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SPXQuant Desk
The full daily SPXQuant stack — positioning (GEX, DIX), breadth, valuation (CAPE, Fwd P/E), sentiment (F&G composite + 7 components), macro liquidity (DXY, yields, credit), sector rotation, VIX regime, Fed Funds trend. One post-market print, no noise, no tips. The data the desks watch
The full daily SPXQuant stack — positioning (GEX, DIX), breadth, valuation (CAPE, Fwd P/E), sentiment (F&G composite + 7 components), macro liquidity (DXY, yields, credit), sector rotation, VIX regime, Fed Funds trend. One post-market print, no noise, no tips. The data the desks watch
📊 S&P 500 · Friday, May 29 2026
━━━ 💹 Price Action ━━━
Close: 7,580.06
Volume: 7.86B
Drawdown: -0.00% from ATH
━━━ 💹 Price Action ━━━
Close: 7,580.06
Volume: 7.86B
Drawdown: -0.00% from ATH
📊 S&P 500 · Monday, Jun 1 2026
━━━ 💹 Price Action ━━━
Close: 7,599.96
Volume: 3.63B
Drawdown: -0.00% from ATH
━━━ 💹 Price Action ━━━
Close: 7,599.96
Volume: 3.63B
Drawdown: -0.00% from ATH
📊 S&P 500 · Wednesday, Jun 3 2026
━━━ 💹 Price Action ━━━
Close: 7,553.68
Volume: 5.75B
Drawdown: -0.74% from ATH
━━━ 💹 Price Action ━━━
Close: 7,553.68
Volume: 5.75B
Drawdown: -0.74% from ATH
📌 Example Premium Report
This is a sample of the daily SPXQuant premium analysis.
Includes:
• Dealer positioning
• Dark pool activity
• Breadth
• Sentiment
• Valuation
• Macro regime
• Sector rotation
• Daily market outlook
━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 S&P 500 · Wednesday, Jun 3 2026
━━━ 💹 Price Action ━━━
Close: 7,553.68
Volume: 5.75B
RVOL 20: 1.02 — Normal
Drawdown: -0.74% from ATH
━━━ 📈 Trend ━━━
SMA 20: 7,466.22
SMA 50: 7,119.56
SMA 200: 6,847.72
vs SMA 20: +1.17% ✅
vs SMA 50: +6.10% ✅
vs SMA 200: +10.31% ✅
Above SMA 20: ✅ Yes
Above SMA 50: ✅ Yes
Above SMA 200: ✅ Yes
Breadth: 55.86% above SMA 200
━━━ 😨 Sentiment ━━━
Fear & Greed: 54 — neutral
CAPE: 39.58 — Expensive
Fwd P/E: 27.74
━━━ ⚡ Momentum ━━━
RSI 7: 61.68
RSI 14: 67.04
RSI 21: 66.63
Trend: Fading ↘
━━━ 🏦 Macro ━━━
VIX: 16.06 — Normal
Fed Funds: 3.63% — Neutral
10Y Yield: 4.49% — Neutral
Yield Curve: +0.87 (normal)
DXY: 99.53 — Rising ↗
HYG: 79.68 — Neutral
━━━ 🎯 Options & Dark Pool ━━━
GEX: 6.11B — Long Gamma
DIX: 0.4401
This is a sample of the daily SPXQuant premium analysis.
Includes:
• Dealer positioning
• Dark pool activity
• Breadth
• Sentiment
• Valuation
• Macro regime
• Sector rotation
• Daily market outlook
━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 S&P 500 · Wednesday, Jun 3 2026
━━━ 💹 Price Action ━━━
Close: 7,553.68
Volume: 5.75B
RVOL 20: 1.02 — Normal
Drawdown: -0.74% from ATH
━━━ 📈 Trend ━━━
SMA 20: 7,466.22
SMA 50: 7,119.56
SMA 200: 6,847.72
vs SMA 20: +1.17% ✅
vs SMA 50: +6.10% ✅
vs SMA 200: +10.31% ✅
Above SMA 20: ✅ Yes
Above SMA 50: ✅ Yes
Above SMA 200: ✅ Yes
Breadth: 55.86% above SMA 200
━━━ 😨 Sentiment ━━━
Fear & Greed: 54 — neutral
CAPE: 39.58 — Expensive
Fwd P/E: 27.74
━━━ ⚡ Momentum ━━━
RSI 7: 61.68
RSI 14: 67.04
RSI 21: 66.63
Trend: Fading ↘
━━━ 🏦 Macro ━━━
VIX: 16.06 — Normal
Fed Funds: 3.63% — Neutral
10Y Yield: 4.49% — Neutral
Yield Curve: +0.87 (normal)
DXY: 99.53 — Rising ↗
HYG: 79.68 — Neutral
━━━ 🎯 Options & Dark Pool ━━━
GEX: 6.11B — Long Gamma
DIX: 0.4401
SPXQuant · Daily S&P 500 Metrics pinned «📌 Example Premium Report This is a sample of the daily SPXQuant premium analysis. Includes: • Dealer positioning • Dark pool activity • Breadth • Sentiment • Valuation • Macro regime • Sector rotation • Daily market outlook ━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 📊…»
📊 S&P 500 · Friday, Jun 5 2026
━━━ 💹 Price Action ━━━
Close: 7,383.74
Volume: 5.59B
Drawdown: -2.97% from ATH
━━━ 💹 Price Action ━━━
Close: 7,383.74
Volume: 5.59B
Drawdown: -2.97% from ATH
📊 S&P 500 · Friday, Jun 5 2026
━━━ 💹 Price Action ━━━
Close: 7383.74 (-2.64% d/d)
Volume: 5.59B (RVOL 1.01× · Normal)
Drawdown: -2.97% from ATH
━━━ 🎯 Today's Regime ━━━
🟠 Transition / distribution
Breadth 59.2% · RSI-14 48.8 · VIX 21.5 (Normal)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
→ Open the Desk: https://t.me/tribute/app?startapp=sWO4
#spxquant #dailyprint
━━━ 💹 Price Action ━━━
Close: 7383.74 (-2.64% d/d)
Volume: 5.59B (RVOL 1.01× · Normal)
Drawdown: -2.97% from ATH
━━━ 🎯 Today's Regime ━━━
🟠 Transition / distribution
Breadth 59.2% · RSI-14 48.8 · VIX 21.5 (Normal)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
→ Open the Desk: https://t.me/tribute/app?startapp=sWO4
#spxquant #dailyprint
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📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Monday, Jun 8 2026
━━━ 💹 Price Action ━━━
Close: 7405.73 (+0.30% d/d)
Drawdown: -2.68% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +3.2% · vs SMA-200 +7.9%
- Quant: Breadth 57.9% · RVOL 0.89×
- Momentum: RSI-7 37.1 · RSI-14 50.5
- Volatility/Sentiment: VIX 18.9 (Normal) · F&G 39 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Monday, Jun 8 2026
━━━ 💹 Price Action ━━━
Close: 7405.73 (+0.30% d/d)
Drawdown: -2.68% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +3.2% · vs SMA-200 +7.9%
- Quant: Breadth 57.9% · RVOL 0.89×
- Momentum: RSI-7 37.1 · RSI-14 50.5
- Volatility/Sentiment: VIX 18.9 (Normal) · F&G 39 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Tuesday, Jun 9 2026
━━━ 💹 Price Action ━━━
Close: 7386.65 (-0.26% d/d)
Drawdown: -2.93% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.7% · vs SMA-200 +7.5%
- Quant: Breadth 0.2% · RVOL 0.65×
- Momentum: RSI-7 34.9 · RSI-14 49.0
- Volatility/Sentiment: VIX 19.9 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Tuesday, Jun 9 2026
━━━ 💹 Price Action ━━━
Close: 7386.65 (-0.26% d/d)
Drawdown: -2.93% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.7% · vs SMA-200 +7.5%
- Quant: Breadth 0.2% · RVOL 0.65×
- Momentum: RSI-7 34.9 · RSI-14 49.0
- Volatility/Sentiment: VIX 19.9 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Wednesday, Jun 10 2026
━━━ 💹 Price Action ━━━
Close: 7266.99 (-1.62% d/d)
Drawdown: -4.50% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +0.7% · vs SMA-200 +5.7%
- Quant: Breadth 0.4% · RVOL 0.62×
- Momentum: RSI-7 24.5 · RSI-14 40.6
- Volatility/Sentiment: VIX 22.2 (Normal) · F&G 28 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Wednesday, Jun 10 2026
━━━ 💹 Price Action ━━━
Close: 7266.99 (-1.62% d/d)
Drawdown: -4.50% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +0.7% · vs SMA-200 +5.7%
- Quant: Breadth 0.4% · RVOL 0.62×
- Momentum: RSI-7 24.5 · RSI-14 40.6
- Volatility/Sentiment: VIX 22.2 (Normal) · F&G 28 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Thursday, Jun 11 2026
━━━ 💹 Price Action ━━━
Close: 7394.30 (+1.75% d/d)
Drawdown: -2.83% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.3% · vs SMA-200 +7.5%
- Quant: Breadth 60.4% · RVOL 1.07×
- Momentum: RSI-7 44.9 · RSI-14 50.3
- Volatility/Sentiment: VIX 19.4 (Normal) · F&G 31 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Thursday, Jun 11 2026
━━━ 💹 Price Action ━━━
Close: 7394.30 (+1.75% d/d)
Drawdown: -2.83% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.3% · vs SMA-200 +7.5%
- Quant: Breadth 60.4% · RVOL 1.07×
- Momentum: RSI-7 44.9 · RSI-14 50.3
- Volatility/Sentiment: VIX 19.4 (Normal) · F&G 31 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Risk-On healthy 🟢
🗓️ Daily Quant Review · Friday, Jun 12 2026
━━━ 💹 Price Action ━━━
Close: 7431.46 (+0.50% d/d)
Drawdown: -2.34% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.5% · vs SMA-200 +8.0%
- Quant: Breadth 61.4% · RVOL 0.94×
- Momentum: RSI-7 49.5 · RSI-14 52.7
- Volatility/Sentiment: VIX 17.7 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Friday, Jun 12 2026
━━━ 💹 Price Action ━━━
Close: 7431.46 (+0.50% d/d)
Drawdown: -2.34% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.5% · vs SMA-200 +8.0%
- Quant: Breadth 61.4% · RVOL 0.94×
- Momentum: RSI-7 49.5 · RSI-14 52.7
- Volatility/Sentiment: VIX 17.7 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Monday, Jun 15 2026
━━━ 💹 Price Action ━━━
Close: 7554.29 (+1.65% d/d)
Drawdown: -0.73% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +4.0% · vs SMA-200 +9.7%
- Quant: Breadth 13.1% · RVOL 0.66×
- Momentum: RSI-7 61.9 · RSI-14 59.7
- Volatility/Sentiment: VIX 16.2 (Normal) · F&G 41 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Monday, Jun 15 2026
━━━ 💹 Price Action ━━━
Close: 7554.29 (+1.65% d/d)
Drawdown: -0.73% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +4.0% · vs SMA-200 +9.7%
- Quant: Breadth 13.1% · RVOL 0.66×
- Momentum: RSI-7 61.9 · RSI-14 59.7
- Volatility/Sentiment: VIX 16.2 (Normal) · F&G 41 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Transition / distribution 🟠
🗓️ Daily Quant Review · Tuesday, Jun 16 2026
━━━ 💹 Price Action ━━━
Close: 7511.35 (-0.57% d/d)
Drawdown: -1.29% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +3.1% · vs SMA-200 +9.0%
- Quant: Breadth 63.8% · RVOL 1.03×
- Momentum: RSI-7 56.3 · RSI-14 56.6
- Volatility/Sentiment: VIX 16.4 (Normal) · F&G 40 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Tuesday, Jun 16 2026
━━━ 💹 Price Action ━━━
Close: 7511.35 (-0.57% d/d)
Drawdown: -1.29% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +3.1% · vs SMA-200 +9.0%
- Quant: Breadth 63.8% · RVOL 1.03×
- Momentum: RSI-7 56.3 · RSI-14 56.6
- Volatility/Sentiment: VIX 16.4 (Normal) · F&G 40 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Risk-On healthy 🟢
🗓️ Daily Quant Review · Wednesday, Jun 17 2026
━━━ 💹 Price Action ━━━
Close: 7420.10 (-1.21% d/d)
Drawdown: -2.49% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +1.6% · vs SMA-200 +7.6%
- Quant: Breadth 61.2% · RVOL 1.14×
- Momentum: RSI-7 45.9 · RSI-14 50.5
- Volatility/Sentiment: VIX 18.4 (Normal) · F&G 33 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Wednesday, Jun 17 2026
━━━ 💹 Price Action ━━━
Close: 7420.10 (-1.21% d/d)
Drawdown: -2.49% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +1.6% · vs SMA-200 +7.6%
- Quant: Breadth 61.2% · RVOL 1.14×
- Momentum: RSI-7 45.9 · RSI-14 50.5
- Volatility/Sentiment: VIX 18.4 (Normal) · F&G 33 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Risk-On healthy 🟢
🗓️ Daily Quant Review · Thursday, Jun 18 2026
━━━ 💹 Price Action ━━━
Close: 7500.58 (+1.08% d/d)
Drawdown: -1.43% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.5% · vs SMA-200 +8.7%
- Quant: Breadth 60.6% · RVOL 1.21×
- Momentum: RSI-7 54.5 · RSI-14 55.1
- Volatility/Sentiment: VIX 16.4 (Normal) · F&G 38 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Thursday, Jun 18 2026
━━━ 💹 Price Action ━━━
Close: 7500.58 (+1.08% d/d)
Drawdown: -1.43% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.5% · vs SMA-200 +8.7%
- Quant: Breadth 60.6% · RVOL 1.21×
- Momentum: RSI-7 54.5 · RSI-14 55.1
- Volatility/Sentiment: VIX 16.4 (Normal) · F&G 38 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
📊 S&P 500 Market Regime: Risk-On healthy 🟢
🗓️ Daily Quant Review · Monday, Jun 22 2026
━━━ 💹 Price Action ━━━
Close: 7472.79 (-0.37% d/d)
Drawdown: -1.80% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.0% · vs SMA-200 +8.2%
- Quant: Breadth 59.8% · RVOL 1.14×
- Momentum: RSI-7 51.2 · RSI-14 53.2
- Volatility/Sentiment: VIX 17.3 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal
🗓️ Daily Quant Review · Monday, Jun 22 2026
━━━ 💹 Price Action ━━━
Close: 7472.79 (-0.37% d/d)
Drawdown: -1.80% from ATH
━━━ 📊 Today's Read ━━━
- Trend: vs SMA-50 +2.0% · vs SMA-200 +8.2%
- Quant: Breadth 59.8% · RVOL 1.14×
- Momentum: RSI-7 51.2 · RSI-14 53.2
- Volatility/Sentiment: VIX 17.3 (Normal) · F&G 34 (fear)
━━━ 🔒 Behind the Desk ━━━
🔒 Positioning — GEX, DIX, Long/Short Gamma read
🔒 Sentiment — F&G composite + dispersion across 7
🔒 Valuation — CAPE band, Fwd P/E (quarterly)
🔒 Macro — DXY, yield curve, HYG credit, Fed Funds
🔒 Sector Rotation — XLK/XLY/XLP/XLU + Risk-On signal