Daily Summary — Jul 27, 2026
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
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: S&P 500 Equal-Weight Realized Vol (30D) (VIXEQ) at P67 1Y with 1W velocity +34.8% — NORMAL regime.
Secondary Focus: CBOE High-Yield Corporate Bond ETF Volatility (VXHYG) at P60 1Y with 1W velocity +30.7% — NORMAL regime.
Risk-Off — Overlay flag active on a mid-band fused score — score and flag cross-confirm; reduce gross and tighten stops.