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Due Diligence Universe

Scored via proprietary Opportunity engine (growth · profitability · valuation · quality · sentiment).

319 companies covered683 DD versions1,929 catalysts tracked62 Tracked DDs

Market climateNeutral 54/100
boltS&P 500 volatility
Normal
stacked_line_chartVolatility curve
Contango
show_chartS&P 500 trend
Above the 200dma
account_balanceCredit spreads
Stable
grid_viewBreadth
Narrow
swap_vertRates volatility
Elevated
umbrellaSheltercontext
Partial

In short: the market is balanced, with no clear direction. With two exceptions: the rally is concentrated in the mega-caps and implied volatility on Treasuries is elevated.

Neutral
0 = panic · 100 = euphoria
boltS&P 500 volatility
Normal
The VIX prices 17% annualised expected movement on the S&P 500 over 30 days, against a 18% one-year average.
VIX 16.9 · 1-year average 18.0
stacked_line_chartVolatility curve
Contango
Spot VIX trades at 0.88 times 3-month VIX: a curve in contango, which is the normal state. When the ratio rises above 1 the market pays more for immediate cover than for three-month cover.
VIX / 3-month VIX 0.88 · normal curve
show_chartS&P 500 trend
Above the 200dma
The S&P 500 trades +6.0% against its 200-day moving average and sits 1.0% below its 52-week high.
S&P 500 vs 200 SMA +6.0% · drawdown from 52w high 1.0%
account_balanceCredit spreads
Stable
Over 3 months high yield (HYG) returned 0.3 points less than investment grade (LQD): spreads are widening, the market is pricing more default risk.
High yield (HYG) vs investment grade (LQD) ETFs, 3 months: -0.3%
grid_viewBreadth
Narrow
Over 3 months the equal-weight S&P 500 (RSP) returned 4.4 points less than the cap-weighted S&P 500 (SPY): the rally is concentrated in the mega-caps.
Equal-weight S&P (RSP) vs S&P 500 (SPY), 3 months: -4.4%
swap_vertRates volatility
Elevated
The MOVE, implied volatility on Treasuries, sits at 95 against a 76 one-year average: higher than 87 days out of 100 in the past year.
MOVE 95 · 1-year average 76
umbrellaSheltercontext
Partial
Over the last 60 sessions 1 of the 3 classic shelters moves against the S&P 500, which is to say it cushions a fall in it: commodities. Average correlation +0.09; positive means they fall together and a decline has nothing to offset it.
60-session correlation with the S&P 500: Treasuries +0.31 · commodities -0.45 · gold +0.42

← calmer · tenser →

info What these indicators mean
IndicatorToday's readingWhat it says
S&P 500 volatility(VIX)16.9 today against a 18.0 average: higher than 47 days out of 100 in the past yearHow much the market expects the index to move over the next month. Read as a percentile of its own last year, because the same level means different things in different regimes: a VIX of 16 is low in a turbulent year and high in a calm one.
Volatility curve(VIX / VIX3M)VIX / 3-month VIX = 0.88 — contango (calm), normal curveThe ratio between 30-day and three-month expected volatility. Below 1 the curve is normal (contango); above 1 it inverts (backwardation) and the market is paying to be covered now: that is real fear, and it shows up before the index falls.
S&P 500 trend(S&P 500 / SMA 200)+6.0% from its 200-day average, -1.0% from its 52-week highThe slow context: where the index sits against its long-run average and how far it has given up from the year's high. A single session does not move it.
Credit spreads(HYG / LQD)High yield versus investment grade: -0.3% over 3 monthsLenders to the weakest companies see the bill before the stock market does. Risky credit lagging while equities rise means the rally rests on thinner ground.
Breadth(RSP / SPY)Equal weight versus cap weight: -4.4% over 3 months — narrow market, a handful of namesIf the index rises while its 500 companies equally weighted lag, the giants are doing the lifting. A narrow market is more fragile: one of the few carrying it need only stumble.
Rates volatility(MOVE)95 today against a 76 average: higher than 87 days out of 100 in the past yearThe VIX of US government bonds. Rates price everything else, so when they get jumpy the tension travels to equities and to every market, not just Wall Street.
Shelter(SPY / IEF · DBC · GLD)context1 of 3 shelters open: commoditiesThe other gauges say how much stress is priced now; this one says whether, when it arrives, anything still moves the other way. Zero shelters open is the most fragile market there is: everything moves together and a decline meets nothing to offset it. It stays out of the score, because it turns over weeks.

Data as of 10/29/2026. A descriptive read of the markets, not financial advice and not a trading signal.

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