Daily Summary — Jun 08, 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 (VIX9D, VXN). Fused 5,438 RPM (NORMAL), fused composite rising (−24 RPM day-over-day, +1,143 over 5 sessions). Other asset-class buckets remain contained — treat as an early-warning window pending cross-asset confirmation. SPX realized vol (1M/3M: 13.2% / 15.0%): 1M is below 3M by 1.8 vol points — short-term vol remains subdued.
Primary Focus: 9-Day S&P 500 Volatility (VIX9D) at P83 1Y with 1W velocity +43.1% — ELEVATED regime.
Risk-Off — Overlay flag active on a mid-band fused score — score and flag cross-confirm; reduce gross and tighten stops.