSD |
0.0007388 |
0.1% |
1.0% |
0% |
4% |
| TWDUSD |
0.0314 |
-0.1% |
-0.3% |
-0% |
-4% |
| CNYUSD |
0.1493 |
-0.0% |
0.1% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7051 |
0.0% |
-0.6% |
-2% |
-2% |
| AUDUSD |
0.6960 |
-0.5% |
-1.1% |
-3% |
5% |
| NZDUSD |
0.5649 |
-0.0% |
-0.4% |
-3% |
-2% |
| MXNUSD |
0.0556 |
-0.2% |
-2.8% |
-6% |
2% |
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 |
| NABL |
N-able, Inc. |
52 |
30.9% |
systems software |
15.8 |
31.8 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| EOG |
EOG RESOURCES INC |
239 |
32.1% |
oil & gas exploration & production |
8.2 |
7.6 |
| ATNI |
ATN International, Inc. |
55 |
22.0% |
None |
1.5 |
20.8 |
| FIVE |
FIVE BELOW, INC |
62 |
21.9% |
specialty stores |
21.7 |
24.0 |
| NMIH |
NMI Holdings, Inc. |
98 |
15.8% |
commercial & residential mortgage finance |
6.0 |
6.0 |
| MTG |
MGIC INVESTMENT CORP |
98 |
14.6% |
reinsurance |
6.5 |
5.6 |
| ESNT |
Essent Group Ltd. |
98 |
12.6% |
commercial & residential mortgage finance |
6.9 |
6.4 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| CALM |
CAL-MAINE FOODS INC |
consumer staples |
8.0% |
-5.7% |
+3.0σ |
| HPE |
Hewlett Packard Enterprise Co |
information technology |
8.6% |
+6.3% |
+2.4σ |
| VRTS |
VIRTUS INVESTMENT PARTNERS, INC. |
financials |
7.1% |
+1.2% |
+2.2σ |
| NOC |
NORTHROP GRUMMAN CORP /DE/ |
industrials |
5.0% |
-3.9% |
+2.1σ |
| CNXC |
Concentrix Corp |
industrials |
9.2% |
-7.1% |
+1.7σ |
| NLY |
ANNALY CAPITAL MANAGEMENT INC |
financials |
4.4% |
-4.2% |
+1.6σ |
| STWD |
STARWOOD PROPERTY TRUST, INC. |
financials |
3.7% |
-3.4% |
+1.4σ |
| JBL |
JABIL INC |
information technology |
5.7% |
-4.1% |
+1.3σ |
| MAT |
MATTEL INC /DE/ |
consumer discretionary |
5.5% |
-3.4% |
+1.2σ |
| VCTR |
Victory Capital Holdings, Inc. |
financials |
5.0% |
+0.2% |
+1.0σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| FICO |
FAIR ISAAC CORP |
information technology |
50.0% |
-31.4% |
+6.2σ |
| GEN |
Gen Digital Inc. |
information technology |
33.0% |
-20.2% |
+5.9σ |
| CNXC |
Concentrix Corp |
industrials |
32.6% |
-23.5% |
+3.4σ |
| SNX |
TD SYNNEX CORP |
information technology |
18.5% |
-10.6% |
+3.2σ |
| GDDY |
GoDaddy Inc. |
information technology |
20.2% |
-1.8% |
+2.8σ |
| MGM |
MGM Resorts International |
consumer discretionary |
20.5% |
-16.1% |
+2.7σ |
| AKAM |
AKAMAI TECHNOLOGIES INC |
information technology |
21.5% |
-7.1% |
+2.7σ |
| FUL |
FULLER H B CO |
materials |
14.6% |
-1.7% |
+2.7σ |
| ACAD |
ACADIA PHARMACEUTICALS INC |
health care |
28.4% |
-21.0% |
+2.5σ |
| AIR |
AAR CORP |
industrials |
17.1% |
-11.7% |
+2.3σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
108.6% |
-46.8% |
+6.1σ |
| FICO |
FAIR ISAAC CORP |
information technology |
93.4% |
-45.2% |
+6.1σ |
| GEN |
Gen Digital Inc. |
information technology |
55.6% |
-31.7% |
+5.3σ |
| PAYX |
PAYCHEX INC |
industrials |
29.0% |
-19.8% |
+3.9σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
33.5% |
-19.9% |
+3.6σ |
| COO |
COOPER COMPANIES, INC. |
health care |
38.6% |
-18.8% |
+3.6σ |
| EFX |
EQUIFAX INC |
industrials |
39.3% |
-24.0% |
+3.4σ |
| AN |
AUTONATION, INC. |
consumer discretionary |
37.2% |
-22.8% |
+3.4σ |
| AON |
Aon plc |
financials |
25.1% |
-17.0% |
+3.3σ |
| CPRT |
COPART INC |
industrials |
28.8% |
-15.8% |
+3.1σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ROL |
ROLLINS INC |
industrials |
121.7% |
-48.2% |
+5.2σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
201.4% |
-56.6% |
+4.5σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
204.0% |
-65.1% |
+4.3σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
792.9% |
-87.6% |
+4.0σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-81.7% |
+3.9σ |
| FICO |
FAIR ISAAC CORP |
information technology |
235.7% |
-59.7% |
+3.7σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+303.3% |
+3.6σ |
| ACM |
AECOM |
industrials |
131.8% |
-54.0% |
+3.5σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
consumer discretionary |
181.6% |
-57.3% |
+3.5σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+35.8% |
+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.
