Daily Summary — Aug 15, 2026
Summary Generated: 15 Aug 2026Neutral
▲ 1 flag
DERIV 3,945 · NORMALMACRO 3,431 · NORMALFUSED 3,688 · NORMAL
◉ Derivatives Volatility
Equity options · tactical execution signal
Measures short-term options volatility structure, correlation stress, and market breadth to identify tactical execution risk.
3,945RPM
REGIME · NORMAL
Top drivers:NETNEWLOWSP94-756.5%
▲ Complacency Divergence
◉ 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%FX_DISPERSIONP94+7.5%
Expiration Calendar · MONTHLY OPEX 08/21 (T-6) · VIX SETTLEMENT 08/19 (T-4)
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: NYSE+Nasdaq Cumulative Net New 52W Lows (NETNEWLOWS) at P94 1Y with 1W Δ −312 pts — FRAGILE regime.
Secondary Focus: FX Carry vs. Broad G7 Divergence (FX_DISPERSION) at P94 1Y with 1W Δ +0.19 % — FRAGILE regime.
Neutral — Isolated overlay flag with a sub-4,500 fused score — hold gross near benchmark and watch for cross-confirmation.