Daily Summary Archive
← Back to terminalA new summary is generated daily after the final 7:30 AM / 6:30 PM ET (Mon-Fri) data refresh. One summary per market day — most recent first.
- Summary Generated: 04 Sept 2026NeutralDERIV 3,037 · NORMALMACRO 3,996 · NORMALFUSED 3,517 · NORMAL◉ Derivatives VolatilityEquity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
3,037RPMREGIME · NORMALTop drivers:FX_DISPERSIONP100+45.4%◉ Macro Liquidity & Funding StressRates · curve · FX · funding stressMonitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,996RPMREGIME · NORMALTop drivers:FX_DISPERSIONP100+45.4%NETNEWLOWSP71-197.0%◉ Institutional Positioning & LeverageCFTC COT · credit spreads · rates-vs-equity volTracks institutional futures leverage and credit spreads to quantify forced unwind and de-leveraging capacity.
3,525RPMREGIME · NORMALExpiration Calendar · MONTHLY OPEX 09/18 (T-14) · VIX SETTLEMENT 09/16 (T-12) · QUAD WITCHINGCross-asset volatility remains suppressed across the tape in Subdued/Elevated territory. Credit spreads, FX vol, and rates plumbing are calm, indicating no immediate systemic contagion.
Primary Focus: FX Carry vs. Broad G7 Divergence (FX_DISPERSION) at P100 1Y with 1W Δ +1.29 % — BROAD PANIC regime.
Secondary Focus: NYSE+Nasdaq Net New 52W Highs−Lows (NETNEWLOWS) at P71 1Y with 1W Δ −65 pts — FRAGILE regime.
Neutral — Keep gross exposure near benchmark; only trim on further cross-asset confirmation.
- Summary Generated: 03 Sept 2026Risk-OnDERIV 2,849 · NORMALMACRO 3,995 · NORMALFUSED 3,422 · NORMAL
- Summary Generated: 02 Sept 2026NeutralDERIV 3,907 · NORMALMACRO 4,089 · NORMALFUSED 3,998 · NORMAL
- Summary Generated: 01 Sept 2026NeutralDERIV 3,608 · NORMALMACRO 3,972 · NORMALFUSED 3,790 · NORMAL
- Summary Generated: 31 Aug 2026NeutralDERIV 3,139 · NORMALMACRO 3,863 · NORMALFUSED 3,501 · NORMAL
- Summary Generated: 30 Aug 2026Risk-OnDERIV 2,818 · NORMALMACRO 3,816 · NORMALFUSED 3,317 · NORMAL
- Summary Generated: 28 Aug 2026Risk-OnDERIV 2,628 · NORMALMACRO 3,760 · NORMALFUSED 3,194 · NORMAL
- Summary Generated: 21 Aug 2026Risk-OnDERIV 2,943 · NORMALMACRO 3,760 · NORMALFUSED 3,352 · NORMAL
- Summary Generated: 20 Aug 2026NeutralDERIV 3,686 · NORMALMACRO 3,748 · NORMALFUSED 3,717 · NORMAL
- Summary Generated: 19 Aug 2026NeutralDERIV 4,523 · NORMALMACRO 3,721 · NORMALFUSED 4,122 · NORMAL
- Summary Generated: 18 Aug 2026NeutralDERIV 4,823 · NORMALMACRO 3,561 · NORMALFUSED 4,192 · NORMAL
- Summary Generated: 17 Aug 2026NeutralDERIV 4,489 · NORMALMACRO 3,608 · NORMALFUSED 4,049 · NORMAL
- Summary Generated: 15 Aug 2026Neutral▲ 1 flagDERIV 3,945 · NORMALMACRO 3,431 · NORMALFUSED 3,688 · NORMAL
- Summary Generated: 14 Aug 2026Risk-OnDERIV 2,618 · NORMALMACRO 3,431 · NORMALFUSED 3,025 · NORMAL
- Summary Generated: 13 Aug 2026Risk-OnDERIV 2,658 · NORMALMACRO 3,626 · NORMALFUSED 3,142 · NORMAL
- Summary Generated: 12 Aug 2026Risk-OnDERIV 2,674 · NORMALMACRO 3,778 · NORMALFUSED 3,226 · NORMAL
- Summary Generated: 11 Aug 2026NeutralDERIV 3,066 · NORMALMACRO 3,956 · NORMALFUSED 3,511 · NORMAL
- Summary Generated: 10 Aug 2026Risk-OnDERIV 3,095 · NORMALMACRO 3,881 · NORMALFUSED 3,488 · NORMAL
- Summary Generated: 07 Aug 2026Risk-OnDERIV 2,990 · NORMALMACRO 3,821 · NORMALFUSED 3,406 · NORMAL
- Summary Generated: 06 Aug 2026NeutralDERIV 3,154 · NORMALMACRO 3,944 · NORMALFUSED 3,549 · NORMAL
- Summary Generated: 05 Aug 2026NeutralDERIV 3,374 · NORMALMACRO 3,902 · NORMALFUSED 3,638 · NORMAL
- Summary Generated: 04 Aug 2026NeutralDERIV 3,744 · NORMALMACRO 4,053 · NORMALFUSED 3,899 · NORMAL
- Summary Generated: 03 Aug 2026NeutralDERIV 3,125 · NORMALMACRO 4,151 · NORMALFUSED 3,638 · NORMAL
- Summary Generated: 01 Aug 2026NeutralDERIV 3,185 · NORMALMACRO 4,217 · NORMALFUSED 3,701 · NORMAL
- Summary Generated: 31 Jul 2026NeutralDERIV 3,688 · NORMALMACRO 4,217 · NORMALFUSED 3,953 · NORMAL
- Summary Generated: 30 Jul 2026NeutralDERIV 4,287 · NORMALMACRO 3,973 · NORMALFUSED 4,130 · NORMAL
- Summary Generated: 29 Jul 2026Risk-Off▲ 1 flagDERIV 6,220 · ELEVATEDMACRO 3,802 · NORMALFUSED 5,011 · NORMAL
- Summary Generated: 28 Jul 2026NeutralDERIV 5,041 · NORMALMACRO 3,871 · NORMALFUSED 4,456 · NORMAL
- Summary Generated: 27 Jul 2026Risk-Off▲ 1 flagDERIV 5,354 · NORMALMACRO 4,044 · NORMALFUSED 4,699 · NORMAL
- Summary Generated: 25 Jul 2026Risk-Off▲ 1 flagDERIV 5,280 · NORMALMACRO 4,024 · NORMALFUSED 4,652 · NORMAL
- Summary Generated: 24 Jul 2026Risk-Off▲ 1 flagDERIV 5,280 · NORMALMACRO 4,024 · NORMALFUSED 4,652 · NORMAL
- Summary Generated: 23 Jul 2026Risk-Off▲ 1 flagDERIV 5,462 · NORMALMACRO 4,129 · NORMALFUSED 4,796 · NORMAL
- Summary Generated: 22 Jul 2026NeutralDERIV 4,369 · NORMALMACRO 3,985 · NORMALFUSED 4,369 · NORMAL
- Summary Generated: 21 Jul 2026NeutralDERIV 4,545 · NORMALMACRO 3,909 · NORMALFUSED 4,545 · NORMAL
- Summary Generated: 20 Jul 2026NeutralDERIV 5,255 · NORMALMACRO 3,819 · NORMALFUSED 5,255 · NORMAL
- Summary Generated: 19 Jul 2026NeutralDERIV 5,339 · NORMALMACRO 3,698 · NORMALFUSED 5,339 · NORMAL
- Summary Generated: 17 Jul 2026NeutralDERIV 5,339 · NORMALMACRO 3,740 · NORMALFUSED 5,339 · NORMAL
- Summary Generated: 16 Jul 2026NeutralDERIV 4,309 · NORMALMACRO 3,660 · NORMALFUSED 4,309 · NORMAL
- Summary Generated: 15 Jul 2026NeutralDERIV 3,783 · NORMALMACRO 3,642 · NORMALFUSED 3,783 · NORMAL
- Summary Generated: 14 Jul 2026NeutralDERIV 4,043 · NORMALMACRO 3,835 · NORMALFUSED 4,043 · NORMAL
- Summary Generated: 13 Jul 2026NeutralDERIV 4,572 · NORMALMACRO 3,936 · NORMALFUSED 4,572 · NORMAL
- Summary Generated: 12 Jul 2026NeutralDERIV 3,643 · NORMALMACRO 3,688 · NORMALFUSED 3,688 · NORMAL
- Summary Generated: 10 Jul 2026NeutralDERIV 3,643 · NORMALMACRO 3,622 · NORMALFUSED 3,643 · NORMAL
- Summary Generated: 09 Jul 2026NeutralDERIV 3,740 · NORMALMACRO 3,603 · NORMALFUSED 3,740 · NORMAL
- Summary Generated: 08 Jul 2026NeutralDERIV 4,297 · NORMALMACRO 3,677 · NORMALFUSED 4,297 · NORMAL
- Summary Generated: 07 Jul 2026NeutralDERIV 3,940 · NORMALMACRO 3,705 · NORMALFUSED 3,940 · NORMAL
- Summary Generated: 06 Jul 2026NeutralDERIV 3,698 · NORMALMACRO 3,598 · NORMALFUSED 3,698 · NORMAL
- Summary Generated: 05 Jul 2026NeutralDERIV 3,808 · NORMALMACRO 3,647 · NORMALFUSED 3,808 · NORMAL
- Summary Generated: 02 Jul 2026NeutralDERIV 3,808 · NORMALMACRO 3,641 · NORMALFUSED 3,808 · NORMAL
- Summary Generated: 01 Jul 2026NeutralDERIV 3,925 · NORMALMACRO 3,693 · NORMALFUSED 3,925 · NORMAL
- Summary Generated: 30 Jun 2026NeutralDERIV 4,007 · NORMALMACRO 3,831 · NORMALFUSED 4,007 · NORMAL
- Summary Generated: 29 Jun 2026NeutralDERIV 4,651 · NORMALMACRO 3,766 · NORMALFUSED 4,651 · NORMAL
- Summary Generated: 28 Jun 2026NeutralDERIV 5,058 · NORMALMACRO 3,752 · NORMALFUSED 5,058 · NORMAL
- Summary Generated: 26 Jun 2026NeutralDERIV 5,058 · NORMALMACRO 3,695 · NORMALFUSED 5,058 · NORMAL
- Summary Generated: 25 Jun 2026Risk-Off▲ 1 flagDERIV 5,427 · NORMALMACRO 3,705 · NORMALFUSED 5,427 · NORMAL
- Summary Generated: 24 Jun 2026Risk-Off▲ 1 flagDERIV 5,569 · ELEVATEDMACRO 3,771 · NORMALFUSED 5,569 · ELEVATED
- Summary Generated: 23 Jun 2026Risk-Off▲ 1 flagDERIV 6,114 · ELEVATEDMACRO 3,752 · NORMALFUSED 6,114 · ELEVATED
- Summary Generated: 22 Jun 2026NeutralDERIV 4,891 · NORMALMACRO 3,686 · NORMALFUSED 4,891 · NORMAL
- Summary Generated: 21 Jun 2026NeutralDERIV 4,135 · NORMALMACRO 3,507 · NORMALFUSED 4,135 · NORMAL
- Summary Generated: 18 Jun 2026NeutralDERIV 4,135 · NORMALMACRO 3,549 · NORMALFUSED 4,135 · NORMAL
- Summary Generated: 17 Jun 2026Risk-Off▲ 1 flagDERIV 5,642 · ELEVATEDMACRO 3,690 · NORMALFUSED 5,642 · ELEVATED
- Summary Generated: 16 Jun 2026NeutralDERIV 4,632 · NORMALMACRO 3,610 · NORMALFUSED 4,632 · NORMAL
- Summary Generated: 15 Jun 2026NeutralDERIV 4,541 · NORMALMACRO 3,730 · NORMALFUSED 4,541 · NORMAL
- Summary Generated: 14 Jun 2026Risk-Off▲ 1 flagDERIV 5,212 · NORMALMACRO 3,809 · NORMALFUSED 5,212 · NORMAL
- Summary Generated: 12 Jun 2026Risk-Off▲ 1 flagDERIV 5,212 · NORMALMACRO 3,755 · NORMALFUSED 5,212 · NORMAL
- Summary Generated: 11 Jun 2026Risk-Off▲ 1 flagDERIV 6,268 · ELEVATEDMACRO 3,758 · NORMALFUSED 6,268 · ELEVATED
- Summary Generated: 10 Jun 2026Risk-Off▲ 1 flagDERIV 6,484 · ELEVATEDMACRO 3,984 · NORMALFUSED 6,484 · ELEVATED
- Summary Generated: 09 Jun 2026Risk-Off▲ 1 flagDERIV 6,085 · ELEVATEDMACRO 4,019 · NORMALFUSED 6,085 · ELEVATED
- Summary Generated: 08 Jun 2026Risk-Off▲ 1 flagDERIV 5,807 · ELEVATEDMACRO 4,056 · NORMALFUSED 5,807 · ELEVATED
- Summary Generated: 07 Jun 2026Risk-Off▲ 1 flagDERIV 6,263 · ELEVATEDMACRO 4,019 · NORMALFUSED 6,263 · ELEVATED
- Summary Generated: 05 Jun 2026Risk-Off▲ 1 flagDERIV 6,263 · ELEVATEDMACRO 3,989 · NORMALFUSED 6,263 · ELEVATED
- Summary Generated: 04 Jun 2026NeutralDERIV 3,540 · NORMALMACRO 3,867 · NORMALFUSED 3,867 · NORMAL
- Summary Generated: 03 Jun 2026NeutralDERIV 3,830 · NORMALMACRO 3,978 · NORMALFUSED 3,978 · NORMAL
- Summary Generated: 02 Jun 2026NeutralDERIV 3,768 · NORMALMACRO 3,953 · NORMALFUSED 3,953 · NORMAL
- Summary Generated: 01 Jun 2026NeutralDERIV 3,938 · NORMALMACRO 3,981 · NORMALFUSED 3,981 · NORMAL
- Summary Generated: 31 May 2026NeutralDERIV 3,532 · NORMALMACRO 3,913 · NORMALFUSED 3,913 · NORMAL
- Summary Generated: 30 May 2026NeutralDERIV 3,532 · NORMALMACRO 3,855 · NORMALFUSED 3,855 · NORMAL
- Summary Generated: 29 May 2026NeutralDERIV 3,532 · NORMALMACRO 3,855 · NORMALFUSED 3,855 · NORMAL
- Summary Generated: 28 May 2026NeutralDERIV 3,604 · NORMALMACRO 3,840 · NORMALFUSED 3,840 · NORMAL
- Summary Generated: 27 May 2026NeutralDERIV 3,730 · NORMALMACRO 3,871 · NORMALFUSED 3,871 · NORMAL
- Summary Generated: 26 May 2026NeutralDERIV 4,218 · NORMALMACRO 3,980 · NORMALFUSED 4,218 · NORMAL
- Summary Generated: 25 May 2026NeutralDERIV 4,014 · NORMALMACRO 4,084 · NORMALFUSED 4,084 · NORMAL
- Summary Generated: 24 May 2026NeutralDERIV 4,014 · NORMALMACRO 4,100 · NORMALFUSED 4,100 · NORMAL
- Summary Generated: 23 May 2026NeutralDERIV 4,014 · NORMALMACRO 4,102 · NORMALFUSED 4,102 · NORMAL
- Summary Generated: 22 May 2026NeutralDERIV 4,014 · NORMALMACRO 4,102 · NORMALFUSED 4,102 · NORMAL
- Summary Generated: 21 May 2026NeutralDERIV 4,032 · NORMALMACRO 4,141 · NORMALFUSED 4,141 · NORMAL
- Summary Generated: 20 May 2026NeutralDERIV 4,466 · NORMALMACRO 4,095 · NORMALFUSED 4,466 · NORMAL
- Summary Generated: 19 May 2026NeutralDERIV 4,854 · NORMALMACRO 4,011 · NORMALFUSED 4,854 · NORMAL
- Summary Generated: 18 May 2026NeutralDERIV 4,811 · NORMALMACRO 4,069 · NORMALFUSED 4,811 · NORMAL
- Summary Generated: 17 May 2026NeutralDERIV 4,754 · NORMALMACRO 3,868 · NORMALFUSED 4,754 · NORMAL