Daily Summary — Jun 24, 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 (VIX1D, VXN). Fused 5,326 RPM (NORMAL), fused composite flat (−200 RPM day-over-day, +63 over 5 sessions). Other asset-class buckets remain contained — treat as an early-warning window pending cross-asset confirmation. SPX realized vol (1M/3M: 16.9% / 15.5%): 1M is above 3M by 1.4 vol points — short-term vol remains elevated.
Primary Focus: Gold Volatility Index (GVX) at P83 1Y with 1W velocity +25.5% — ELEVATED regime.
Risk-Off — Overlay flag active on a mid-band fused score — score and flag cross-confirm; reduce gross and tighten stops.