Daily Summary — Aug 15, 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.
Cross-asset volatility remains contained, with no asset-class bucket above its own stress gate. Fused 3,247 RPM (NORMAL), fused composite cooling (+0 RPM day-over-day, −507 over 5 sessions). Credit spreads and rates plumbing are calm, indicating no immediate systemic contagion. SPX realized vol (1M/3M: 13.6% / 13.7%): 1M crossed below 3M (0.0 vol points) — a positive, short-term vol normalization signal.
Primary Focus: NYSE+Nasdaq Net New 52W Highs−Lows (NETNEWLOWS) at P67 1Y with 1W Δ −27 pts — ROBUST regime.
Risk-On — Maintain standard VaR limits; dips are buyable in the absence of cross-asset confirmation.