Daily Summary — May 29, 2026
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
Monitors cross-asset rate, curve, and funding plumbing dynamics to detect systemic liquidity freezes.
Tracks institutional futures leverage and credit spreads to quantify forced unwind and de-leveraging capacity.
Localized stress in Equity Vol (VIXEQ, VIX1D). Fused 3,983 RPM (NORMAL), fused composite flat (−24 RPM day-over-day, −250 over 5 sessions). Other asset-class buckets remain contained — treat as an early-warning window pending cross-asset confirmation. SPX realized vol (1M/3M: 10.2% / 14.4%): 1M is below 3M by 4.3 vol points — short-term vol remains subdued.
Primary Focus: Crude Oil Volatility Index (OVX) at P72 1Y with 1W velocity -21.3% — ELEVATED regime.
Neutral — Keep gross exposure near benchmark; the composite is flat inside the neutral band and only trim on further cross-asset confirmation.