Daily Summary — Aug 14, 2026
Summary Generated: 14 Aug 2026Risk-On
DERIV 2,618 · NORMALMACRO 3,431 · NORMALFUSED 3,025 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
2,618RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP94-756.5%
◉ Macro Liquidity & Funding Stress
Rates · curve · FX · funding stress
Monitors cross-asset rate, curve, and FX plumbing dynamics to detect systemic liquidity freezes.
3,431RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP94-756.5%
Expiration Calendar · MONTHLY OPEX 08/21 (T-7) · VIX SETTLEMENT 08/19 (T-5)
Localized stress in FX Vol & Dispersion (FX_DISPERSION, JYVIX). Other asset-class buckets remain contained — treat as an early-warning window pending cross-asset confirmation.
Primary Focus: NYSE+Nasdaq Cumulative Net New 52W Lows (NETNEWLOWS) at P94 1Y with 1W Δ −312 pts — FRAGILE regime.
Risk-On — Maintain standard VaR limits; dips are buyable in the absence of cross-asset confirmation.