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Markets · Options · Signal
April 21, 2026 · All times ET
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Market Snapshot · 09:39 ET
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S&P 500
708.86
+0.02%
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Nasdaq
646.65
-0.02%
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Dow
496.52
+0.44%
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Russell 2k
278.20
+0.31%
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VIX
19.05
+0.95%
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20Y Bond
86.93
-0.14%
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Gold
438.93
-0.71%
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Silver
71.25
-1.25%
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Oil
121.47
+0.13%
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USD
27.35
+0.13%
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CNN Fear & Greed
71
Greed
wk +22 · mo +55
|
AAII Survey 2026-04-15
▲ 31.7%
/
▼ 42.8%
/
25.5%
spread -11.1 · avg bull 31.0%
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| Key Technical Levels |
| SPY |
Trend: Neutral |
Sup: 674.97 |
Res: 712.39 |
RSI: 73.0 |
| QQQ |
Trend: Bullish |
Sup: 604.29 |
Res: 650.20 |
RSI: 73.6 |
|
Econ Calendar |
8 high-impact · Tue Apr 21 – Thu Apr 23 · as of 09:39 ET |
| Tue Apr 21 |
| 08:30 |
US |
Core Retail Sales (MoM) (Mar) — est. 1.4%, prev. 0.7% |
| 08:30 |
US |
Retail Sales (MoM) (Mar) — est. 1.4%, prev. 0.7% |
| 08:30 |
US |
U.S. President Trump Speaks |
| Wed Apr 22 |
| 02:00 |
GB |
CPI (YoY) (Mar) — est. 3.3%, prev. 3.0% |
| 10:30 |
US |
Crude Oil Inventories — est. -1.000M, prev. -0.913M |
| Thu Apr 23 |
| 08:30 |
US |
Initial Jobless Claims — est. 212K, prev. 207K |
| 09:45 |
US |
S&P Global Manufacturing PMI (Apr) — est. 52.5, prev. 52.3 |
| 09:45 |
US |
S&P Global Services PMI (Apr) — est. 50.1, prev. 49.8 |
|
| Indicator |
Value |
Change |
| 2Y Yield |
3.81% |
+0bps |
| 10Y Yield |
4.27% |
+2bps |
| Spread |
+47bps |
Steepening |
| DXY |
98.17 |
+0.13% |
| VIX/3M |
0.89 |
Contango |
| HY OAS |
6.71% |
+0.04% |
| BZ–WTI |
0.9877
$94.45 · $95.63
|
z -2.77 · Long spread · ρ 92%
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| GDXJ–GLD |
0.2952
$129.41 · $438.40
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z +0.67 · Neutral · ρ 84%
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| BTC |
$76,175 |
+0.4% |
| ETH |
$2,315 |
-0.0% |
| ETH/BTC |
0.0304 |
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Sector Rotation · Today |
10:23 ET |
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Technology
+0.72%
XLK
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Financials
+0.57%
XLF
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Cons. Discr.
+0.49%
XLY
|
|
Materials
+0.40%
XLB
|
Communication
+0.17%
XLC
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Energy
+0.07%
XLE
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Health Care
-0.05%
XLV
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Industrials
-0.09%
XLI
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Cons. Staples
-0.10%
XLP
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|
Utilities
-0.54%
XLU
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Real Estate
-0.68%
XLRE
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In today's RECOVERY regime, tech and financials lead as cyclicals outperform defensives, with Technology and Financials pacing gains while Cons. Staples and Utilities lag.
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Regime Timeline
HMM V6 · 4-state model · 42 features
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From the Desk · RECOVERY Day 6 (prev. close)
“The market remains in a RECOVERY regime for 6 days, with the S&P 500 essentially unchanged at +0.02% and Dow up 0.44% at the previous close. Worth watching is the divergence between the market's recovery signals and the Lira's implied policy path, as Bloomberg reports Turkey will likely hold off on hiking rates, potentially contradicting the Fed's inflation-fighting stance mentioned by Trump.”
— The MOS Quantitative Desk
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Policy Risk Monitor — @realDonaldTrump
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“Never allow the Traitor Democrats like Low IQ person Hakeem Jeffries, or Cryin’ Chuck Schumer, or the totally corrupt Fake News Media such as the phony and decaying Wall Street Journal, the Failing New York Times (Subscriptions way down!), or dying “60 Minutes,” to demean or criticize Operation Midnight Hammer, which totally obliterated the Nuclear Dust locations to the point where bloodthirsty Iran has been unable to get to it, or dig it out. Space Force has cameras on every inch of the 3 sites that were so brilliantly hit last June! Thank you for your attention to this matter! President DJT”
1m ago
$USO$XLEDefense
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“I have always been a big fan of Tim Cook, and likewise, Steve Jobs, but if Steve was not taken from the Planet Earth so young, and ran the company instead of Tim, the company would have done well, but nowhere near as well as it has under Tim. For me it began with a phone call from Tim at the beginning of my First Term. He had a fairly large problem that only I, as President, could fix. Most people would have paid millions of dollars to a consultant, who I probably would not have known, but who would say that he knew me well. The fees would be paid but the job would not have gotten done. When I got the call I said, wow, it’s Tim Apple (Cook!) calling, how big is that? I was very impressed with myself to have the head of Apple calling to “kiss my ass.” Anyway, he explained his problem, a tough one it was, I felt he was right and got it taken care of, quickly and effectively. That was the beginning of a long and very nice relationship. During my five years as President, Tim would call me, but never too much, and I would help him where I could. Years latter, after 3 or 4 BIG HELPS, I started to say to people, anyone who would listen, that this guy is an amazing manager and leader. He makes these calls to me, I help him out (but not always, because he will, on occasion, be too aggressive in his ask!), and he gets the job done, QUICKLY, without a dime being given to those very expensive (millions of dollars!) consultants around town who sometimes get it done, and sometimes don’t. Anyway, Tim Cook had an AMAZING career, almost incomparable, and will go on and continue to do great work for Apple, and whatever else he chooses to work on. Quite simply, Tim Cook is an incredible guy!!! President DONALD J. TRUMP”
2h ago
$AAPL$DXY$QQQ$SPY
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Crowd Signal |
250 posts · 5 subs · 10:22 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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SPY
mixed
16
“I've always been kind of a bear. Then I got bored and analyzed 6 years of option…”
WSB 206 pts · 5/5 subs
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AMC
mixed
12
“Bought the dip of AMC”
WSB 2097 pts · 2/5 subs
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AREN
mixed
11
“$BNTX YOLO – Betting $120k that cancer gets cured in the next few years”
WSB 26 pts · 5/5 subs
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QQQ
mixed
11
“Not my worst year”
WSB 57 pts · 5/5 subs
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AMZN
mixed
10
“The Circle Jerk Will Continue Until Morale Improves”
WSB 1111 pts · 4/5 subs
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WISH
mixed
10
“Good bye Wallstreet ❤️ Thank you guys for everything…”
WSB 22505 pts · 5/5 subs
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MOD
mixed
10
“Blue Orgin “accidentally” deploys their competitors satellites into the wrong or…”
WSB 7580 pts · 4/5 subs
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ANY
mixed
9
“I've always been kind of a bear. Then I got bored and analyzed 6 years of option…”
WSB 206 pts · 5/5 subs
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Insider Wire |
1748 Form 4s filed · 09:39 ET |
Notable open-market transactions · SEC EDGAR · 2026-04-16 to 2026-04-21
Executives are dumping tech stocks ahead of earnings, with notable sales in Dell and CrowdStrike by major holders and insiders, signaling potential sector weakness.
|
Ticker |
Insider |
Value |
| SELL |
CRWV |
Magnetar Financial LLC Insider |
$166.2M |
| SELL |
DELL |
SLTA IV (GP), L.L.C. Insider |
$81.3M |
| SELL |
DELL |
SLTA V (GP), L.L.C. Insider |
$81.3M |
| SELL |
DELL |
SLTA V (GP), L.L.C. Insider |
$67.5M |
| SELL |
CRWV |
Intrator Michael N CEO and President |
$36.0M |
| SELL |
MRVL |
Bharathi Sandeep President, Data Center Group |
$8.7M |
|
Short Interest Monitor |
25 scanned · 10:23 ET |
FINRA short interest via Yahoo · ~10 days (FINRA via Yahoo) · squeeze risk = SI% × days-to-cover
| Ticker |
SI % |
DTC |
MoM |
Squeeze |
| SPHR |
34.9% |
7.1d |
+3.7% |
HIGH
|
| UPST |
33.3% |
5.4d |
+11.0% |
HIGH
|
| BYND |
31.0% |
5.2d |
-1.3% |
HIGH
|
| SMCI |
18.5% |
1.9d |
-2.2% |
ELEVATED
|
| GME |
15.3% |
11.1d |
-4.3% |
ELEVATED
|
| AMC |
15.3% |
3.4d |
-28.4% |
ELEVATED
|
| CVNA |
14.6% |
5.3d |
+16.9% |
MODERATE
|
| RIVN |
13.3% |
4.9d |
+0.6% |
MODERATE
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Market Headlines |
8 sources · 09:39 ET |
Lira Swaps Signal Turkey Will Hold Off Hiking Rates This Meeting
BBG 1h ago
The Turkish central bank may hold off on rate hikes, contrary to market expectations, which could lead to a depreciation of the USD/TRY and a rally in TRY assets. If this happens, short-term TRY rates may decrease. However, if inflation expectations rise, the bank may surprise with a rate hike, leading to initial TRY asset gains and potential capital outflows.
| BBG |
Germany's Merz Slams Hostile Bank Tactics; Exclusive UniCredit CEO Interview | The Pulse 4/21
|
1h ago |
| BBG |
S&P 500 Futures Rally as Traders Await Updates on Iran, Warsh
The market is awaiting updates on Iran and Warsh, which could significantly impact S&P 500 futures and equity markets. A positive update could lead to a rally in equity markets and improved risk appetite, while a negative update could result in a decline in equity markets and increased risk aversion.
|
1h ago |
| BBG |
Hybrid Bond Buybacks Return After War Paused Riskier Debt Deals
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2h ago |
| FJ |
Trump: Interest rate rises to stop inflation sort of effective.
The effectiveness of interest rate hikes in controlling inflation has been questioned, which may lead to a reassessment of monetary policy. If inflation expectations rise, the market may price in more aggressive monetary policy, putting risk assets under pressure. For now, expect no immediate market reaction.
|
43m ago |
| BBG |
Romania’s Premier Faces Ultimatum to Quit in Escalating Crisis
The escalating crisis in Romania may lead to a depreciation of the EUR/RON and a decline in Romanian assets if not contained. A resolution to the crisis, on the other hand, could result in an appreciation of the EUR/RON and a rally in Romanian assets, improving market sentiment.
|
18h ago |
| BBG |
Oil Wavers as Traders Await US-Iran Talks Before Truce Expires
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15h ago |
| FT |
Private credit funds strained as borrowing costs edge higher
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9h ago |
|
Financial Wire |
Top 5 · AI digest · 09:39 ET |
| FJ |
Iran-US Tensions Escalate
Escalating Iran-US tensions may lead to increased risk premium in crude and equities
|
1h ago |
| FJ |
Trump on Fed Rate Cuts
Trump's comments on rate cuts may influence market expectations for Fed policy
|
53m ago |
| FJ |
ECB Balance Sheet Update
ECB's unchanged forex reserves and bond holdings may signal steady policy stance
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37m ago |
| FJ |
Crude Supply Disrupted
Reduced Strait of Hormuz traffic may lead to crude supply disruptions and price volatility
|
15m ago |
| FJ |
US Economic Data
US Redbook YoY Actual 6.7% may signal steady consumer spending and economic growth
|
32m ago |
Source: FinancialJuice · 37 flashes scanned
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LRCX
$263.52
-0.3%
|
Bullish
|
| Composite 72 |
1M +14.4% |
3M +20.0% |
1Y +310.8% |
FLAT |
| Technology |
$331B |
P/E 36.8 |
β 1.79 |
SI 2.5% |
Target $281 |
Rev 22% |
Lam Research (LRCX) reports earnings this Wednesday, with expectations of strong Q3 results driven by AI chip demand and foundry strength, lifting Systems sales, particularly advanced etch and EUV tools. The stock has a 1-year return of 310.8% and a forward P/E of 36.8. Geopolitical risks, including tensions around the Strait of Hormuz and elevated oil prices, could impact the stock's performance.
|
|
NVDA
$201.70
-0.0%
|
Bullish
|
| Composite 66 |
1M +12.9% |
3M +8.3% |
1Y +93.0% |
UP |
| Technology |
$4.9T |
P/E 17.9 |
β 2.33 |
SI 1.2% |
Target $269 |
Rev 73% |
Nvidia's (NVDA) forward P/E is 17.9 with a market capitalization of $4.9T and 73% revenue growth, per fundamentals. The stock has a composite score of 66/100, with a 1-year return of +93.0%. Risk: high beta of 2.33 and short interest of 1.2% may lead to volatility.
|
|
SATS
$134.45
-0.8%
|
Bullish
|
| Composite 64 |
1M +22.1% |
3M +8.1% |
1Y +5.0% |
UP |
| Communication Services |
$39B |
P/E -91.5 |
β 1.00 |
SI 28.9% |
Target $130 |
Rev -4% |
EchoStar (SATS) surged 23.0% over the past 30 days and 20.4% year-to-date, with a recent 7.6% return over the last week, currently trading around $135. The stock's composite score is 64/100 with a trend UP, and quantitative signals show 1M returns of +22.1% and 1Y returns of +5.0%. However, the company runs at a loss, with a forward P/E of -91.5 and short interest of 28.9%, posing significant risk.
|
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Options · Portfolio · Actionable Picks
|
|
Earnings This Week |
Apr 21 – May 05 · 10:23 ET |
| Ticker |
Date |
Exp. Move |
| PCAR |
Apr 28 ☀ |
±7% |
| Investors will watch PACCAR's European order trends on April 28 earnings, as BNP Paribas cites improving orders as a reason for their neutral initiation on the stock. |
| GOOGL |
Apr 29 ☽ |
±2% |
| Investors will closely watch Google's upcoming earnings on April 29 for signs of increased spending on AI chips, following a partnership with Marvell, which may impact profitability. |
| META |
Apr 29 ☽ |
±2% |
| Investors will closely watch Meta's upcoming earnings report on April 29 to assess the company's progress in AI, a key area of focus for the stock. |
| AMZN |
Apr 29 ☽ |
±2% |
| Amazon's significant investment in AI startup Anthropic, up to $25 billion, may impact its upcoming earnings on April 29, potentially influencing the stock's performance. |
| MSFT |
Apr 29 ☽ |
±2% |
| Microsoft's upcoming earnings report on April 29 may see a stock reaction driven by investor focus on the company's cloud business performance amid trimmed growth targets. |
|
| 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 22 |
NHP
National Healthcare Properties, Inc.
|
— |
$708M |
| Apr 22 |
YSWY
Yesway, Inc.
|
— |
$369M |
| Apr 22 |
EMI
Encore Medical, Inc.
|
— |
$17M |
| Apr 23 |
ELMT
Elmet Group Co.
|
— |
$124M |
| Apr 24 |
XE
X-Energy, Inc.
|
— |
$936M |
| Apr 28 |
BWGC
BW Industrial Holdings Inc.
|
— |
$21M |
| Apr 29 |
PS
PERSHING SQUARE HOLDCO, L.P.
|
— |
— |
| May 05 |
RIKU
RIKU DINING GROUP Ltd
|
— |
$34M |
|
Unusual Options Volume |
15 scanned · 10:23 ET |
| Ticker |
Total Vol |
Calls |
Puts |
P/C |
Hottest Strike |
| SPY |
823,177 |
401,762 |
421,415 |
1.05
|
$710C 99,122 vol |
| SPY: Slightly bearish flow with P/C=1.05, but $710C buying suggests bullish bets. |
| QQQ |
535,941 |
193,911 |
342,030 |
1.76
|
$647C 34,677 vol |
| QQQ: Heavy put buying with P/C=1.76, potentially protective hedge or bearish positioning. |
| NVDA |
145,503 |
67,069 |
78,434 |
1.17
|
$202C 24,225 vol |
| NVDA: Call buying at $202C hot strike, possible bullish bet or short squeeze setup. |
| TSLA |
133,401 |
73,105 |
60,296 |
0.82
|
$390C 9,197 vol |
| TSLA: Call-heavy flow with low P/C=0.82, potentially bullish positioning or short covering. |
| AMD |
62,597 |
43,817 |
18,780 |
0.43
|
$285C 7,140 vol |
| AMD: Call-heavy flow with low P/C=0.43, suggests bullish bets or institutional buying. |
|
|
VRT
CSP
Best Quality
Very High · max 3%
|
$123B
· Earnings Apr 22
· Div 8.0%
|
| $260P |
25 DTE |
+28.9% ann. |
+16.1% OTM |
Δ 0.17 |
POP 83% |
|
| The State of Alaska's Department of Revenue has opened a new $9.2M position in Vertiv Holdings (VRT) stock, according to Quiver Quantitative. |
|
AXTI
CSP
Craziest Return
Moderate · max 1.5%
|
$4B
· Earnings Apr 30
|
| $70P |
25 DTE |
+241.9% ann. |
+10.5% OTM |
Δ 0.28 |
POP 72% |
|
| AXTI is up 12.8% amid a $550M stock sale to fund InP capacity expansion, but faces dilution concerns. |
|
CLS
CSP
Safest
High · max 2%
|
$46B
· Earnings Apr 27
|
| $320P |
25 DTE |
+27.4% ann. |
+20.0% OTM |
Δ 0.15 |
POP 85% |
|
| Bank of America forecasts strong price appreciation for Celestica (CLS) stock, while Seeking Alpha warns that standardization could pose a risk. |
|
MRVL
CC
Best Quality
High · max 2%
|
$134B
· Earnings May 28
· Div 16.0%
|
| $160C |
25 DTE |
+52.6% ann. |
+8.8% OTM |
Δ 0.07 |
POP 93% |
|
| Marvell Technology (MRVL) stock is soaring due to optimism around its growth potential despite weak XPU guidance, fueled by enthusiasm over Google. |
|
AXTI
CC
Craziest Return
Low · max 1%
|
$4B
· Earnings Apr 30
|
| $79C |
25 DTE |
+298.0% ann. |
+5.0% OTM |
Δ 0.20 |
POP 80% |
|
| AXTI is up 12.8% amid a $550M stock sale to fund InP capacity expansion, but faces dilution concerns. |
|
CLS
CC
Safest
High · max 2%
|
$46B
· Earnings Apr 27
|
| $450C |
39 DTE |
+54.0% ann. |
+12.4% OTM |
Δ 0.05 |
POP 95% |
|
| Bank of America forecasts strong price appreciation for Celestica (CLS) stock, while Seeking Alpha warns that standardization could pose a risk. |
|
Portfolio Hedge |
SPY $710 · QQQ $649 · VIX 19.0 |
Optimal single-put hedge for a $100K portfolio · β-matched sizing for uniform protection across -5% to -20% · roll every 60 days
✓ VIX 19.0 — Below 22.0 threshold. Puts are cheap — good time to hedge.
SPY Puts
| Profile |
Strike |
Exp |
Qty |
Prem |
Cost |
Ann % |
| Defensive β=0.65 |
$705P |
57d |
1 |
$14.57 |
$1,457 |
9.3% |
| Balanced ● β=0.85 |
$725P |
57d |
1 |
$23.04 |
$2,304 |
14.8% |
| Aggressive β=1.10 |
$695P |
57d |
2 |
$11.69 |
$2,338 |
15.0% |
Scenario: 1× SPY $725P 57d (β=0.85 portfolio)
| Scenario |
SPY |
Coverage |
NLV |
| Pullback -5% |
$675 |
118% |
$98,455 |
| Correction -10% |
$639 |
101% |
$97,757 |
| Bear leg -15% |
$604 |
95% |
$97,059 |
| Crash -20% |
$568 |
92% |
$96,362 |
QQQ Puts
| Profile |
Strike |
Exp |
Qty |
Prem |
Cost |
Ann % |
| Defensive β=0.65 |
$650P |
57d |
1 |
$20.34 |
$2,034 |
13.0% |
| Balanced ● β=0.85 |
$660P |
57d |
1 |
$24.92 |
$2,492 |
16.0% |
| Aggressive β=1.10 |
$640P |
57d |
2 |
$16.46 |
$3,292 |
21.1% |
Scenario: 1× QQQ $660P 57d (β=0.85 portfolio)
| Scenario |
QQQ |
Coverage |
NLV |
| Pullback -5% |
$616 |
102% |
$97,611 |
| Correction -10% |
$584 |
89% |
$96,605 |
| Bear leg -15% |
$552 |
85% |
$95,600 |
| Crash -20% |
$519 |
83% |
$94,594 |
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 · 10:23 ET
|
|
April 2026 Picks — SD50 Portfolio (MTD)
Apr 01 – Apr 21 (MTD) · Hit rate: 33/41 · Avg return: +11.2% · YTD: +13.5%
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 |
+58.6% |
Ann. |
84.9% |
Sharpe |
2.95 |
Max DD |
-8.0% |
| Win% |
89% |
Alpha |
+77.0% |
SPY |
+5.9% |
$100K → |
$158,593 |
| Full backtest · 2017-01–2026-03 · 111 months |
| Total |
2,475% |
Ann. |
42.1% |
Sharpe |
1.69 |
Max DD |
-16.5% |
| Win% |
71% |
Alpha |
+30.4% |
SPY |
178% |
$100K → |
$2,574,682 |
| Ticker |
Wt% |
Return |
| XOM |
14.2% |
-8.8% |
| WMT |
13.8% |
+2.6% |
| JNJ |
13.8% |
-6.8% |
| CNL |
7.5% |
+12.6% |
| AUGO |
6.5% |
+17.5% |
| FDX |
5.1% |
+10.7% |
| EOG |
3.6% |
-6.9% |
| EMEQ |
3.1% |
+16.3% |
| NDSN |
2.5% |
+6.6% |
| GEV |
2.4% |
+13.1% |
| BTSG |
2.2% |
+13.5% |
| MU |
1.9% |
+23.4% |
| PCAR |
1.8% |
+9.2% |
| SPHR |
1.7% |
+9.7% |
| AAOI |
1.7% |
+100.2% |
| TPR |
1.2% |
+6.0% |
| DNTH |
1.2% |
+6.4% |
| LQDA |
1.2% |
+0.5% |
| LGCY |
1.0% |
+8.5% |
| GLD |
0.9% |
+0.2% |
| COST |
0.9% |
-0.5% |
|
|
| Ticker |
Wt% |
Return |
| LLY |
0.9% |
-6.6% |
| PGR |
0.9% |
+5.7% |
| TERN |
0.8% |
-0.1% |
| TBN |
0.8% |
-20.2% |
| PSI |
0.7% |
+27.3% |
| MUX |
0.6% |
+18.2% |
| DTCR |
0.6% |
+15.9% |
| BRK.B |
0.5% |
-1.2% |
| AVGO |
0.5% |
+26.8% |
| NVDA |
0.5% |
+14.7% |
| MSFT |
0.5% |
+13.4% |
| AMZN |
0.5% |
+19.7% |
| META |
0.5% |
+15.9% |
| AAPL |
0.5% |
+6.1% |
| GOOGL |
0.5% |
+13.2% |
| TSLA |
0.5% |
+2.6% |
| JPM |
0.5% |
+8.4% |
| MKOR |
0.4% |
+18.5% |
| ANAB |
0.4% |
+36.5% |
| AGX |
0.4% |
+8.9% |
|
|
|
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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