Market Regime
Macro & Risk Desk
Tracks breadth, volatility and sector rotation to set firm-wide exposure guidance for the other desks.
● Scanned 8:30:14 AM
Macro & Risk report · pre-market briefing
04:30 AM ETRISK-OFF regime — cut size, favor shorts and A-grade setups only.
- ›SPY -1.18%, QQQ -2.86%, IWM +0.07%; VIX 19.03.
- ›Breadth: 37% of the watchlist above the 50-day, 41% above the 200-day.
- ›Firm-wide size multiplier: 0x on longs (shorts only).
— Eleanor Hart, Chief Strategist · Omar Saleh, Volatility Analyst
Regime
RISK-OFF
Above 50-day
37%
Above 200-day
41%
SPY
763.96 (-1.18%)
QQQ
704.47 (-2.86%)
IWM
276.67 (+0.07%)
^VIX
19.03 (+0%)
Desk staff
EH
Eleanor Hart
Chief Strategist
Big-picture, concise executive tone.
OS
Omar Saleh
Volatility Analyst
Quantifies risk with VIX, ATR and breadth.