A live snapshot of indices, futures, FX, and crypto. Click any row to drill into the symbol; click the leg of the Macro Regime composite to read its methodology. No accounts, no cookies.
Movers · US equities
Market movers
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Macro RegimeMKT··Composite·awaiting data
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awaiting data
Composite of vol, breadth, credit, yield curve, and dollar. Higher is risk-on; lower is risk-off. Each leg discloses its FRED series and the normalisation window on hover.
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Composite = equal-weight mean of six 0-100 legs: VIX vs 50d mean, VIX9D/VIX, HY OAS 20d change, RSP/SPY 20d relative return, SPY put/call volume vs 1.25 baseline, SPY-TLT 20d return spread. Own formula; every input free and listed.
Vol surface · Implied volatility
VIX term structure.
live · daily closes
Five tenors of S&P implied volatility, shortest first. The shape of the curve reads as a market-stress dial: rising front-month vol relative to longer-dated vol is the equity market's consensus warning.
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Regime
Unknown
Insufficient data to classify the regime.
The options book.
Open interest by strike, CBOE delayed quotes
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Source: CBOE delayed quotes
Max pain = strike minimizing total in-the-money payout at the front expiry. GEX = naive Σ gamma × OI × 100 × spot² × 1%, calls positive, puts negative. Educational, not positioning advice.
Manager positioning.
Active-manager exposure and futures positioning, weekly
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Source: NAAIM · CFTC via dhawal.org COT
NAAIM = mean reported equity exposure of active managers (-200 to +200). COT = S&P 500 e-mini large-speculator net position; the 52-week percentile is the P-stat above.
Market breadth.
Share of screener stocks above their own moving averages; 20-day highs minus lows
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Source: Yahoo Finance via the nightly screener build
Computed at build time over the screener universe (~38 stocks). Oscillator = 19-day EMA minus 39-day EMA of daily net 20-day highs.
Correlation is updating.
Rolling 60-day Pearson correlation of daily log returns
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Source: Yahoo Finance
Greens = assets moving together, reds = moving opposite. Diagonal omitted. Cells need 30+ shared sessions. Keys: ES e-mini S&P 500, NQ e-mini Nasdaq 100, 10Y 10-year Treasury, DXY US dollar index, GOLD, WTI crude, BTC bitcoin, SPY S&P 500 ETF, TLT 20+ year Treasury ETF, VIX volatility index.
Indices · US
US indices.
live · refreshes 30s
Eight broad-market and rate benchmarks. ^GSPC is the cash; ES is the futures contract that does most of the actual talking.
Sector SPDRs minus SPY over six horizons. Positive cells (green) outpaced the benchmark; negative cells (oxblood) lagged. Horizons are trading days: 1D / 5D / 21D / 63D / 126D / YTD.
Sector
1D
5D
1M
3M
6M
YTD
SPYSPDR S&P 500
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XLKTechnology
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XLFFinancials
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XLEEnergy
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XLVHealth Care
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XLIIndustrials
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XLYConsumer Discretionary
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XLPConsumer Staples
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XLUUtilities
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XLBMaterials
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XLREReal Estate
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XLCCommunication Services
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Equities
Equities by sector.
live · refreshes 30s
Sector-balanced large-caps spanning all eleven GICS groups, the same names tinted in the heatmap above. Hover any label in the key-stats grid on a detail page to see the source.