Daily Summary — Jun 25, 2026
Summary Generated: 25 Jun 2026Risk-Off
▲ 1 flag
DERIV 5,427 · NORMALMACRO 3,705 · NORMALFUSED 5,427 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
5,427RPM
REGIME · NORMAL
Top drivers:VIXEQP67+34.8%
▲ Term Structure Inversion
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,705RPM
REGIME · NORMAL
Top drivers:T10Y2YP97+14.8%
Expiration Calendar · MONTHLY OPEX 07/17 (T-22) · VIX SETTLEMENT 07/22 (T-27)
Overlay flags active while no single asset-class bucket has cleared the stress threshold. Treat as a watch window — the tape is unconfirmed but contingency signals are printing.
Primary Focus: 10Y – 2Y Treasury Spread (T10Y2Y) at P97 1Y with 1W velocity +14.8% — NORMAL regime.
Secondary Focus: S&P 500 Equal-Weight Realized Vol (30D) (VIXEQ) at P67 1Y with 1W velocity +34.8% — ELEVATED regime.
Risk-Off — Overlay flag active on top of a broad-breadth stress tape — reduce gross and hedge tails.