| Indicator | Current | 30d Δ | 5Y range | Position in 5Y range | 5Y %ile | Status |
|---|---|---|---|---|---|---|
| VIX (S&P 500 vol) | 17.9 | -6.2% | 11.9 – 52.3 | 50% | NORMAL | |
| MOVE (Treasury vol) | 71.7 | -0.7% | 48.3 – 182.6 | 17% | CALM | |
| OVX (oil vol) | 75.7 | -3.0% | 23.7 – 120.9 | 97% | EXTREME HIGH | |
| GVZ (gold vol) | 27.2 | -10.8% | 10.2 – 46.0 | 94% | ELEVATED | |
| Cross-asset vol comp. | 50 | -15.4% | 12 – 97 | 47% | NORMAL | |
| S&P 500 — 1Y change | +30.8% | -6.05 pp | -21.0% – +46.3% | 85% | ELEVATED | |
| Gold — 1Y change | +45.1% | -5.17 pp | -14.6% – +92.1% | 88% | ELEVATED | |
| Oil (CL) — 1Y change | +60.4% | -4.57 pp | -44.8% – +152.4% | 83% | ELEVATED | |
| Copper (HG) — 1Y change | +41.9% | +3.55 pp | -28.7% – +102.3% | 92% | ELEVATED | |
| DXY — 1Y change | -3.3% | +2.09 pp | -10.3% – +13.1% | 18% | LOW | |
| 10Y yield | 4.42% | +0.13 pp | 1.19% – 4.98% | 87% | ELEVATED | |
| 2s10s spread | +0.46% | -0.04 pp | -1.08% – +1.53% | 64% | NORMAL | |
| HY OAS (credit) | 2.79% | -3.8% | 2.59% – 4.79% | 13% | CALM | |
| M2 YoY (money supply) | +4.6% | -0.12 pp | -4.6% – +24.0% | 70% | QE — printing | |
| Fed balance sheet — YoY | -0.0% | +0.48 pp | -14.0% – +20.7% | 70% | MILD QT |
| Indicator | Current | 30d Δ | 5Y range | Position in 5Y range | 5Y %ile | Status |
|---|---|---|---|---|---|---|
| US 1M | 3.71% | +0.05 pp | 0.00% – 6.02% | 33% | NORMAL | |
| US 3M | 3.70% | +0.02 pp | 0.01% – 5.63% | 35% | NORMAL | |
| US 6M | 3.77% | +0.06 pp | 0.02% – 5.61% | 37% | NORMAL | |
| US 1Y | 3.79% | +0.11 pp | 0.04% – 5.49% | 40% | NORMAL | |
| US 2Y | 3.95% | +0.17 pp | 0.13% – 5.19% | 53% | NORMAL | |
| US 3Y | 3.96% | +0.19 pp | 0.30% – 5.03% | 60% | NORMAL | |
| US 5Y | 4.07% | +0.16 pp | 0.65% – 4.95% | 71% | NORMAL | |
| US 7Y | 4.24% | +0.14 pp | 0.95% – 5.00% | 80% | ELEVATED | |
| US 10Y | 4.42% | +0.13 pp | 1.19% – 4.98% | 87% | ELEVATED | |
| US 20Y | 4.97% | +0.09 pp | 1.74% – 5.30% | 97% | EXTREME HIGH | |
| US 30Y | 4.98% | +0.08 pp | 1.69% – 5.11% | 99% | EXTREME HIGH | |
| US 2s10s spread | +0.46% | -0.04 pp | -1.08% – +1.53% | 64% | NORMAL | |
| US 10Y - 3M | +0.72% | +0.11 pp | -1.89% – +2.27% | 76% | NORMAL | |
| US 5Y real | +1.40% | +0.05 pp | -1.91% – +2.59% | 46% | NORMAL | |
| US 7Y real | +1.67% | +0.01 pp | -1.50% – +2.51% | 58% | NORMAL | |
| US 10Y real | +1.95% | +0.00 pp | -1.19% – +2.52% | 73% | NORMAL | |
| US 20Y real | +2.44% | +0.01 pp | -0.76% – +2.58% | 95% | ELEVATED | |
| US 30Y real | +2.69% | +0.02 pp | -0.59% – +2.78% | 99% | EXTREME HIGH | |
| US 5Y breakeven | 2.69% | +0.11 pp | 1.86% – 3.59% | 85% | ELEVATED | |
| US 10Y breakeven | 2.47% | +0.11 pp | 2.02% – 3.02% | 86% | ELEVATED | |
| 30Y mortgage | 6.37% | +0.00 pp | 2.77% – 7.79% | 48% | NORMAL | |
| Germany 10Y | 2.91% | +0.16 pp | -0.54% – 2.91% | 100% | EXTREME HIGH | |
| UK 10Y | 4.70% | +0.27 pp | 0.64% – 4.70% | 100% | EXTREME HIGH | |
| Japan 10Y | 2.35% | +0.24 pp | 0.01% – 2.35% | 100% | EXTREME HIGH | |
| Eurozone 10Y | 3.22% | -0.02 pp | -0.06% – 3.72% | 84% | ELEVATED | |
| HY OAS | 2.79% | -3.8% | 2.59% – 4.79% | 13% | CALM | |
| IG OAS | 0.78% | -6.0% | 0.73% – 1.49% | 11% | CALM |
Total returns across global equity indexes, US sector ETFs, and commodities. Click any column header to sort within each group.
| Asset | Ticker | 1D | 1W | 1M | 3M | 6M | YTD | 1Y |
|---|---|---|---|---|---|---|---|---|
| Markets | ||||||||
| S&P 500 (US) | ^GSPC | -0.16% | +1.95% | +8.57% | +6.61% | +8.10% | +8.11% | +26.64% |
| Nasdaq 100 (US) | ^NDX | -0.87% | +3.75% | +15.72% | +15.67% | +13.83% | +15.11% | +39.28% |
| Nasdaq Composite (US) | ^IXIC | -0.71% | +3.01% | +13.91% | +12.92% | +11.16% | +12.25% | +39.45% |
| Dow Jones (US) | ^DJI | +0.11% | +0.94% | +3.85% | -0.85% | +3.82% | +3.53% | +17.33% |
| Russell 2000 (US) | ^RUT | -0.97% | -0.08% | +8.07% | +6.08% | +15.64% | +14.54% | +35.88% |
| DAX (Germany) | ^GDAXI | +0.78% | -3.12% | +1.68% | -2.87% | -0.98% | -1.42% | +2.13% |
| FTSE 100 (UK) | ^FTSE | +0.10% | -1.57% | -2.91% | -1.88% | +3.67% | +3.46% | +19.44% |
| CAC 40 (France) | ^FCHI | -0.36% | -4.19% | -3.45% | -4.35% | -3.52% | -2.43% | +0.99% |
| Euro Stoxx 50 (Eurozone) | ^STOXX50E | +0.42% | -3.22% | -1.22% | -3.36% | +0.79% | +0.63% | +7.69% |
| Nikkei 225 (Japan) | ^N225 | +0.84% | +6.32% | +11.98% | +9.75% | +23.91% | +25.69% | +65.71% |
| Hang Seng (Hong Kong) | ^HSI | +0.15% | +0.67% | +2.84% | -3.22% | -1.98% | +2.96% | +14.19% |
| CSI 300 (China) | 000300.SS | +1.02% | +2.49% | +7.58% | +6.04% | +7.59% | +7.96% | +28.29% |
| Sensex (India) | ^BSESN | +0.07% | -4.30% | -2.91% | -11.43% | -11.67% | -12.45% | -8.06% |
| Bovespa (Brazil) | ^BVSP | -0.86% | -3.43% | -8.61% | -3.00% | +14.32% | +11.93% | +32.06% |
| US Sectors | ||||||||
| Technology | XLK | -1.51% | +5.78% | +22.84% | +22.90% | +19.59% | +21.69% | +53.89% |
| Communication Svcs | XLC | +0.24% | +0.20% | +1.68% | -1.46% | +1.45% | -1.58% | +16.79% |
| Cons. Discretionary | XLY | -0.90% | +0.19% | +4.78% | -0.03% | -1.24% | -0.94% | +11.35% |
| Cons. Staples | XLP | +1.28% | +0.45% | +2.51% | -3.11% | +9.05% | +8.70% | +4.21% |
| Financials | XLF | +0.78% | -0.02% | +1.60% | -3.68% | -3.06% | -5.82% | +1.40% |
| Health Care | XLV | +1.96% | +0.38% | -0.99% | -6.10% | -3.21% | -5.78% | +7.27% |
| Industrials | XLI | -0.39% | +1.13% | +1.65% | +0.25% | +13.04% | +12.40% | +24.27% |
| Energy | XLE | +0.70% | -3.16% | +1.11% | +7.45% | +25.79% | +28.76% | +36.13% |
| Materials | XLB | -0.23% | +1.18% | +0.35% | -1.46% | +19.14% | +14.97% | +20.53% |
| Utilities | XLU | +0.11% | -2.54% | -3.77% | +2.24% | +0.75% | +5.86% | +13.31% |
| Real Estate | XLRE | +0.02% | +0.93% | +4.11% | +4.06% | +6.91% | +10.48% | +7.03% |
| Commodities | ||||||||
| Gold | GC=F | +0.54% | +0.44% | -0.84% | -7.27% | +11.85% | +8.72% | +45.13% |
| Silver | SI=F | +2.74% | +13.87% | +15.81% | +4.43% | +64.00% | +24.71% | +166.11% |
| Platinum | PL=F | +1.93% | +4.98% | +4.32% | +0.60% | +32.58% | +5.72% | +117.03% |
| Copper | HG=F | +2.41% | +8.22% | +11.13% | +11.63% | +30.48% | +17.96% | +41.86% |
| WTI Crude | CL=F | -0.05% | +7.41% | +3.08% | +58.02% | +74.61% | +77.86% | +60.41% |
| Brent Crude | BZ=F | +0.19% | +6.62% | +8.67% | +55.58% | +72.17% | +77.44% | +62.04% |
| Natural Gas | NG=F | -0.95% | +3.15% | +7.19% | -10.86% | -37.88% | -23.60% | -22.79% |
| Corn | ZC=F | +2.94% | +6.24% | +9.26% | +12.51% | +10.51% | +9.26% | +10.32% |
| Wheat | ZW=F | +2.44% | +12.42% | +17.00% | +26.80% | +27.10% | +34.37% | +35.84% |
| Cryptos | ||||||||
| Bitcoin | BTC-USD | +0.31% | -0.86% | +8.38% | +20.50% | -20.59% | -7.75% | -22.50% |
| Ethereum | ETH-USD | +1.32% | -1.96% | -2.78% | +18.76% | -32.47% | -22.32% | -14.01% |
| Solana | SOL-USD | +0.30% | +6.09% | +9.13% | +19.32% | -38.30% | -24.03% | -48.61% |
| XRP | XRP-USD | +1.46% | +2.27% | +5.84% | +6.50% | -38.96% | -20.81% | -43.67% |
| BNB | BNB-USD | +2.22% | +4.90% | +10.45% | +11.88% | -28.72% | -21.31% | +2.06% |
| Cardano | ADA-USD | +1.03% | +2.62% | +10.11% | +7.10% | -49.80% | -17.77% | -67.09% |
| Dogecoin | DOGE-USD | +3.34% | +1.12% | +20.78% | +24.87% | -33.16% | -3.07% | -52.87% |
| Threshold | N events | D0 med | D1 | D5 | D10 | D20 | D40 | D60 | HL | <Th |
|---|---|---|---|---|---|---|---|---|---|---|
| ≥ 12 | 23 | 12.3 | 11.9 | 12.2 | 12.1 | 12.3 | 12.8 | 13.2 | 0 | 1 |
| ≥ 14 | 62 | 14.6 | 14.1 | 13.9 | 13.6 | 13.9 | 14.0 | 14.2 | 0 | 2 |
| ≥ 15 | 63 | 15.6 | 15.6 | 15.4 | 14.7 | 14.5 | 14.9 | 13.9 | 0 | 6 |
| ≥ 16 | 68 | 16.7 | 16.2 | 15.6 | 15.2 | 14.7 | 15.0 | 14.3 | 0 | 4 |
| ≥ 18 | 79 | 18.6 | 18.6 | 17.4 | 16.7 | 16.7 | 16.5 | 16.7 | 3 | 3 |
| ≥ 20 | 82 | 20.7 | 19.8 | 18.7 | 17.9 | 18.4 | 17.0 | 17.6 | 4 | 1 |
| ≥ 22 | 67 | 22.9 | 22.6 | 20.7 | 21.2 | 20.1 | 19.3 | 18.1 | 13 | 2 |
| ≥ 25 | 63 | 26.0 | 25.2 | 25.6 | 24.1 | 22.9 | 21.6 | 21.5 | 31 | 2 |
| ≥ 28 | 50 | 28.9 | 28.9 | 27.0 | 26.7 | 25.5 | 24.1 | 22.6 | 27 | 2 |
| ≥ 30 | 44 | 31.2 | 31.2 | 27.4 | 28.2 | 27.0 | 24.2 | 23.2 | 26 | 3 |
| ≥ 35 | 22 | 38.4 | 35.1 | 31.8 | 31.8 | 29.2 | 27.0 | 22.5 | 15 | 2 |
| ≥ 40 | 14 | 41.1 | 38.2 | 36.1 | 36.9 | 34.4 | 29.5 | 24.8 | 25 | 1 |
| ≥ 45 | 10 | 45.8 | 42.1 | 37.3 | 35.1 | 38.5 | 32.1 | 25.9 | 15 | 1 |
| ≥ 50 | 5 | 52.3 | 46.1 | 52.7 | 49.7 | 43.2 | 37.1 | 28.8 | 49 | 1 |
| ≥ 60 | 2 | 69.7 | 63.9 | 69.8 | 64.4 | 52.7 | 44.0 | 32.2 | 41 | 7 |
| ≥ 70 | 3 | 74.3 | 57.8 | 72.0 | 61.0 | 47.3 | 56.7 | 48.5 | 21 | 1 |
| ≥ 80 | 3 | 80.9 | 72.7 | 55.3 | 59.9 | 44.9 | 45.0 | 47.1 | 19 | 1 |
| Drawdown | N events | D5 | D10 | D20 | D40 | D60 | D90 | D120 | Rec. | Hit60 |
|---|---|---|---|---|---|---|---|---|---|---|
| -2% | 14 | +0.3% | +0.5% | +0.9% | +3.2% | +5.4% | +5.5% | +6.2% | 1 | 79% |
| -3% | 26 | +0.7% | +1.2% | +2.0% | +3.9% | +3.0% | +2.4% | +3.4% | 1 | 65% |
| -5% | 37 | +0.9% | +1.2% | +2.9% | +4.1% | +5.0% | +5.9% | +7.1% | 1 | 78% |
| -7% | 29 | +1.3% | +2.7% | +2.9% | +4.6% | +6.9% | +8.4% | +8.7% | 1 | 76% |
| -10% | 17 | +2.9% | +0.2% | +2.6% | +1.2% | +6.3% | +8.0% | +9.9% | 1 | 71% |
| -12% | 13 | -0.2% | +0.8% | +2.8% | +3.0% | +4.5% | +6.5% | +13.3% | 2 | 62% |
| -15% | 10 | +3.8% | +3.0% | +5.2% | +1.7% | +10.1% | +12.7% | +18.7% | 1 | 90% |
| -20% | 5 | +0.1% | +2.9% | +1.4% | +6.9% | +6.8% | -2.2% | -4.3% | 1 | 60% |
| -25% | 6 | -0.7% | +0.1% | +3.3% | +5.7% | +3.8% | +3.5% | +0.6% | 1 | 67% |
| -30% | 5 | +0.6% | +1.9% | +4.9% | +6.5% | +9.4% | +10.0% | +12.5% | 5 | 60% |
| -40% | 1 | +4.0% | -0.2% | -0.6% | -3.7% | +2.7% | -14.4% | -8.3% | 2 | 100% |
| -50% | 2 | +7.8% | +12.0% | +15.2% | +16.8% | +15.5% | +18.4% | +30.5% | 1 | 100% |
| Run-up | N events | D5 | D10 | D20 | D40 | D60 | D90 | D120 | Pullback | Hit60 |
|---|---|---|---|---|---|---|---|---|---|---|
| +3% | 6 | +1.2% | +1.0% | +2.5% | +4.3% | +8.2% | +6.7% | +10.3% | — | 100% |
| +5% | 8 | -0.6% | +1.3% | +1.9% | +3.3% | +4.5% | +5.0% | +7.3% | 1 | 75% |
| +7% | 9 | +0.6% | +1.4% | +1.8% | +3.8% | +4.2% | +3.9% | +7.9% | 1 | 78% |
| +10% | 14 | +0.4% | +0.6% | +0.5% | +2.3% | +2.4% | +2.0% | +5.9% | — | 71% |
| +12% | 16 | +0.7% | +1.2% | +1.1% | +2.2% | +2.1% | +2.2% | +5.1% | 1 | 75% |
| +15% | 19 | +0.3% | +0.4% | +0.6% | +2.7% | +2.8% | +3.3% | +6.3% | — | 74% |
| +20% | 17 | +0.2% | +0.4% | +0.8% | +3.5% | +4.0% | +6.1% | +8.2% | 6 | 82% |
| +25% | 18 | +0.0% | -0.2% | +1.2% | +3.5% | +1.6% | +6.5% | +6.9% | 3 | 72% |
| +30% | 16 | +0.0% | +0.3% | +1.2% | +2.3% | +3.3% | +5.7% | +5.5% | 6 | 62% |
| +40% | 7 | +0.4% | +1.1% | +2.2% | +2.3% | +1.6% | -0.7% | -4.4% | 46 | 57% |
| +50% | 3 | +1.3% | +0.8% | +4.7% | +6.1% | +5.1% | -1.0% | -3.6% | 9 | 67% |
| +75% | 0 | — | — | — | — | — | — | — | — | — |