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Markets · Options · Signal
April 13, 2026 · All times ET
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Market Snapshot · 09:45 ET
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S&P 500
676.95
-0.37%
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Nasdaq
608.64
-0.40%
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Dow
475.81
-0.72%
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Russell 2k
260.20
-0.42%
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VIX
20.61
+7.18%
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20Y Bond
86.47
-0.02%
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Gold
434.13
-0.69%
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Silver
67.03
-2.97%
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Oil
133.03
+6.58%
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USD
27.52
+0.31%
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CNN Fear & Greed
37
Fear
wk +14 · mo +16
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AAII Survey 2026-04-08
▲ 35.7%
/
▼ 43.0%
/
21.3%
spread -7.3 · avg bull 35.0%
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| Key Technical Levels |
| SPY |
Trend: Neutral |
Sup: 672.70 |
Res: 682.03 |
RSI: 59.1 |
| QQQ |
Trend: Neutral |
Sup: 599.71 |
Res: 613.67 |
RSI: 59.6 |
|
Econ Calendar |
3 high-impact · Mon Apr 13 – Wed Apr 15 · as of 09:45 ET |
| Mon Apr 13 |
| 10:00 |
US |
Existing Home Sales (Mar) — est. 4.07M, prev. 4.09M |
| Tue Apr 14 |
| 08:30 |
US |
PPI (MoM) (Mar) — est. 1.2%, prev. 0.7% |
| Wed Apr 15 |
| 10:30 |
US |
Crude Oil Inventories — prev. 3.081M |
|
| Indicator |
Value |
Change |
| 2Y Yield |
3.81% |
+0bps |
| 10Y Yield |
4.32% |
+0bps |
| Spread |
+52bps |
Normal |
| DXY |
98.87 |
+0.23% |
| VIX/3M |
0.90 |
Contango |
| HY OAS |
6.83% |
-0.05% |
| BZ–WTI |
0.9877
$94.45 · $95.63
|
z -2.77 · Long spread · ρ 92%
Pair MR · STRONG · LONG BZ, SHORT CL · z=-2.77 · ρ=92% · hist Sharpe 0.81
In leg since 2026-03-30 (day 9) · z_entry -1.92 → now -2.77. Exit plan: flatten when z rises above -0.50 (~2.27 z-pts to that trigger). z more extreme than at entry — same z exit band (no calendar stop). Sample median closed hold 10d (exits are z-triggered).
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| GDXJ–GLD |
0.2931
$127.27 · $434.23
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z +0.66 · Neutral · ρ 84%
Pair MR · NEUTRAL · NEUTRAL · z=+0.29 · ρ=84% · hist Sharpe 0.78
z is inside the exit band (|z| < 0.50) — strategy is between trades.
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| BTC |
$71,012 |
+0.4% |
| ETH |
$2,186 |
-0.3% |
| ETH/BTC |
0.0308 |
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Sector Rotation · Today |
09:49 ET |
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Energy
+1.16%
XLE
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Technology
+0.04%
XLK
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Industrials
-0.02%
XLI
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Health Care
-0.08%
XLV
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Materials
-0.30%
XLB
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Financials
-0.32%
XLF
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Communication
-0.38%
XLC
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Real Estate
-0.42%
XLRE
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Utilities
-0.45%
XLU
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Cons. Discr.
-0.48%
XLY
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Cons. Staples
-0.59%
XLP
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In today's RECOVERY regime, Energy and Tech lead as Industrials hold, while Defensives falter, with Utilities, Cons. Discr., and Staples lagging, a risk-on vibe.
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Regime Timeline
HMM V6 · 4-state model · 42 features
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From the Desk · RECOVERY Day 2 (prev. close)
“The market remains in a RECOVERY regime for 2 days, with the S&P 500 and Nasdaq down 0.37% and 0.40% respectively from the previous close, while the Dow and Russell 2k also declined. Worth watching is the divergence between Goldman Sachs' equity trading record and its bond trading miss, as Treasury yields rise on inflation concerns following the collapse of Iran talks.”
— The MOS Quantitative Desk
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Policy Risk Monitor — @realDonaldTrump
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“Impeachment Bombshell: Secret memos expose Ukraine accuser’s bias, hearsay, and false claim: https://justthenews.com/accountability/whistleblowers/ukraine-bombshell-long-secret-memos-expose-whistleblower-bias-hearsay”
7h ago
$WEATDefenseEnergy
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“Impeachment Bombshell: Secret memos expose Ukraine accuser’s bias, hearsay, and false claim: https://justthenews.com/accountability/whistleblowers/ukraine-bombshell-long-secret-memos-expose-whistleblower-bias-hearsay”
7h ago
$WEATDefenseEnergy
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“Pope Leo is WEAK on Crime, and terrible for Foreign Policy. He talks about “fear” of the Trump Administration, but doesn’t mention the FEAR that the Catholic Church, and all other Christian Organizations, had during COVID when they were arresting priests, ministers, and everybody else, for holding Church Services, even when going outside, and being ten and even twenty feet apart. I like his brother Louis much better than I like him, because Louis is all MAGA. He gets it, and Leo doesn’t! I don’t want a Pope who thinks it’s OK for Iran to have a Nuclear Weapon. I don’t want a Pope who thinks it’s terrible that America attacked Venezuela, a Country that was sending massive amounts of Drugs into the United States and, even worse, emptying their prisons, including murderers, drug dealers, and killers, into our Country. And I don’t want a Pope who criticizes the President of the United States because I’m doing exactly what I was elected, IN A LANDSLIDE, to do, setting Record Low Numbers in Crime, and creating the Greatest Stock Market in History. Leo should be thankful because, as everyone knows, he was a shocking surprise. He wasn’t on any list to be Pope, and was only put there by the Church because he was an American, and they thought that would be the best way to deal with President Donald J. Trump. If I wasn’t in the White House, Leo wouldn’t be in the Vatican. Unfortunately, Leo’s Weak on Crime, Weak on Nuclear Weapons, does not sit well with me, nor does the fact that he meets with Obama Sympathizers like David Axelrod, a LOSER from the Left, who is one of those who wanted churchgoers and clerics to be arrested. Leo should get his act together as Pope, use Common Sense, stop catering to the Radical Left, and focus on being a Great Pope, not a Politician. It’s hurting him very badly and, more importantly, it’s hurting the Catholic Church! President DONALD J. TRUMP”
12h ago
$USO$XLEDefense
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“RT: https://truthsocial.com/users/realDonaldTrump/statuses/116392448970133700Iran promised to open the Strait of Hormuz, and they knowingly failed to do so. This caused anxiety, dislocation, and pain to many people and Countries throughout the World. They say they put mines in the water, even though all of their Navy, and most of their “mine droppers,” have been completely blown up. They may have done so, but what ship owner would want to take the chance? There is great dishonor and permanent harm to the reputation of Iran, and what’s left of their “Leaders,” but we are beyond all of that. As they promised, they better begin the process of getting this INTERNATIONAL WATERWAY OPEN AND FAST! Every Law in the book is being violated by them. I have been fully debriefed by Vice President JD Vance, Special Envoy Steve Witkoff, and Jared Kushner, on the meeting that took place in Islamabad through the kind and very competent leadership of Field Marshal Asim Munir, and Prime Minister Shehbaz Sharif, of Pakistan. They are very extraordinary men, and continuously thank me for saving 30 to 50 million lives in what would have been a horrendous War with India. I always appreciate hearing that — The amount of Humanity spoken of is incomprehensible. The meeting with Iran began early in the morning, and lasted throughout the night — Close to 20 hours. I could go into great detail, and talk about much that has been gotten but, there is only one thing that matters — IRAN IS UNWILLING TO GIVE UP ITS NUCLEAR AMBITIONS! In many ways, the points that were agreed to are better than us continuing our Military Operations to conclusion, but all of those points don’t matter compared to allowing Nuclear Power to be in the hands of such volatile, difficult, unpredictable people. My three Representatives, as all of this time went by, became, not surprisingly, very friendly and respectful of Iran’s Representatives, Mohammad-Bagher Ghalibaf, Abbas Araghchi, and Ali Bagheri, but that doesn’t matter because they were very unyielding as to the single most important issue and, as I have always said, right from the beginning, and many years ago, IRAN WILL NEVER HAVE A NUCLEAR WEAPON!”
22h ago
$INDA$SPY$TLT$USO
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Crowd Signal |
250 posts · 5 subs · 09:48 ET |
Trending tickers across Reddit · r/wallstreetbets · r/stocks · r/options · r/thetagang · r/StockMarket
Scoring: mention count × cross-sub breadth · pts = upvotes · N/M subs = appeared in N of M subreddits scanned
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S
mixed
420
“They are blockading 20% of the worlds oil supply.... my thesis from 18 days is c…”
WSB 3646 pts · 5/5 subs
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AI
mixed
101
“The SaaSpocalypse is crypto mania in reverse”
WSB 803 pts · 5/5 subs
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MSFT
bullish
33
“I tried to be a gey ber but not anymore”
WSB 61 pts · 5/5 subs
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SPY
mixed
22
“They are blockading 20% of the worlds oil supply.... my thesis from 18 days is c…”
WSB 3646 pts · 5/5 subs
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PLTR
mixed
21
“Fuck PLTR”
WSB 2695 pts · 3/5 subs
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WISH
mixed
20
“The Grande Dame of wsb”
WSB 1639 pts · 5/5 subs
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BRO
mixed
20
“They are blockading 20% of the worlds oil supply.... my thesis from 18 days is c…”
WSB 3646 pts · 4/5 subs
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AMZN
mixed
18
“AMZN rerating this week”
WSB 202 pts · 5/5 subs
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Insider Wire |
1348 Form 4s filed · 09:45 ET |
Notable open-market transactions · SEC EDGAR · 2026-04-08 to 2026-04-13
Meso Bio's director clusters buys totaling $37.5M, while CEOs and execs at NET, ROKU, and CRWV dump shares ahead of earnings, in a mixed insider trading week.
|
Ticker |
Insider |
Value |
| SELL |
NET |
Prince Matthew CEO & Board Co-Chair |
$33.2M |
| BUY |
MESO |
George Gregory Director |
$26.1M |
| SELL |
ROKU |
Collier Charles President, Roku Media |
$21.6M |
| SELL |
CRWV |
McBee Brannin Chief Development Officer |
$13.5M |
| BUY |
MESO |
George Gregory Director |
$11.4M |
| BUY |
SG |
GOLDMAN SACHS GROUP INC Insider |
$3.4M |
|
Short Interest Monitor |
25 scanned · 09:49 ET |
FINRA short interest via Yahoo · ~10 days (FINRA via Yahoo) · squeeze risk = SI% × days-to-cover
| Ticker |
SI % |
DTC |
MoM |
Squeeze |
| UPST |
33.4% |
4.8d |
+17.9% |
ELEVATED
|
| BYND |
29.7% |
4.0d |
-9.4% |
ELEVATED
|
| SMCI |
19.7% |
3.6d |
+2.7% |
ELEVATED
|
| DNTH |
19.5% |
7.1d |
+13.5% |
ELEVATED
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| GME |
15.3% |
11.1d |
-4.3% |
ELEVATED
|
| AMC |
15.3% |
3.4d |
-28.4% |
ELEVATED
|
| CVNA |
14.6% |
5.3d |
+16.9% |
MODERATE
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| AAOI |
13.7% |
1.0d |
-3.0% |
LOW
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Market Headlines |
8 sources · 09:45 ET |
Goldman Shares Fall as Bond Trading Miss Outweighs Equity Record
BBG 2h ago
Goldman Sachs' bond trading miss may put pressure on its shares, but the record equity performance could offset some of this impact. Keep an eye on upcoming earnings reports and bond market conditions to gauge the stock's direction. A significant decline in Goldman Sachs' share price is possible if bond trading continues to underperform.
| BBG |
Stocks Drop Ahead of Hormuz Blockade as Earnings Season Begins
Rising tensions around the Hormuz blockade may lead to increased volatility in oil prices and equities. Stocks could decline as investors seek safe-haven assets, such as bonds and gold. Monitor developments around the blockade and oil prices to adjust your equity exposure.
|
6m ago |
| BBG |
Goldman Sachs Kicks Off Three-Part Investment-Grade Bond Sale
Goldman Sachs' three-part investment-grade bond sale may indicate optimism about market conditions. If the sale is successful, it could lead to lower bond yields and corporate borrowing costs. However, market conditions could still deteriorate, affecting the bond sale's reception.
|
14m ago |
| FJ |
OPEC says OPEC+ crude output averaged 35.06 million bpd in March 2026, down 7.70 mln bpd from February, as Iran's war prompted Middle East members to cut output
OPEC+ crude output has declined, which may support oil prices and inflation expectations. Keep an eye on OPEC+ meetings and oil production levels to gauge the impact on economic growth and inflation. A significant increase in oil supply could lead to a decline in oil prices.
|
1h ago |
| CNBC |
Treasury yields rise as collapse of Iran talks clouds inflation outlook
The collapse of Iran talks may lead to increased inflation concerns, causing Treasury yields to rise. This could put pressure on risk assets, such as equities. Monitor economic data and Federal Reserve actions to adjust your inflation expectations and hedge against potential losses.
|
1h ago |
| FT |
Bank of England wins US approval for new way to rescue failed lenders
The Bank of England's new approach to rescuing failed lenders has received US approval, which may improve market sentiment and UK asset prices. However, the implementation's success will depend on market conditions and regulatory details. A smooth implementation could lead to increased financial stability.
|
18m ago |
| BBG |
HSBC Said to Lose Second Dubai Bond Banker to Wall Street Rival
|
1h ago |
| BBG |
Drugmaker Leo Pharma Is Said to Pick Banks for Copenhagen IPO
|
30m ago |
|
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Financial Wire
| 1h ago |
OPEC says OPEC+ crude output averaged 35.06 million bpd in March 2026, down 7.70 mln bpd from February, as Iran's war prompted Middle East members to cut output
|
| 14m ago |
MOO Imbalance
|
| 1h ago |
OPEC: Oil demand growth for 2Q 2026 is revised down for both the OECD and non-OECD given Iran war.
|
| 1h ago |
US Sentiment: Strait Blockade Boosts Inflation Fears - FJElite
|
| 45m ago |
Effective Fed Funds Rate 3.64% April 10 vs 3.64% April 9.
|
| 1h ago |
Bank of America: US, EU & UK Backdrops - FJElite
|
| 1h ago |
Pakistan, Egypt & Turkey will continue talks with the US & Iran in the coming days to bridge the remaining gaps & reach a deal to end the war - Axios reporter on X
|
| 1h ago |
Russia's Patrushev: Tankers carrying Russian oil that crossed the English Channel last week were escorted by a Russian frigate - IFX
|
| 48m ago |
Fitch: European defence sector growth since 2022 should continue, annual double-digit order growth expected through at least 2030.
|
| 1h ago |
OPEC sees world oil demand in Q2 2026 at 105.07 million bpd (vs.105.57 million bpd previous forecast)
|
| 3m ago |
ECB's Vujcic: Energy prices stable due to US-Iran ceasefire but may rise in case of war escalation.
|
| 9m ago |
Pakistani Prime Minister: We are working to resolve some issues between the United States and Iran.
|
| 6m ago |
ECB's Vujcic: Energy prices show we are currently closest to the ECB basic scenario.
|
| 1h ago |
OPEC leaves 2026 and 2027 full-year forecasts for global oil demand growth unchanged
|
| 1h ago |
US military to enforce blockade in the Oman Gulf and the Arabian Sea - Sources
|
Source: FinancialJuice
|
|
AMAT
$392.97
-2.1%
|
Bullish
|
| Composite 68 |
1M +18.4% |
3M +32.6% |
1Y +166.8% |
FLAT |
| Technology |
$312B |
P/E 28.1 |
β 1.64 |
SI 1.7% |
Target $422 |
Rev -2% |
Applied Materials (AMAT) gained attention after unveiling deposition systems for 2nm and angstrom era AI chips, fueling excitement around its role in advanced chip fabrication. The stock has surged, with 1M and 1Y returns of +18.4% and +166.8%, respectively. However, with a forward P/E of 28.1 and a beta of 1.64, the market may be overestimating its growth prospects.
|
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Options · Portfolio · Actionable Picks
|
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Earnings This Week |
Apr 13 – Apr 27 · 09:49 ET |
| Ticker |
Date |
Exp. Move |
| JNJ <1d |
Apr 14 ☀ |
N/A |
| Investors will closely watch Johnson & Johnson's upcoming earnings report on April 14, as analysts expect a positive performance, with one firm recommending buying the stock ahead of results. |
| JPM <1d |
Apr 14 ☀ |
N/A |
| JPMorgan Chase's Q1 earnings report on April 14 will likely be influenced by the overall banking sector's performance amid economic uncertainty and market volatility. |
| GEV |
Apr 22 |
N/A |
| Investors should monitor GE Vernova's order backlog and execution on its renewable energy projects, as a strong update could drive the stock's performance within the SD50 portfolio. |
| TSLA |
Apr 22 ☽ |
N/A |
| Investors should watch Tesla's upcoming earnings on April 22 for signs of resilience against bearish views, as some analysts predict a significant downside, while others have recently upgraded their ratings. |
| VRT |
Apr 22 |
N/A |
| Investors will watch Vertiv's (VRT) upcoming earnings on April 22 to gauge the company's progress in meeting growing demand for AI data centers and its recent acquisition of BMarko. |
|
| Ticker |
Rating |
Buy / Hold / Sell |
Period |
| NVDA |
Buy |
66 / 4 / 1
|
2026-04-01 |
| AMZN |
Buy |
71 / 5 / 0
|
2026-04-01 |
| WMT |
Buy |
44 / 4 / 0
|
2026-04-01 |
| AUGO |
Buy |
11 / 1 / 0
|
2026-04-01 |
| CNL |
Buy |
10 / 1 / 0
|
2026-04-01 |
| MSFT |
Buy |
59 / 6 / 0
|
2026-04-01 |
| META |
Buy |
64 / 8 / 0
|
2026-04-01 |
| AAPL |
Buy |
37 / 15 / 2
|
2026-04-01 |
|
| Date |
Company |
Range |
Size |
| Apr 14 |
MYXXU
Maywood Acquisition Corp. 2
|
— |
$115M |
| Apr 15 |
EMI
Encore Medical, Inc.
|
— |
$17M |
| Apr 16 |
ARXS
Arxis, Inc.
|
— |
$1.2B |
| Apr 16 |
MAIR
Madison Air Solutions Corp
|
— |
$2.6B |
| Apr 17 |
AVEX
AEVEX Corp.
|
— |
$372M |
| Apr 17 |
BWGC
BW Industrial Holdings Inc.
|
— |
$21M |
| Apr 24 |
RIKU
RIKU DINING GROUP Ltd
|
— |
$34M |
|
Unusual Options Volume |
15 scanned · 09:49 ET |
| Ticker |
Total Vol |
Calls |
Puts |
P/C |
Hottest Strike |
| SPY |
1,337,424 |
447,749 |
889,675 |
1.99
|
$680C 95,198 vol |
| SPY: High P/C ratio of 1.99 suggests bearish or hedging flow, with no clear directional signal. |
| QQQ |
526,130 |
214,559 |
311,571 |
1.45
|
$612C 41,209 vol |
| QQQ: Elevated call buying at $612C indicates bullish bets ahead of earnings or key event. |
| TSLA |
268,295 |
147,045 |
121,250 |
0.82
|
$350C 37,643 vol |
| TSLA: Call-heavy flow with P/C of 0.82 implies bullish positioning or short covering. |
| NVDA |
232,424 |
145,834 |
86,590 |
0.59
|
$190C 87,515 vol |
| NVDA: Aggressive call buying with low P/C of 0.59 suggests bullish institutional positioning. |
| AMD |
187,779 |
101,292 |
86,487 |
0.85
|
$250C 17,439 vol |
| AMD: Mixed flow, no clear directional signal, with P/C ratio near 1 and hot $250C call buying. |
|
|
VRT
CSP
Best Quality
Very High · max 3%
|
$114B
· Earnings Apr 22
· Div 8.0%
|
| $250P |
18 DTE |
+38.1% ann. |
+16.0% OTM |
Δ 0.16 |
POP 84% |
|
| The Czech National Bank has opened a new $25.4M stock position in Vertiv (VRT), according to a report by Quiver Quantitative. |
|
AXTI
CSP
Craziest Return
Moderate · max 1.5%
|
$3B
· Earnings Apr 30
|
| $55P |
18 DTE |
+243.3% ann. |
+11.0% OTM |
Δ 0.31 |
POP 69% |
|
| AXTI stock is up 23% today according to data from Quiver Quantitative. |
|
PL
CSP
Safest
High · max 2%
|
$11B
· Earnings Jun 03
|
| $27P |
39 DTE |
+34.7% ann. |
+19.9% OTM |
Δ 0.19 |
POP 81% |
|
| Planet Labs' stock is up 2% today, according to Quiver Quantitative, amid recent developments including AI object detection breakthrough and favorable analyst coverage. |
|
MU
CC
Best Quality
Very High · max 3%
|
$463B
· Earnings Jun 24
· Div 14.0%
|
| $450C |
32 DTE |
+61.7% ann. |
+8.3% OTM |
Δ 0.11 |
POP 89% |
|
| Micron has a 15.58% downside risk to a target price of $318.89, despite a recent 485.1% rally, according to 24/7 Wall St. |
|
AXTI
CC
Craziest Return
Low · max 1%
|
$3B
· Earnings Apr 30
|
| $67C |
25 DTE |
+273.6% ann. |
+6.0% OTM |
Δ 0.16 |
POP 84% |
|
| AXTI stock is up 23% today according to data from Quiver Quantitative. |
|
EWY
CC
Safest
Moderate · max 1.5%
|
$10B
· Div 169.0%
|
| $153C |
39 DTE |
+25.9% ann. |
+12.2% OTM |
Δ 0.05 |
POP 95% |
|
| The Allspring Spectrum Income Allocation Fund holds a significant position in the iShares MSCI South Korea ETF (EWY), according to GuruFocus. |
|
Portfolio Hedge |
SPY $677 · QQQ $609 · VIX 20.5 |
Optimal single-put hedge for a $100K portfolio · β-matched sizing for uniform protection across -5% to -20% · roll every 60 days
✓ VIX 20.5 — Below 22.0 threshold. Puts are cheap — good time to hedge.
SPY Puts
| Profile |
Strike |
Exp |
Qty |
Prem |
Cost |
Ann % |
| Defensive β=0.65 |
$675P |
60d |
1 |
$18.43 |
$1,843 |
11.2% |
| Balanced ● β=0.85 |
$690P |
60d |
1 |
$31.98 |
$3,198 |
19.5% |
| Aggressive β=1.10 |
$665P |
60d |
2 |
$15.44 |
$3,088 |
18.8% |
Scenario: 1× SPY $690P 60d (β=0.85 portfolio)
| Scenario |
SPY |
Coverage |
NLV |
| Pullback -5% |
$643 |
110% |
$97,221 |
| Correction -10% |
$609 |
95% |
$96,357 |
| Bear leg -15% |
$576 |
90% |
$95,492 |
| Crash -20% |
$542 |
87% |
$94,628 |
QQQ Puts
| Profile |
Strike |
Exp |
Qty |
Prem |
Cost |
Ann % |
| Defensive β=0.65 |
$555P |
65d |
1 |
$163.03 |
$16,303 |
91.5% |
| Balanced ● β=0.85 |
$555P |
65d |
1 |
$163.03 |
$16,303 |
91.5% |
| Aggressive β=1.10 |
$555P |
65d |
2 |
$163.03 |
$32,606 |
183.1% |
Scenario: 1× QQQ $555P 65d (β=0.85 portfolio)
| Scenario |
QQQ |
Coverage |
NLV |
| Pullback -5% |
$578 |
0% |
$79,447 |
| Correction -10% |
$548 |
8% |
$75,896 |
| Bear leg -15% |
$518 |
29% |
$74,690 |
| Crash -20% |
$487 |
40% |
$73,485 |
One near-ATM put per 100 shares of β-adjusted exposure · roll at 30d remaining · near-ATM strikes provide uniform -5% to -20% coverage unlike OTM ladders · 09:49 ET
|
|
April 2026 Picks — SD50 Portfolio (MTD)
Apr 01 – Apr 13 (MTD) · Hit rate: 30/40 · Avg return: +6.9% · YTD: +9.9%
Systematic monthly portfolio · 5 low-correlation signal streams spanning large-cap quality, broad-universe value, thematic momentum, high-volatility mean-reversion, and static hedges · multi-timeframe scoring across 7,000+ symbols · no discretionary overrides
| Live Track Record · since 2025-07 · 9 months |
| Return |
+56.2% |
Ann. |
81.2% |
Sharpe |
2.78 |
Max DD |
-9.1% |
| Win% |
89% |
Alpha |
+71.8% |
SPY |
+7.0% |
$100K → |
$156,184 |
| Full backtest · 2016-12–2026-03 · 112 months |
| Total |
2,124% |
Ann. |
39.4% |
Sharpe |
1.70 |
Max DD |
-12.2% |
| Win% |
71% |
Alpha |
+28.7% |
SPY |
159% |
$100K → |
$2,223,727 |
| Ticker |
Wt% |
Return |
| WMT |
14.4% |
+0.7% |
| XOM |
14.0% |
-4.0% |
| JNJ |
13.4% |
-2.5% |
| CNL |
7.7% |
+1.4% |
| AUGO |
6.1% |
+16.7% |
| FDX |
5.1% |
+3.4% |
| TPR |
3.6% |
+3.1% |
| EMEQ |
3.5% |
+6.7% |
| GEV |
2.8% |
+11.2% |
| NDSN |
2.5% |
+2.7% |
| BTSG |
2.3% |
+8.0% |
| MU |
1.9% |
+11.7% |
| EOG |
1.8% |
-1.7% |
| DNTH |
1.7% |
+7.3% |
| AAOI |
1.7% |
+69.5% |
| PCAR |
1.2% |
+7.5% |
| LQDA |
1.2% |
+2.3% |
| TBN |
1.2% |
-17.5% |
| AAMI |
1.0% |
+9.1% |
| PGR |
0.9% |
+0.8% |
|
|
| Ticker |
Wt% |
Return |
| LLY |
0.9% |
-2.1% |
| COST |
0.9% |
-0.2% |
| GLD |
0.9% |
-0.8% |
| TERN |
0.8% |
-0.1% |
| PSI |
0.7% |
+13.6% |
| AGX |
0.6% |
+7.2% |
| MUX |
0.6% |
+6.2% |
| GOOGL |
0.5% |
+6.4% |
| AAPL |
0.5% |
+0.9% |
| TSLA |
0.5% |
-8.2% |
| AMZN |
0.5% |
+12.3% |
| NVDA |
0.5% |
+5.9% |
| AVGO |
0.5% |
+18.3% |
| BRK.B |
0.5% |
-0.1% |
| MSFT |
0.5% |
+0.6% |
| META |
0.5% |
+8.1% |
| JPM |
0.5% |
+4.2% |
| MKOR |
0.5% |
+8.3% |
| ANAB |
0.4% |
+23.7% |
| SYRE |
0.4% |
+35.6% |
|
|
|
Important Disclosures
The MOS Regime Inference is powered by a proprietary quantitative engine utilizing a Mixture-of-Experts (MoE) Hidden Markov Model ensemble. It combines Bayesian probabilistic state detection with deep learning sequence models across dozens of cross-asset features to identify structural market shifts and early-warning crisis indicators. This model is experimental and subject to inherent statistical uncertainties.
Timing. The issue date above is the publication (send) date. The regime badge, regime_latest.json snapshot, and embedded regime timeline chart are produced when this issue is built: we run hmm_validation_suite.py --inference at the start of that pipeline using the latest trading rows then available in the price cache (often through the prior U.S. session close when today’s full session bar is not yet in the panel). Running inference again later the same day can change SPY, VIX, PBT, and leverage readouts. The timeline chart is a rolling ~90-day view frozen at send time; back-to-back archived issues can look very similar when history overlaps.
This newsletter is for informational and educational purposes only and does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Options trading involves substantial risk of loss and is not suitable for all investors. Past performance, including backtested results, does not guarantee future returns. Backtested performance has inherent limitations: it is constructed with the benefit of hindsight, does not reflect actual trading, and may not account for all market conditions, transaction costs, or liquidity constraints. The author may hold positions in securities mentioned. All data is believed reliable but accuracy is not guaranteed. Consult a licensed financial advisor before making investment decisions.
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