· EZU +0.7%, EMXC +1.4%, EWJ +2.2%, EWU +0.3%, FXI -0.8% · USO -3.1%, DBA -0.0%, CPER -0.1%, GLD +0.4%, SLV +0.9% · SHY +0.2%, TLT -0.1%, IGOV +0.4%
⚠ Upcoming Capital Movements
-
End of Quarter Rebalancing & JHEQX Roll (September 30, 2026 - in 5 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 |
|
EWJ
|
2.3% |
+2.2% |
+1.1σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
KRWUSD
|
3.0% |
+2.2% |
+1.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
USO
|
25.9% |
+14.4% |
+1.1σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+92.7% |
+2.0σ |
|
EMXC
|
64.8% |
+54.6% |
+1.6σ |
|
SLV
|
167.7% |
+41.7% |
+1.4σ |
Friday, Sep 25
-
Durable Goods Orders (Today's Print):
Actual: 0.0% MoM vs Consensus: -0.3% MoM —
Headline orders held flat, topping contraction forecasts as a 1.6% surge in non-defense capital goods ex-aircraft signaled resilient core business capex despite transport drag.
-
U. of Michigan Consumer Sentiment (Today's Print):
Actual: 48.1 vs Consensus: 47.8 —
Final index edged above prelims but dropped to a four-month low as year-ahead inflation expectations spiked to 4.6% on fuel price spikes and renewed trade tensions.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SPY |
771.35 |
0.5% |
1.3% |
0% |
18% |
| QQQ |
744.50 |
0.5% |
3.2% |
4% |
26% |
| IWM |
282.10 |
0.1% |
-0.7% |
-5% |
19% |
| RSP |
211.11 |
0.4% |
-0.6% |
-4% |
14% |
| IJR |
138.29 |
0.4% |
-0.4% |
-5% |
19% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EZU |
68.71 |
0.7% |
0.8% |
-3% |
17% |
| EMXC |
101.15 |
1.4% |
1.9% |
3% |
55% |
| EWJ |
97.93 |
2.2% |
0.9% |
2% |
27% |
| EWU |
47.32 |
0.3% |
0.1% |
-3% |
19% |
| FXI |
33.95 |
-0.8% |
-1.1% |
-4% |
-15% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| USO |
148.39 |
-3.1% |
-3.5% |
14% |
93% |
| DBA |
28.54 |
-0.0% |
1.5% |
-2% |
10% |
| CPER |
40.61 |
-0.1% |
0.9% |
2% |
38% |
| GLD |
393.41 |
0.4% |
-1.9% |
-4% |
14% |
| SLV |
58.14 |
0.9% |
-3.0% |
-3% |
42% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| SHY |
81.21 |
0.2% |
-0.0% |
-1% |
2% |
| TLT |
79.33 |
-0.1% |
-2.4% |
-4% |
-7% |
| IGOV |
40.12 |
0.4% |
-1.0% |
-3% |
-3% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| BTC-USD |
83,821.73 |
-0.1% |
3.3% |
8% |
-23% |
| ETH-USD |
2,690.42 |
1.0% |
2.1% |
10% |
-30% |
| DOGE-USD |
0.0974 |
3.8% |
10.8% |
14% |
-56% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| EURUSD |
1.14 |
0.2% |
-0.8% |
-2% |
-3% |
| GBPUSD |
1.32 |
0.2% |
-1.1% |
-3% |
-1% |
| SEKUSD |
0.1009 |
-0.0% |
-0.8% |
-3% |
-5% |
| NOKUSD |
0.1053 |
-0.1% |
-1.0% |
-1% |
6% |
| CHFUSD |
1.21 |
-0.1% |
-0.8% |
-2% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| JPYUSD |
0.0063584 |
0.9% |
-0.2% |
2% |
-5% |
| KRWUSD |
0.0007375 |
0.8% |
2.2% |
2% |
4% |
| TWDUSD |
0.0315 |
0.2% |
0.1% |
-0% |
-4% |
| CNYUSD |
0.1490 |
-0.2% |
-0.2% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| CADUSD |
0.7070 |
-0.1% |
-1.1% |
-2% |
-1% |
| AUDUSD |
0.7028 |
-0.0% |
-1.4% |
-2% |
8% |
| NZDUSD |
0.5667 |
-0.0% |
-1.1% |
-4% |
-3% |
| MXNUSD |
0.0565 |
-0.8% |
-2.8% |
-4% |
4% |
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 |
| TSLA |
Tesla, Inc. |
78 |
25.2% |
automobile manufacturers |
336.2 |
49.0 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| BLMN |
Bloomin' Brands, Inc. |
142 |
66.0% |
None |
14.2 |
7.9 |
| PTEN |
PATTERSON UTI ENERGY INC |
48 |
23.7% |
oil & gas drilling |
53.8 |
22.4 |
| CVSA |
Covista Inc. |
64 |
21.4% |
education services |
10.4 |
10.3 |
| GWW |
W.W. GRAINGER, INC. |
289 |
21.1% |
industrial machinery & supplies & components |
21.3 |
17.9 |
| ROP |
ROPER TECHNOLOGIES INC |
64 |
20.0% |
electronic equipment & instruments |
11.1 |
19.9 |
| ITRI |
ITRON, INC. |
59 |
19.2% |
electronic equipment & instruments |
11.9 |
22.3 |
| PLMR |
Palomar Holdings, Inc. |
91 |
18.5% |
property & casualty insurance |
12.4 |
18.8 |
| DRI |
DARDEN RESTAURANTS INC |
62 |
12.4% |
restaurants |
14.7 |
15.1 |
| CB |
Chubb Ltd |
112 |
11.9% |
property & casualty insurance |
8.8 |
10.2 |
| GDOT |
GREEN DOT CORP |
161 |
10.5% |
None |
24.5 |
13.7 |
| OKE |
ONEOK INC /NEW/ |
48 |
10.3% |
oil & gas storage & transportation |
9.1 |
9.5 |
| NOV |
NOV Inc. |
56 |
10.1% |
oil & gas equipment & services |
16.1 |
14.2 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| AKAM |
AKAMAI TECHNOLOGIES INC |
information technology |
16.3% |
+3.2% |
+6.3σ |
| AESI |
Atlas Energy Solutions Inc. |
energy |
21.4% |
+13.4% |
+6.1σ |
| PPLI |
People Inc |
communication services |
12.7% |
+11.3% |
+5.5σ |
| FUL |
FULLER H B CO |
materials |
9.5% |
+0.2% |
+4.9σ |
| SCHL |
SCHOLASTIC CORP |
consumer discretionary |
12.8% |
+1.9% |
+3.8σ |
| SNX |
TD SYNNEX CORP |
information technology |
8.1% |
+1.3% |
+3.6σ |
| GEN |
Gen Digital Inc. |
information technology |
8.3% |
-6.6% |
+3.5σ |
| PRGO |
PERRIGO Co plc |
health care |
10.3% |
+5.0% |
+3.4σ |
| ITT |
ITT INC. |
industrials |
6.6% |
-3.6% |
+3.0σ |
| CME |
CME GROUP INC. |
financials |
4.6% |
-1.6% |
+2.8σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| GEN |
Gen Digital Inc. |
information technology |
38.5% |
-25.5% |
+7.5σ |
| SNX |
TD SYNNEX CORP |
information technology |
22.9% |
-1.3% |
+4.4σ |
| PAYX |
PAYCHEX INC |
industrials |
15.9% |
-12.7% |
+4.2σ |
| ACAD |
ACADIA PHARMACEUTICALS INC |
health care |
33.1% |
-23.9% |
+3.1σ |
| MGM |
MGM Resorts International |
consumer discretionary |
22.2% |
-13.9% |
+3.1σ |
| AKAM |
AKAMAI TECHNOLOGIES INC |
information technology |
22.9% |
+9.0% |
+3.0σ |
| AMP |
AMERIPRISE FINANCIAL INC |
financials |
15.6% |
-9.4% |
+2.9σ |
| PLNT |
Planet Fitness, Inc. |
consumer discretionary |
24.2% |
-13.8% |
+2.8σ |
| FUL |
FULLER H B CO |
materials |
14.6% |
+1.4% |
+2.7σ |
| GDDY |
GoDaddy Inc. |
information technology |
19.5% |
-0.3% |
+2.7σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| APH |
AMPHENOL CORP /DE/ |
information technology |
112.8% |
-46.7% |
+6.7σ |
| RUSHA |
RUSH ENTERPRISES INC \TX\ |
industrials |
62.9% |
-37.1% |
+5.6σ |
| GEN |
Gen Digital Inc. |
information technology |
48.2% |
-30.3% |
+4.7σ |
| AON |
Aon plc |
financials |
29.1% |
-21.8% |
+4.2σ |
| CASY |
CASEYS GENERAL STORES INC |
consumer staples |
35.4% |
-20.8% |
+4.0σ |
| COO |
COOPER COMPANIES, INC. |
health care |
39.5% |
-22.2% |
+3.8σ |
| GIS |
GENERAL MILLS INC |
consumer staples |
25.6% |
-18.8% |
+3.8σ |
| PAYX |
PAYCHEX INC |
industrials |
27.6% |
-20.2% |
+3.7σ |
| PCG |
PG&E Corp |
utilities |
38.1% |
-26.0% |
+3.5σ |
| CPB |
CAMPBELL'S Co |
consumer staples |
25.4% |
-17.2% |
+3.3σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ROL |
ROLLINS INC |
industrials |
121.7% |
-46.5% |
+5.5σ |
| OI |
O-I Glass, Inc. /DE/ |
materials |
191.8% |
-54.3% |
+4.3σ |
| ABR |
ARBOR REALTY TRUST INC |
financials |
191.9% |
-63.8% |
+4.1σ |
| KLAC |
KLA CORP |
information technology |
1,365.6% |
-82.2% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
industrials |
692.8% |
-86.9% |
+3.8σ |
| DD |
DuPont de Nemours, Inc. |
industrials |
388.8% |
+326.1% |
+3.6σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
consumer discretionary |
181.6% |
-57.1% |
+3.6σ |
| QLYS |
QUALYS, INC. |
information technology |
170.5% |
+27.4% |
+3.6σ |
| AMSF |
AMERISAFE INC |
financials |
85.8% |
-44.2% |
+3.6σ |
| ACM |
AECOM |
industrials |
130.4% |
-52.1% |
+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.
