Dan Rusk Financial
Fri, May 1, 2026
Cross-asset
Positioning
As of 2026-04-30
MomVol distribution · ranked
Threshold ±1.0 for signal flip
COT z-score trend · 52w
Non-commercial net positioning, 1y window
SP500 EMINI
+0.97
VIX FUTURES
+0.97
GOLD
+0.36
CRUDE OIL
+0.89
T10Y NOTE
+0.89
COPPER
+0.62
MomVol scores
Momentum / volatility composite, 252d window
| Ticker | Class | Price | Score | Signal | Day |
|---|---|---|---|---|---|
| SPY | equity_us | 565.42 | +1.42 | bullish | +0.6% |
| QQQ | equity_us | 491.18 | +0.88 | neutral | +0.3% |
| IWM | equity_us | 224.71 | +1.66 | bullish | +1.1% |
| XLK | sector | 244.30 | +0.41 | neutral | −0.2% |
| XLI | sector | 142.85 | +1.78 | bullish | +1.3% |
| XLE | sector | 98.62 | +1.21 | bullish | +0.9% |
| XLF | sector | 53.74 | +1.55 | bullish | +0.7% |
| XLP | sector | 79.12 | -0.84 | bearish | −0.4% |
| XLU | sector | 76.40 | -1.12 | bearish | −0.6% |
| TLT | bond | 88.45 | -1.41 | bearish | −0.8% |
| HYG | credit | 79.80 | +1.08 | bullish | +0.3% |
| GLD | commodity | 312.55 | -0.22 | neutral | +0.1% |
| USO | commodity | 84.10 | +0.96 | neutral | +1.4% |
| UUP | currency | 29.05 | -0.71 | neutral | −0.3% |
| EEM | equity_intl | 47.92 | +1.34 | bullish | +1.0% |
| BITO | alt | 62.40 | +1.62 | bullish | +2.1% |
Range Bands
Vol-adjusted, 60-day realized
| Ticker | Low | Price | High | Trend |
|---|---|---|---|---|
| SPY | 544.68 | 565.42 | 586.16 | bullish |
| QQQ | 472.76 | 491.18 | 509.60 | neutral |
| IWM | 216.04 | 224.71 | 233.38 | bullish |
| XLK | 233.41 | 244.30 | 255.19 | neutral |
| XLI | 138.30 | 142.85 | 147.40 | bullish |
| XLE | 95.52 | 98.62 | 101.72 | bullish |
| XLF | 52.27 | 53.74 | 55.21 | bullish |
| XLP | 76.58 | 79.12 | 81.66 | bearish |
| XLU | 74.24 | 76.40 | 78.56 | bearish |
| TLT | 85.48 | 88.45 | 91.42 | bearish |
| HYG | 77.47 | 79.80 | 82.13 | bullish |
| GLD | 303.94 | 312.55 | 321.16 | neutral |
| USO | 80.95 | 84.10 | 87.25 | neutral |
| UUP | 27.88 | 29.05 | 30.22 | neutral |
| EEM | 45.95 | 47.92 | 49.89 | bullish |
| BITO | 60.60 | 62.40 | 64.20 | bullish |
COT positioning
Disaggregated, non-commercial net
| Market | Net (contracts) | 1y z | 3y z |
|---|---|---|---|
| SP500 EMINI | 142,400 | +1.4 | +0.9 |
| NASDAQ EMINI | 68,200 | +1.1 | +0.6 |
| RUSSELL EMINI | 24,900 | +1.8 | +1.2 |
| VIX FUTURES | -98,140 | -2.1 | -1.6 |
| DOLLAR INDEX | -12,350 | -0.7 | -0.4 |
| EUR FX | 87,200 | +0.9 | +0.5 |
| JPY FX | -42,910 | -1.2 | -0.8 |
| GOLD | 198,300 | +0.5 | +0.7 |
| SILVER | 46,120 | +1.6 | +1.0 |
| COPPER | 31,800 | +1.9 | +1.3 |
| CRUDE OIL | 312,500 | +0.8 | +0.4 |
| T10Y NOTE | -180,400 | -1.4 | -0.9 |
| T2Y NOTE | -64,700 | -0.9 | -0.5 |