WELCOME

Welcome to US Market Research, where data-driven insights meet investment opportunity. I’m Carlos Jimenez, and I’ve created this platform with a clear mission: to transform complex market data into clear, actionable intelligence that empowers your investment decisions.

US Market Research website delivers a comprehensive daily analysis of financial market conditions, with a primary focus on the S&P 500. Through rigorously tested models and in-depth analysis, the goal is to help you understand market trends and identify potential opportunities. While the core focus is the S&P 500, here I also want to provide valuable insights on other indices, sectors, and individual stocks when our models indicate significant developments worth your attention.

To ensure you stay ahead of market movements, this dashboard updates daily before the New York market opens, providing you with timely insights drawn from trusted sources including FRED, the US Treasury Website, CBOE website, and Yahoo Finance. This carefully curated data powers all the analysis you will see in this website, helping you make more informed investment choices in an ever-changing market landscape.

BRIEF DESCRIPTION

• Carlos Jimenez: Welcome to my website, your free resource for financial market data, analysis, and insights. Currently, I work as a Senior Manager in AI & Data at Ernst & Young LLP, helping banks and insurance companies implement GenAI and traditional machine learning algorithms to optimize Risk and Wealth & Asset Management (WAM) processes. Here, I combine that expertise with my passion for making financial knowledge accessible and actionable for everyone. This is completely free!

• Anne Pro: is the advanced AI financial analyst I developed and the creative force behind this site. Anne Pro transforms complex market data into clear, actionable insights, empowering investors at all levels to make smarter, faster decisions. From trends to technical analysis, Anne Pro ensures every piece of content is accurate, insightful, and easy to understand.

Explore the following Key Sections:

• Global Overview: Gain actionable insights into market trends and opportunities across asset classes, powered by real-time data and advanced financial market analysis from our Large Language Model (LLM).

• Volatility Lab: Explore unique Implied Volatility (IV) analytics based on PUT options data, offering innovative perspectives on market sentiment and risk assessment.

• Technical Analysis: Uncover trends and momentum insights for major indices and sectors to anticipate market movements effectively.

• drawdowns Analysis: Statistical analysis of the Drawdowns in mayor indices.

• Macroeconomics: Access critical US economic indicators and government bond data for a comprehensive macroeconomic perspective.

• Option Lab: Analyze Gamma Exposure (GEX) to understand the impact of options positioning on asset prices across indices and single names.

• Machine Learning: Utilize cutting-edge ML models for forecasting and advanced analytics to enhance market strategy precision.

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• Value Investing Ideas: Explore carefully selected investment opportunities rooted in the principles of value investing. Anne Pro identifies undervalued stocks with strong fundamentals, empowering you to make confident, long-term investment decisions. Our goal is simple: hold positions for the long term and watch your wealth grow steadily.

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DISCLAIMER

The information on this website is updated once daily (around 6:00 am New York Time) and is provided solely for informational purposes.

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OUR OPINION

As for the previous trading day, global stock markets exhibited varied performance across different continents, reflecting both short-term fluctuations and longer-term trends.

YTD Performance Analysis

Oceania:
In Oceania, Australia has shown a positive YTD return of 7.95%, indicating a relatively strong performance. In contrast, New Zealand has experienced a decline of -2.22%. Australia’s growth may be attributed to its robust commodity sector and economic resilience, while New Zealand’s underperformance could be linked to domestic economic challenges.

Asia:
Asian markets present a mixed picture. South Korea leads with an impressive YTD gain of 18.60%, followed by China at 14.78% and Japan at 10.61%. Taiwan and India have more modest gains of 2.03% and 1.70%, respectively. South Korea’s strong performance might be driven by its technology sector, while China’s growth could be supported by economic recovery efforts. However, Saudi Arabia in the Middle East has seen a decline of -6.42%, potentially due to fluctuating oil prices.

Europe:
European markets have generally performed well YTD. Spain stands out with a remarkable 39.83% increase, followed by Italy at 34.37% and Germany at 32.90%. France and the Netherlands also show strong gains of 19.56% and 19.06%, respectively. These gains may be attributed to economic recovery and fiscal stimulus measures across the continent. The United Kingdom also shows a solid performance with an 18.04% increase.

North America:
In North America, Canada has a notable YTD gain of 11.43%, while the United States shows a modest increase of 1.12%. Canada’s performance could be linked to its resource-rich economy, while the US market’s slower growth might reflect concerns over interest rates and inflation.

South America:
South American markets have shown strong YTD performance, with Chile at 27.17%, Mexico at 26.09%, and Brazil at 19.82%. Peru also shows a solid gain of 16.72%. These gains may be driven by commodity exports and economic recovery efforts.

Middle East:
Qatar has a positive YTD return of 4.81%, contrasting with Saudi Arabia’s decline. Qatar’s performance might be supported by stable energy prices and economic diversification efforts.

Daily Performance Analysis

Oceania:
On a daily basis, New Zealand saw a gain of 0.96%, while Australia increased by 0.66%. This suggests short-term positive momentum in the region.

Asia:
Asian markets experienced some volatility, with South Korea and China declining by -1.89% and -1.93%, respectively. Japan, however, saw a slight increase of 0.12%. These fluctuations could be influenced by regional economic developments and investor sentiment.

Europe:
European markets showed mixed daily performance. Italy and Spain posted gains of 0.40% and 0.49%, respectively, while France experienced a decline of -0.63%. Germany and the UK saw modest gains, reflecting ongoing economic recovery.

North America:
Canada’s daily gain of 0.40% contrasts with the United States’ slight decline of -0.11%, indicating some divergence in short-term market movements.

South America:
South American markets faced daily declines, with Chile, Brazil, and Mexico experiencing drops of -1.81%, -1.77%, and -1.73%, respectively. This could be due to short-term market corrections or external economic factors.

Middle East:
Qatar and Saudi Arabia experienced slight daily declines of -0.42% and -0.16%, respectively, suggesting some short-term market pressures.

Regional Insights and Strategic Recommendations

Based on the YTD and daily performance analysis, Europe and South America offer promising investment opportunities due to their strong YTD growth. In Europe, countries like Spain and Italy are leading, while in South America, Chile and Mexico show robust performance. Investors might consider growth-focused strategies in these regions.

Conversely, regions like Saudi Arabia and New Zealand, which have shown underperformance, may require more cautious approaches. Defensive strategies could be appropriate in these areas, taking into account potential economic challenges.

Macroeconomic factors such as inflation, interest rates, and geopolitical tensions continue to influence market dynamics. Investors should remain vigilant and consider these factors when making strategic decisions.

For further insights and detailed data, including charts and historical trends, please refer to the accompanying table with this analysis. This comprehensive understanding of market dynamics will aid in strategic planning and informed decision-making.

Best regards,

[Your Name]

OUR OPINION

As for the previous trading day, the financial markets displayed a nuanced and varied landscape, with distinct performance metrics across key sectors. In the Equities sector, the SPDR S&P 500 ETF Trust (SPY) experienced a slight daily decline of 0.11%, with a weekly drop of 0.30%. However, it has shown resilience over the month with a gain of 6.28% and a quarterly increase of 5.36%, resulting in a year-to-date return of 1.12%. The Invesco QQQ Trust (QQQ), representing the technology-heavy Nasdaq, also faced a daily decrease of 0.16% and a weekly decline of 0.40%. Despite these short-term setbacks, QQQ has achieved a robust monthly gain of 9.18% and an impressive quarterly growth of 10.70%, contributing to a year-to-date return of 1.89%. The SPDR Dow Jones ETF Trust (DIA) showed a modest daily gain of 0.09%, although it experienced a weekly decline of 0.24%. Over the month, DIA has appreciated by 4.14%, with a quarterly increase of 0.83% and a year-to-date return of 0.28%. Conversely, the iShares Russell 2000 ETF (IWM) faced challenges, with a daily decline of 0.51% and a significant weekly drop of 1.27%. Despite a monthly gain of 5.24%, IWM has struggled over the quarter, with a decline of 2.80%, and a substantial year-to-date loss of 7.06%.

In the Fixed Income sector, the SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) remained stable with a slight daily gain of 0.03%, reflecting its role as a safe haven. The iShares 1-3 Year Treasury Bond ETF (SHY) showed a daily increase of 0.12% and a weekly gain of 0.16%, although it faced a monthly decline of 0.25%. The iShares 7-10 Year Treasury Bond ETF (IEF) and iShares TIPS Bond ETF (TIP) both demonstrated daily gains of 0.30% and 0.33%, respectively, but have experienced monthly declines, highlighting the impact of rising interest rates. The iShares 20+ Year Treasury Bond ETF (TLT) showed a daily return of 0.15%, but a significant monthly decline of 3.21%, reflecting long-duration bond sensitivity to interest rate changes.

Commodities presented a mixed picture, with the United States Oil Fund LP (USO) experiencing a daily decline of 0.06% and a monthly drop of 13.16%, indicating volatility in energy markets. SPDR Gold Shares (GLD) faced a daily decline of 0.66%, but has shown resilience with a monthly gain of 5.37% and a substantial year-to-date return of 23.71%. The iShares Silver Trust (SLV) also faced a daily decline of 0.99%, but has managed a positive year-to-date return of 11.40%. The United States Natural Gas Fund LP (UNG) faced significant challenges, with a daily decline of 1.75% and a staggering year-to-date loss of 7.64%, reflecting oversupply and demand fluctuations.

In Real Estate, the Vanguard Real Estate ETF (VNQ) remained flat with no daily change, but has shown a weekly gain of 0.80% and a monthly increase of 1.12%, indicating investor confidence in the sector’s recovery. The Vanguard Global ex-U.S. Real Estate ETF (VNQI) and iShares Residential and Multisector Real Estate ETF (REZ) both showed positive daily returns, with VNQI achieving a year-to-date return of 12.42%, driven by global real estate market dynamics.

Macroeconomic factors continue to shape market dynamics, with inflationary pressures and central bank policy adjustments influencing investor sentiment. The Federal Reserve’s interest rate hikes aim to curb inflation, impacting fixed-income returns and increasing volatility in equity markets. Geopolitical tensions and supply chain disruptions further contribute to commodity price fluctuations, affecting investor risk appetite.

Looking ahead, the market outlook remains cautiously optimistic, with potential opportunities in sectors poised for growth. In Equities, a balanced approach focusing on diversified ETFs like SPY and QQQ is recommended, capitalizing on broad market exposure and technology sector strength. In Fixed Income, short-duration bonds such as SHY offer stability amid rising rates, while caution is advised for long-duration assets like TLT. Commodities present selective opportunities, with GLD offering a hedge against inflation, while energy investments require careful consideration due to volatility. In Real Estate, VNQ offers potential upside as the sector recovers, supported by favorable macroeconomic conditions. Investors are advised to maintain a diversified portfolio, balancing sector strengths and weaknesses, and to remain vigilant of macroeconomic developments that may influence market trends.

For additional reference data, please consult the table accompanying this analysis.

OUR OPINION

As for the previous trading day, the analysis of SP500 volatility reveals several key insights into the current market dynamics, focusing on implied volatility from the option chain, volatility clustering patterns, and the behavior of the volatility spread.

Examining the implied volatility (IV) from the option chain, we observe that the At-The-Money (ATM) IV has shown a consistent upward trend over the past months. For instance, on June 2, 2025, the ATM IV was 14.35%, and it increased to 18.55% by June 18, 2026. This trend suggests a contango structure, where long-term IV is higher than short-term IV, indicating a market expectation of increasing volatility over time. Such a structure typically favors short-term volatility positions, as the market anticipates higher volatility in the future.

For Moneyness 105% IV, the data reflects a similar upward trend, albeit at a slightly lower rate than ATM IV. This indicates that while there is an expectation of increased volatility, the market is not as aggressively pricing in higher volatility for out-of-the-money calls. This could imply a more cautious approach to speculative strategies, as the market may not fully expect significant upward movements in the underlying asset. Conversely, Moneyness 95% IV, representing out-of-the-money puts, has also increased but remains higher than both ATM and Moneyness 105% IV. This suggests a heightened demand for downside protection, possibly due to market participants hedging against potential declines. The higher IV for these options indicates a preference for hedging strategies, as investors seek to protect against downside risk.

The cumulative analysis of days where IV has remained below 20 reveals a pattern of volatility clustering. The data shows that the IV has been below this threshold for extended periods, with occasional spikes above 20. This low-volatility environment can be beneficial for certain trading strategies, such as selling options to capture premium, given the reduced risk of large price swings. However, when the count of days below 20 resets to zero, indicating a rise in IV, it presents both risks and opportunities. A high IV environment increases the potential for selling opportunities, as options premiums are elevated, but also necessitates caution due to increased market uncertainty.

Analyzing the volatility spread, which is the difference between realized volatility (RV) and implied volatility (IV), provides further insights. The data indicates that the spread has been predominantly positive, with IV consistently exceeding RV. This scenario is conducive to selling volatility or implementing hedging strategies, as the market is pricing in more risk than is currently being realized. A positive spread suggests that investors can potentially earn a volatility risk premium by selling options, as the implied risk is not being matched by actual market movements.

In conclusion, the SP500’s implied volatility structure suggests a contango market, favoring short-term volatility positions. The higher IV for Moneyness 95% options indicates a preference for hedging strategies, while the positive volatility spread supports selling volatility to capture premiums. Investors should remain vigilant for shifts in volatility patterns and consider additional resources, such as historical data and charts, to enhance their understanding of these trends. Visual aids accompanying this analysis can provide further clarity on the evolving volatility landscape. Through this analysis, we aim to enhance our understanding of market dynamics and improve our strategic planning, ultimately leading to more informed and effective decision-making.

SPX Realized Daily Vol

SPX Realized Weekly Vol

SPX Realized Monthly Vol

SPX Realized Annual Vol

SPX Implied Daily Vol

SPX Implied Weekly Vol

SPX Implied Monthly Vol

SPX Implied Annual Vol

OUR OPINION

As for the previous trading day, the analysis of DowJones volatility reveals several key insights into the current market dynamics, focusing on implied volatility from the option chain, volatility clustering patterns, and the behavior of the volatility spread.

Examining the implied volatility (IV) from the option chain, we observe that the At-The-Money (ATM) IV has shown a gradual upward trend over the analyzed period. Starting from 14.18% on June 6, 2025, it increased to 16.29% by June 18, 2026. This trend suggests a contango structure, where long-term IV is higher than short-term IV, indicating a market expectation of increasing volatility over time. Such a structure typically favors short-term volatility positions, as the market anticipates higher volatility in the future.

For Moneyness 105% IV, the data reflects a similar upward trend, albeit at a slightly lower rate than ATM IV. This indicates that while there is an expectation of increased volatility, the market is not as aggressively pricing in higher volatility for out-of-the-money calls. This could imply a more cautious approach to speculative strategies, as the market may not fully expect significant upward movements in the underlying asset. Conversely, Moneyness 95% IV, representing out-of-the-money puts, has also increased but remains higher than both ATM and Moneyness 105% IV. This suggests a heightened demand for downside protection, possibly due to market participants hedging against potential declines. The higher IV for these options indicates a preference for hedging strategies, as investors seek to protect against downside risk.

The cumulative analysis of days where IV has remained below 20 reveals a pattern of volatility clustering. The data shows that the IV has been below this threshold for extended periods, with occasional spikes above 20. This low-volatility environment can be beneficial for certain trading strategies, such as selling options to capture premium, given the reduced risk of large price swings. However, when the count of days below 20 resets to zero, indicating a rise in IV, it presents both risks and opportunities. A high IV environment increases the potential for selling opportunities, as options premiums are elevated, but also necessitates caution due to increased market uncertainty.

Analyzing the volatility spread, which is the difference between realized volatility (RV) and implied volatility (IV), provides further insights. The data indicates that the spread has been predominantly positive, with IV consistently exceeding RV. This scenario is conducive to selling volatility or implementing hedging strategies, as the market is pricing in more risk than is currently being realized. A positive spread suggests that investors can potentially earn a volatility risk premium by selling options, as the implied risk is not being matched by actual market movements.

In conclusion, the DowJones’s implied volatility structure suggests a contango market, favoring short-term volatility positions. The higher IV for Moneyness 95% options indicates a preference for hedging strategies, while the positive volatility spread supports selling volatility to capture premiums. Investors should remain vigilant for shifts in volatility patterns and consider additional resources, such as historical data and charts, to enhance their understanding of these trends. Visual aids accompanying this analysis can provide further clarity on the evolving volatility landscape. Through this analysis, we aim to enhance our understanding of market dynamics and improve our strategic planning, ultimately leading to more informed and effective decision-making.

DJI Realized Daily Vol

DJI Realized Weekly Vol

DJI Realized Monthly Vol

DJI Realized Annual Vol

DJI Implied Daily Vol

DJI Implied Weekly Vol

DJI Implied Monthly Vol

DJI Implied Annual Vol

OUR OPINION

As for the previous trading day, the analysis of Nasdaq volatility reveals several key insights into the current market dynamics, focusing on implied volatility from the option chain, volatility clustering patterns, and the behavior of the volatility spread.

Examining the implied volatility (IV) from the option chain, we observe that the At-The-Money (ATM) IV has shown a consistent upward trend over the past months. Starting from 17.773% on June 2, 2025, it has steadily increased to 22.292% by December 31, 2025. This trend suggests a contango structure, where long-term IV is higher than short-term IV, indicating a market expectation of increasing volatility over time. Such a structure typically favors short-term volatility positions, as the market anticipates higher volatility in the future.

For Moneyness 105% IV, the data reflects a similar upward trend, albeit at a slightly lower rate than ATM IV. This indicates that while there is an expectation of increased volatility, the market is not as aggressively pricing in higher volatility for out-of-the-money calls. This could imply a more cautious approach to speculative strategies, as the market may not fully expect significant upward movements in the underlying asset.

Conversely, Moneyness 95% IV, representing out-of-the-money puts, has also increased but remains higher than both ATM and Moneyness 105% IV. This suggests a heightened demand for downside protection, possibly due to market participants hedging against potential declines. The higher IV for these options indicates a preference for hedging strategies, as investors seek to protect against downside risk.

The cumulative analysis of days where IV has remained below 20 reveals a pattern of volatility clustering. The data shows that the IV has been below this threshold for extended periods, with occasional spikes above 20. This low-volatility environment can be beneficial for certain trading strategies, such as selling options to capture premium, given the reduced risk of large price swings. However, when the count of days below 20 resets to zero, indicating a rise in IV, it presents both risks and opportunities. A high IV environment increases the potential for selling opportunities, as options premiums are elevated, but also necessitates caution due to increased market uncertainty.

Analyzing the volatility spread, which is the difference between realized volatility (RV) and implied volatility (IV), provides further insights. The data indicates that the spread has been predominantly positive, with IV consistently exceeding RV. This scenario is conducive to selling volatility or implementing hedging strategies, as the market is pricing in more risk than is currently being realized. A positive spread suggests that investors can potentially earn a volatility risk premium by selling options, as the implied risk is not being matched by actual market movements.

In conclusion, the Nasdaq’s implied volatility structure suggests a contango market, favoring short-term volatility positions. The higher IV for Moneyness 95% options indicates a preference for hedging strategies, while the positive volatility spread supports selling volatility to capture premiums. Investors should remain vigilant for shifts in volatility patterns and consider additional resources, such as historical data and charts, to enhance their understanding of these trends. Visual aids accompanying this analysis can provide further clarity on the evolving volatility landscape. Through this analysis, we aim to enhance our understanding of market dynamics and improve our strategic planning, ultimately leading to more informed and effective decision-making.

NDX Realized Daily Vol

NDX Realized Weekly Vol

NDX Realized Monthly Vol

NDX Realized Annual Vol

NDX Implied Daily Vol

NDX Implied Weekly Vol

NDX Implied Monthly Vol

NDX Implied Annual Vol

OUR OPINION

As for the previous trading day, the performance of major US indices, including the SP500, Nasdaq, and Dow Jones, reveals a complex market environment. The SP500 has shown a volatile trajectory, with recent data indicating a decline of approximately 4.51% as of May 1, 2025. The Nasdaq has experienced a sharper downturn, with a decrease of around 8.14%, while the Dow Jones has fared slightly better, with a decline of 3.87%. This divergence suggests a shift in investor sentiment, possibly favoring more traditional, stable sectors over high-growth technology stocks.

In analyzing the SP500’s sector performance, we observe that certain sectors have been more resilient, while others have faced significant challenges. The top-performing companies within the index are notably absent from the provided data, but the bottom performers offer insights into sector struggles. The Information Technology sector, represented by companies like Enphase Energy and Teradyne, has seen substantial declines, with returns of -42.0% and -37.73%, respectively. This underperformance may be attributed to macroeconomic factors such as rising interest rates, which typically weigh on growth stocks, and potential supply chain disruptions impacting tech companies.

Health Care is another sector with notable underperformers, including UnitedHealth Group and Moderna, with returns of -39.9% and -36.76%, respectively. This sector’s challenges could stem from regulatory pressures and shifts in healthcare policy, impacting profitability and investor confidence.

Conversely, the Energy sector, while not highlighted among the top performers, has shown relative resilience, with companies like Halliburton and APA Corporation experiencing declines of -28.85% and -25.26%. The sector’s performance may benefit from geopolitical tensions and fluctuating oil prices, which can drive investor interest in energy stocks.

The current market cycle appears to be in a contraction phase, characterized by heightened volatility and a shift towards defensive sectors. Investors may be rotating capital into sectors like Consumer Staples and Utilities, which traditionally offer stability during economic downturns. This trend is evident in the performance of Target Corporation, a Consumer Staples company, which has experienced a decline of -30.1%, suggesting that even defensive sectors are not immune to broader market pressures.

Strategically, investors might consider overweighting sectors with strong fundamentals and potential for recovery, such as Energy, which could benefit from ongoing geopolitical developments. Conversely, underweighting sectors facing structural challenges, like Information Technology, may mitigate risk. Additionally, focusing on dividend-paying stocks in stable sectors could provide income and reduce volatility during uncertain times.

Risk management remains crucial, with factors such as inflation, interest rate changes, and geopolitical risks potentially impacting sector performance. Diversifying across sectors and maintaining a balanced portfolio can help navigate these challenges.

For a deeper understanding of market trends, additional resources such as sector breakdowns and performance charts could provide valuable insights into sector-specific dynamics and investor sentiment. These tools can aid in identifying emerging opportunities and refining investment strategies in a rapidly evolving market landscape.

DESCRIPTION

This section offers valuable insights into market momentum by presenting two essential indicators. The first indicator measures the number of companies trading above their Simple Moving Averages (SMA) for 50, 100, and 200 periods. This indicator helps assess the overall strength and direction of the market by revealing how many companies are sustaining upward trends over different timeframes.

The second indicator focuses on the Relative Strength Index (RSI), a widely used momentum oscillator. It tracks the number of companies with RSI values below 30 and above 70, calculated over a 14-day period. An RSI below 30 typically signals that a stock is oversold, indicating a potential rebound, while an RSI above 70 suggests that a stock is overbought, possibly signaling a pullback.

By analyzing these indicators together, you can form a well-rounded opinion on the market’s current momentum. They provide insights into whether the prevailing trends are likely to continue or if the market is approaching a turning point, particularly when extreme values or high readings suggest a possible reversal. This information is crucial for making informed decisions about the potential direction of market movements.

The data for this analysis was extracted from the Yahoo Finance Website.

SP - Companies Above SMA 50

SP - Companies Above SMA 100

SP - Companies Above SMA 200

SP - Companies Below RSI 30

SP - Companies Above RSI 70

DJ - Companies Above SMA 50

DJ - Companies Above SMA 100

DJ - Companies Above SMA 200

DJ - Companies Below RSI 30

DJ - Companies Above RSI 70

ND - Companies Above SMA 50

ND - Companies Above SMA 100

ND - Companies Above SMA 200

ND - Companies Below RSI 30

ND - Companies Above RSI 70

SECTOR MOMENTUM DASHBOARD

This section provides a high-level overview of market momentum by analyzing the proportion of companies within each sector that are trading above their 50, 100, and 200-day Simple Moving Averages (SMA). To generate a comprehensive momentum score, we prioritize the 50-day SMA, which contributes 50% to the overall score, as it is considered the most significant indicator of short-term momentum. The 100-day SMA and 200-day SMA contribute 30% and 20% respectively, reflecting their roles in capturing medium and long-term trends.

The final momentum score, ranging from 0 to 100%, is interpreted as follows:

• The range from 70% to 100% is colored green, indicating “Positive to Strong Positive Momentum.”
• The range from 30% to 70% is colored orange, indicating “Neutral Momentum (sideways).”
• The range from 0% to 30% is colored red, indicating “Strong Negative Momentum.”

This score provides a clear snapshot of the market’s overall direction and strength.

Materials

Energy

Financials

Industrials

Technology

Consumer Staples

Real Estate

Utilities

Healthcare

Consumer Discretionary

BREADTH ANALYSIS

Here we are following the same idea that we show you in the Indices Momentum Section but here we are analyzing the Breadth in each of the Sectors of the US Economy. The indicator that we are using is the number of companies that are above their Simple Moving Average (50, 100 and 200 period). So, with this information you will be able to form an opinion related to the continuation of the current momentum (or if we are close to a rebound - something that highly happens at high readings or extreme values).

DESCRIPTION

A drawdown represents the decline from a peak to a trough during a specific period in the value of an investment, trading account, or fund. It serves as a critical measure of historical risk, offering insights into the volatility and potential losses associated with different investments. Drawdowns are typically expressed as a percentage, calculated by comparing the peak value to the subsequent lowest point before any recovery occurs. For example, if a trading account starts with 10,000 and drops to 9,000 before rebounding above 10,000, the account has experienced a 10% drawdown.

This section focuses on analyzing the drawdown patterns of the SP500, with a detailed examination of its duration and magnitude since 1930. By understanding these drawdown behaviors, investors can gain valuable insights into the resilience and risks associated with the Nasdaq over time.

The data for this analysis was extracted from the Yahoo Finance Website.

DESCRIPTION

A drawdown represents the decline from a peak to a trough during a specific period in the value of an investment, trading account, or fund. It serves as a critical measure of historical risk, offering insights into the volatility and potential losses associated with different investments. Drawdowns are typically expressed as a percentage, calculated by comparing the peak value to the subsequent lowest point before any recovery occurs. For example, if a trading account starts with 10,000 and drops to 9,000 before rebounding above 10,000, the account has experienced a 10% drawdown.

This section focuses on analyzing the drawdown patterns of the Nasdaq, with a detailed examination of its duration and magnitude since 1930. By understanding these drawdown behaviors, investors can gain valuable insights into the resilience and risks associated with the Nasdaq over time.

The data for this analysis was extracted from the Yahoo Finance Website.

DESCRIPTION

A drawdown represents the decline from a peak to a trough during a specific period in the value of an investment, trading account, or fund. It serves as a critical measure of historical risk, offering insights into the volatility and potential losses associated with different investments. Drawdowns are typically expressed as a percentage, calculated by comparing the peak value to the subsequent lowest point before any recovery occurs. For example, if a trading account starts with 10,000 and drops to 9,000 before rebounding above 10,000, the account has experienced a 10% drawdown.

This section focuses on analyzing the drawdown patterns of the SP500, with a detailed examination of its duration and magnitude since 1930. By understanding these drawdown behaviors, investors can gain valuable insights into the resilience and risks associated with the DowJones over time.

The data for this analysis was extracted from the Yahoo Finance Website.

DESCRIPTION

The Federal Reserve, as any other central bank, has some metrics that are more important than others; so, the idea here is to highlight those relevant metrics for the FED. These are: GDP, Unemployment, Inflation, Fed Fund Rate and Fed Liquidity.

Having an understanding of where this metrics are, gives an idea about the health of the US Economy.

DESCRIPTION

A healthy labor market will always be a receipt for economy growth. That is why supervising the following different metrics is mandatory for you to have a sound and complete view on how one of the most important underlying forces of the economy is performing.

OUR OPINION

As for the previous trading day, May 30, 2025, the U.S. Government Bond market presents a complex picture of yield dynamics across various maturities. The 1-month yield stands at 4.33%, while the 3-month and 6-month yields are at 4.35% and 4.36%, respectively. The 1-year yield is slightly higher at 4.36%, and the 2-year yield is at 4.11%. Notably, the 10-year yield is 4.93%, and the 30-year yield is 4.35%.

Analyzing the trends, we observe that shorter-term yields (1-month to 1-year) have remained relatively stable with minor fluctuations, reflecting the market’s anticipation of Federal Reserve policy actions. The 10-year yield, however, has shown a slight upward trend over the past month, indicating market expectations of future economic growth and inflation pressures. The 30-year yield, interestingly, is lower than the 10-year yield, suggesting a flattening or even inverted yield curve at the long end, which could imply concerns about long-term economic growth.

The highest yield is currently observed in the 10-year maturity at 4.93%, while the lowest is in the 2-year maturity at 4.11%. This unusual configuration, where long-term yields are higher than some shorter-term yields, suggests a market sentiment that is cautious about the near-term economic outlook but anticipates higher inflation or growth in the longer term.

Turning to the yield curve slope analysis, the 2-Year to 10-Year yield spread is 0.82% (4.93% - 4.11%), indicating a positive slope. This positive spread suggests that investors expect economic growth and inflation to pick up over the longer term. However, the 3-Month to 10-Year yield spread is 0.58% (4.93% - 4.35%), which is also positive but narrower, reflecting some short-term uncertainties or expectations of potential rate hikes by the Federal Reserve.

Historically, these spreads have been narrowing, indicating a flattening yield curve, which often precedes economic slowdowns. The current positive spreads, however, suggest a cautious optimism about future economic conditions, albeit with some near-term risks.

From a bond price sensitivity perspective, longer-duration bonds like the 10-year and 30-year are more sensitive to interest rate changes. In a rising rate environment, these bonds are likely to experience greater price volatility. Conversely, shorter-duration bonds are less sensitive and can provide a safer haven for investors looking to minimize interest rate risk.

Given the current market conditions, investors might consider favoring shorter-duration bonds to mitigate price risk in anticipation of potential rate hikes. However, if the economic outlook suggests a declining rate environment, longer-duration bonds could offer better capital appreciation potential due to their higher sensitivity to rate changes.

Strategically, in light of the current yield curve dynamics, investors should remain vigilant about potential shifts in monetary policy. A positive yield curve typically suggests economic expansion, but the flattening trend warrants caution. Investors might consider increasing allocations to high-quality bonds to hedge against potential economic slowdowns, especially if the yield curve inverts.

To enhance understanding of these yield dynamics, additional resources such as historical yield charts and economic forecasts could provide valuable insights. By deepening our understanding of fixed-income trends, we can improve strategic planning and make more informed investment decisions.

OUR OPINION

As for the previous trading day, let’s delve into the recent trends in the Consumer Price Index (CPI) and their broader economic implications.

1. Component Contribution Analysis

Examining the detailed CPI components reveals some interesting trends. Housing and services have been consistent contributors to inflation, with housing showing a steady increase over the months. This trend is likely driven by ongoing supply constraints and high demand in the housing market. Services also continue to rise, reflecting increased labor costs and demand for service-based activities as economies reopen.

On the other hand, commodities and apparel have shown more volatility, with commodities experiencing some deflationary pressures, possibly due to fluctuating energy prices and supply chain adjustments. Apparel has had minimal impact, indicating stable or slightly declining costs, which could be attributed to improved supply chain efficiencies.

Food and beverages have seen moderate increases, reflecting ongoing supply chain challenges and weather-related disruptions affecting agricultural output. Transport costs have fluctuated, likely influenced by fuel price volatility and changes in consumer travel behavior.

2. Month-over-Month (MoM) Change and Volatility

The MoM analysis highlights some short-term trends. Recent months have shown moderate increases in both core and all-items CPI, with occasional spikes. For instance, the MoM change in January 2025 was notably higher, potentially reflecting seasonal factors or temporary supply disruptions.

Overall, the MoM changes suggest a pattern of moderate inflationary pressure, with some months experiencing higher volatility. This could indicate persistent inflationary pressures, possibly driven by supply chain issues and labor market dynamics.

3. Year-over-Year (YoY) Change and Volatility

The YoY analysis shows a gradual decline in inflation rates, with the latest data indicating a core CPI YoY of 2.78% and an all-items CPI YoY of 2.33% as of April 2025. This trend suggests that inflation is moving closer to the 2% target, which is a positive sign for central banks aiming to stabilize prices.

However, the CPI remains slightly above the target, indicating that while inflationary pressures are easing, they have not completely subsided. This situation could influence central banks to maintain a cautious approach, potentially delaying interest rate cuts until inflation is firmly under control.

4. Strategic Implications and Macroeconomic Insights

Given the current CPI trends, central banks may adopt a wait-and-see approach, holding off on rate hikes or cuts until inflation shows more definitive signs of stabilization. The risk of recession appears moderate, as inflation is gradually aligning with targets, reducing the likelihood of aggressive monetary tightening.

For the stock market, sectors sensitive to inflation, such as consumer staples and utilities, may benefit from the easing inflationary pressures. Conversely, sectors like technology, which are more sensitive to interest rate changes, might experience volatility as investors adjust expectations based on central bank actions.

Globally, economic scenarios such as geopolitical tensions or shifts in trade policies could impact CPI trends. For instance, disruptions in global supply chains or changes in energy prices could alter inflation dynamics, affecting both domestic and international markets.

In summary, while inflationary pressures are easing, vigilance is necessary as central banks navigate the delicate balance between fostering economic growth and maintaining price stability. Investors should remain attentive to sector-specific dynamics and potential policy shifts that could influence market performance.

DESCRIPTION

The level of interest rate affect the consumption activity and therefore “push” the economy to an expansionary or recessionary state. A few concept that we important for you to know are:

The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials”. Note that specials are repos for specific-issue collateral, which take place at cash-lending rates below those for general collateral repos because cash providers are willing to accept a lesser return on their cash in order to obtain a particular security.

The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises. The effective federal funds rate (EFFR) is calculated as a volume-weighted median of overnight federal funds transactions reported in the FR 2420 Report of Selected Money Market Rates.

The other graphs show the evolution and the cost of several different type of loans (personal, revolving and credit card) - and remember: credit is a key driver of consupmtion in The US.

Here you will see the most relevant data related to different interest rate metrics such as: SOFR, Federal Fund Rate, Mortgage and Personal Loan.

The data for this analysis was extracted from the FRED Website.

% Home Ownership - Last 10 Yrs

Median Income - Last 10 Yrs

Debt vs Income - Last 10 Yrs

Mortgage vs Income - Last 10 Yrs

OUR OPINION

As for the previous trading day, the Federal Reserve’s liquidity dynamics reveal a complex interplay of assets, liabilities, and market operations, particularly within the repo market. This analysis will delve into these components to provide a comprehensive view of the current liquidity environment and its implications for market dynamics.

Liquidity Trends and Analysis

The Federal Reserve’s liquidity posture is shaped by several key metrics. The data indicates that the total assets and liabilities are significant, with net liquidity being a crucial measure of the Fed’s ability to influence market conditions. The recent figures show a total asset value of approximately 6.67 trillion USD, with liabilities closely matching this figure, indicating a balanced liquidity stance. Net liquidity, which is the difference between these assets and liabilities, remains stable, suggesting that the Fed is maintaining a steady flow of liquidity into the financial system.

The Overnight Repo market, a critical component of the Fed’s liquidity operations, has shown notable activity. As of the latest data, the overnight repo volume stands at 315.657 billion USD. This represents a significant increase from the previous days, indicating heightened demand for short-term funding. The repo market serves as a barometer for liquidity demand among financial institutions, and its fluctuations can signal shifts in market sentiment.

Impact on Market Dynamics and Strategic Insights

The current liquidity environment, characterized by stable net liquidity and active repo market operations, suggests a supportive backdrop for financial markets. The increase in repo volumes may reflect a temporary need for liquidity, possibly due to end-of-month funding requirements or other short-term pressures. This heightened activity can provide insights into short-term funding conditions and financial stability.

In terms of market outcomes, the current liquidity provisions are likely to support risk-on conditions, where investors are more willing to take on risk due to ample liquidity. However, any significant changes in repo volumes or net liquidity could quickly alter this sentiment, leading to increased volatility.

Broader macroeconomic factors, such as inflation and interest rates, continue to play a crucial role in shaping the Fed’s liquidity decisions. With inflationary pressures and potential interest rate adjustments on the horizon, the Fed’s liquidity stance will be closely watched for any shifts that could impact economic growth expectations.

REPO Market Analytics

The repo market dynamics reveal a clear trend of increasing overnight repo volumes, suggesting a robust demand for liquidity. This demand is likely driven by financial institutions seeking short-term funding to meet their operational needs. The Fed’s ability to influence short-term funding through repo operations is evident, as increased repo activity typically correlates with looser funding conditions.

The impact of repo market activities on the Fed’s net liquidity stance is significant. Increased repo volumes generally support overall liquidity levels, providing a buffer against potential funding stresses. Conversely, a decrease in repo activity could signal tighter funding conditions, potentially leading to market stress.

Historically, increased repo activity has shown a correlation with bullish trends in the S&P 500, as ample liquidity tends to support equity markets. However, this relationship is not always linear, and other factors, such as macroeconomic conditions and investor sentiment, also play a role.

Observations and Recommendations

In summary, the Federal Reserve’s current liquidity provisions, particularly through the repo market, are supporting a stable and liquid market environment. The increase in repo volumes suggests a temporary demand for liquidity, which the Fed has effectively met. This environment is conducive to growth opportunities in both equity and bond markets.

For market participants, the recommendation is to remain vigilant to changes in liquidity trends, particularly in the repo market. Increased liquidity may present growth opportunities, while contractions could signal increased risk or volatility. Monitoring the Fed’s liquidity measures, alongside macroeconomic indicators, will be crucial in navigating the current market landscape.

In conclusion, while the current liquidity environment appears stable, continued monitoring of repo volumes and net liquidity will be essential. Additional data, including detailed metrics and historical trends, is available to support this analysis and provide further insights into the evolving market dynamics.

Change in REPO (Daily)

Total Net Liquidity

Total Credit Aid

Total Assets

Total Liab and Capital

OUR OPINION

As for the previous trading day, the SP500’s Gamma Exposure (GEX) analysis reveals several critical insights into the market’s current dynamics. The put wall, identified at a strike price of 5099, represents a significant concentration of negative gamma. This level serves as a key downside support, indicating where market makers might need to hedge aggressively if the SP500 approaches this level, potentially leading to increased volatility. The call wall, located at 6263, marks the area with the highest positive gamma concentration, acting as a resistance level that could cap potential gains.

The gamma flip level, where the total gamma exposure transitions from negative to positive, is at 5888. The SP500’s closing price relative to this level is crucial for understanding the current market environment. If the SP500 is trading below the gamma flip, it indicates negative gamma territory, where market makers’ hedging activities could amplify price movements, leading to heightened volatility. Conversely, trading above this level suggests positive gamma territory, where market makers’ hedging could dampen volatility, resulting in more stable price action.

In the current scenario, the SP500 is trading below the gamma flip level, indicating negative gamma territory. This suggests that market makers may exacerbate price movements, potentially increasing volatility. The proximity of the SP500 to the put wall at 5099 further emphasizes the need for protective hedging strategies to guard against downside risk. The call wall at 6263 acts as a resistance, capping potential gains and suggesting limited upside potential.

Analyzing the gamma exposure trend across different strikes, we observe significant clustering of gamma exposure at key levels. The highest GEX values are concentrated around the call wall, indicating strong resistance. This clustering suggests that any movement towards these levels could encounter significant market maker activity, influencing price dynamics.

In positive gamma conditions, market makers are likely to dampen volatility through delta hedging, leading to lower price fluctuations. Conversely, in negative gamma conditions, market makers may amplify price movements by selling into weakness or buying into strength, resulting in higher volatility. Given the current negative gamma territory, strategies focusing on hedging against volatility or capitalizing on expected price swings are advisable.

For traders and investors, the SP500’s position relative to the gamma flip, put wall, and call wall provides actionable insights. If the SP500 is trading near the put wall, implementing protective hedging or downside protection strategies would be prudent. If the SP500 is near the call wall, strategies involving selling calls or taking advantage of limited upside potential are recommended. Near or at the gamma flip, strategies that exploit potential increased volatility in negative gamma or aim for range-bound trading in positive gamma are suitable.

For further insights, readers are encouraged to explore additional resources, such as charts and historical data, to enhance their understanding of Gamma Exposure trends. These visual aids can provide a clearer picture of the SP500’s position relative to key gamma levels and support more informed decision-making. Additionally, readers can refer to similar analyses for SPY and XSP in the accompanying charts for broader market context. Through this analysis, we aim to enhance our understanding of market dynamics and improve our strategic planning, ultimately leading to more informed and effective decision-making.

SECTION DESCRIPTION:

The following information is related to the SPX

SECTION DESCRIPTION:

The following information is related to the SPY

SECTION DESCRIPTION:

The following information is related to the XSP.

OUR OPINION

As for the previous trading day, the options market analysis reveals critical insights into the current positioning and potential movements across major indices and stocks. The analysis focuses on gamma exposure, support and resistance levels, and actionable trading insights.

Starting with the major indices, the SPX is currently trading near its gamma flip point of 5922.0, indicating a positive gamma regime. This suggests potential for accelerated upside moves if the index remains above this level. The NDX, with a gamma flip at 21353.0, is also in a positive gamma regime, providing a similar bullish outlook. The DJX, however, is slightly below its gamma flip point of 424.0, indicating a negative gamma regime and potential for downside volatility.

In the technology sector, AAPL is trading above its gamma flip point of 200.0, suggesting a positive gamma environment. MSFT, with a gamma flip at 460.0, is also in a positive regime, indicating potential for further gains. NVDA, trading above its gamma flip of 135.0, supports a bullish outlook. META, with a gamma flip at 645.0, is in a positive gamma regime, indicating potential for upside movement.

The financial sector shows JPM trading below its gamma flip point of 265.0, suggesting a negative gamma regime and potential for downside pressure. BAC, with a gamma flip at 44.0, is also in a negative gamma environment, indicating caution for traders.

In the healthcare sector, JNJ is trading near its gamma flip point of 155.0, suggesting a neutral stance with potential for movement in either direction. UNH, with a gamma flip at 302.0, is in a positive gamma regime, indicating potential for upside moves.

For actionable trading insights, traders should focus on stocks and indices near their critical gamma levels. SPX and NDX are positioned for potential upside moves if they maintain their positive gamma regimes. In the technology sector, AAPL and MSFT offer bullish setups, while NVDA and META also present opportunities for gains. In the financial sector, caution is advised for JPM and BAC due to their negative gamma regimes.

Risk management considerations include monitoring the distance between current prices and put/call walls. Stocks with tight ranges, such as AAPL and MSFT, may experience more significant moves upon breaking these levels. Conversely, stocks with wider ranges, like TSLA and NFLX, may offer more gradual movements.

In conclusion, traders should watch key levels for potential breakout or breakdown scenarios, particularly in the technology sector. Additional reference data can be found in the table accompanying this analysis to support strategic planning and decision-making.

DESCRIPTION

This page shows you the % of Open Interest that, at expiration, ended with one of the following two conditions:

• Spot Price greater than the Strike Price.
• Strike Price greater than the Spot Price.

The first two charts are really important. They show, on average, what had happened at expiration on all the tickers that we are analyzing. The last section of this webpage, shows you the details of each ticker (every day, EDO, at expiration).

How can you use this information? Well, in the following way… According to our analysis more than 75%, or in some cases more than 90%, of the Open Interest ended with a Spot Price greater than the Strike Price for the PUTs and with a Strike Price greater than the Spot Price for the Calls (regardless of the underlying asset). So, this means that if you buy an option (a Call or a Put) and you wait until expiration there is a high probability that your trade will end OTM (meaning: you will lose money). This is the Max Pain Theory (more and more assets will be added into this page in the future).

The way of using this webpage is as follow:

• Select the ticker.
• Scroll down to see the Put and Call analysis.

The data for this analysis was extracted from the CBOE website.

DESCRIPTION

The main idea of this algorithm is to generate a possible future scenario for several asset classes.

The algorithm runs a correlation analysis and train a multiple linear regression model with that information; finally, it generates the future performance (during the current year) according to the training and learning of that model. The training process follows the following logic:

• First time we train the model: at the end of the first quarter.
• Reinforcement learning process: every quarter we retrain the model.
• After each training we generate the future performance for the remaining time of the year.

Here you will see two graphs per each asset. The chart in the left shows you the opinion of the model after each training period. This means: after training the model, it generates the Year-End valuation of the asset and display that information in percentage terms. Then, the chart on your right shows you the last training and validation of the last model trained; so, in that graph you will see the most updated opinion.

We know many colleagues who perform this type of analysis and we have had the opportunity to visit some investment banks (specifically on the Sell Side) and they have neither tarot cards nor Ouija boards to make these predictions. Hence, here we want to show you one technique that it is used to make such daring predictions.

Everything is summed up in the following sentence: “History does not repeat itself, but it does rhyme”.

The data for this analysis was extracted from the Yahoo Finance Website

Hi there! I’m Anne Pro, from the AI Research Division, and I’m excited to introduce a smarter, simpler way to navigate the stock market.

This is a momentum-based strategy.

🚀 Here’s how it works:

• Stock Analysis: at 2 AM (NY Time) I run the strategy engine, download the data from Yahoo Finance and generate the insights

• Position Alerts: You’ll know exactly when we which tickers have a positive trend and which ones have a negative trend

• Private Telegram Access: All trading signals are shared daily in our private Telegram community, where you’ll get timely updates before the market opens (you can join our community by becoming a paid-member of my personal blog. Visit: www.carlosjimenezdiaz.com)

📈 Your next move starts here!

The data for this analysis was extracted from the Yahoo Finance Website

🔍 Discover the Power of Momentum Investing in different Indexes.

Hi there! I’m Anne Pro from the AI Research Division, and I’m thrilled to introduce a dynamic momentum-driven approach to help you stay ahead in today’s fast-paced stock market. This strategy uses a momentum-based approach that filters through the noise and identifies when to act and when to wait. This isn’t speculation; it’s a rules-based system that relies on objective, quantifiable market signals.

⚙️ How the Strategy Works - Index Momentum Analysis: Every day, my system scans all the constituents of a chosen index, assessing price action and trend alignment to detect underlying momentum shifts. - Signal Clarity: Based on a proprietary scoring algorithm, the strategy determines whether to go long or hold a position; eliminating emotional bias from decision-making. Build position when you see a Yellow Dot and increase the bet when you see a Dark Dot (statistically speaking it is when the positive trend starts). - Quantitative Edge: The model pulls historical and real-time data from Yahoo Finance, transforming raw numbers into actionable insights using a disciplined, repeatable process.

📲 Stay Informed (Only on Telegram): To maintain simplicity and speed, daily updates are shared exclusively through my private Telegram group (you can join our community by becoming a paid-member of my personal blog. Visit: www.carlosjimenezdiaz.com)

The data for this analysis was extracted from the Yahoo Finance Website

Waiting for the best moment, according to the strategy, to enter a Long Position.

Waiting for the best moment, according to the strategy, to enter a Long Position.

Waiting for the best moment, according to the strategy, to enter a Long Position.