Macro Analysis

Rules-first research

Macro Analysis for Funded Traders

Research context only: This is a public, simplified version of the SPX macro dashboard. It is not financial advice, not a trade signal, and not a buy/sell recommendation. The daily bias section has deliberately been removed. Use this for event-risk and market-context awareness, then verify official data and your prop firm rules.

Latest dataset refresh: 2026-05-25. Market: S&P 500 / ES. Data sources include FRED public data, CFTC COT, Finnhub calendar data where available, Yahoo Finance proxies, and Sierra Chart ES export statistics.

Upcoming high-risk eventPCE / Core PCE inflation2026-05-28 08:30 ET
Volatility regimeCalmVIX is falling
COT report date2026-05-19COT: ES asset managers net long 48.6% of OI; Nasdaq leveraged money percentile 35.9; USD positioning soft vs 3y range.
ES market stats sample4962024-06-18 to 2026-05-21

Macro data snapshot

IndicatorLatestPreviousTrendLatest date
Core CPI2.99 % YoY2.67 % YoYrising2026-04-01
Core PCE3.20 % YoY3 % YoYrising2026-03-01
NFP115 k MoM185 k MoMcooling2026-04-01
Unemployment4.30 %4.30 %stable2026-04-01
Jobless claims209 k212 kfalling2026-05-16
Retail sales0.49 % MoM1.63 % MoMfalling2026-04-01
10Y yield4.57 %4.57 %stable2026-05-21
Yield curve0.43 %0.49 %falling2026-05-22
VIX16.76 index17.44 indexfalling2026-05-21
HY credit spread2.78 %2.80 %falling2026-05-21

Upcoming event risk

These are upcoming high/medium-impact US macro events from the dashboard calendar. Times are shown as US Eastern plus approximate UK time. Always confirm final release times before trading.

DateTimeImpactEventEstimate / previousWhy it matters
Thu 28 May08:30 ET
13:30 UK
high
finnhub_api
PCE / Core PCE inflation
Inflation
Est 0.3%
Prev 0.3%
The Fed-preferred inflation gauge; soft prints can ease financial conditions.
Thu 28 May08:30 ET
13:30 UK
medium
finnhub_api
Initial jobless claims
Labour
Est 211
Prev 209
High-frequency signal for labour-market stress and recession risk.
Thu 28 May08:30 ET
13:30 UK
medium
finnhub_api
GDP estimate
Growth
Est 2%
Prev 0.5%
Growth backdrop check; downside surprises can shift the market toward recession pricing.
Mon 01 Jun08:30 ET
13:30 UK
medium
cadence_estimate
GDP estimate
Growth
Growth backdrop check; downside surprises can shift the market toward recession pricing.
Mon 01 Jun10:00 ET
15:00 UK
medium
finnhub_api
ISM manufacturing PMI
Growth
Prev 52.7Cyclical activity and new-orders signal watched for growth inflection.
Wed 03 Jun10:00 ET
15:00 UK
medium
finnhub_api
ISM services PMI
Growth
Prev 53.6Services dominate US growth; weakness can hit earnings and risk appetite.
Thu 04 Jun08:30 ET
13:30 UK
medium
finnhub_api
Initial jobless claims
Labour
High-frequency signal for labour-market stress and recession risk.
Fri 05 Jun08:30 ET
13:30 UK
high
finnhub_api
Nonfarm payrolls / unemployment
Labour
Prev 115Labour strength affects both growth expectations and Fed reaction function.
Wed 10 Jun08:30 ET
13:30 UK
high
finnhub_api
CPI inflation
Inflation
Prev 333.02Core inflation drives Fed-rate expectations and equity multiple pressure.
Thu 11 Jun08:30 ET
13:30 UK
medium
finnhub_api
Initial jobless claims
Labour
High-frequency signal for labour-market stress and recession risk.

Market regime overlays

OverlayReadValueDetail
volatilityCalm16.76 indexVIX is falling
ratesStable yields4.57 %10Y yield is stable
creditCredit improving2.78 %HY spread is falling
breadthBroadening rally1.615%RSP minus SPY 5D return proxy

Sector and breadth context

Sector ETFName1D return5D returnRelative 5D
XLUUtilities0.78%3.37%2.50%
XLVHealthcare1.17%3.30%2.43%
XLKTechnology1%2.34%1.47%
XLYConsumer discretionary0.40%2.27%1.40%
XLFFinancials0.41%1.64%0.77%
XLIIndustrials0.73%0.22%-0.66%
XLPConsumer staples0.17%0.19%-0.69%
XLEEnergy0.61%0.08%-0.79%

COT positioning snapshot

COT: ES asset managers net long 48.6% of OI; Nasdaq leveraged money percentile 35.9; USD positioning soft vs 3y range. COT is weekly positioning context only; it is not an intraday timing tool.

ContractOpen interestAsset manager net % OILeveraged money net % OICrowding / percentile
E-mini S&P 500206844348.61%-19.41%AM pctile 87.2 / Lev pctile 22.4
Nasdaq mini29318631.48%-15.48%AM pctile 80.8 / Lev pctile 35.9

Event backtest research

Backtest caveat: Event research is historical context only. It does not include slippage, spreads, prop-firm rule restrictions, transaction costs, or tick-level release behaviour. Some event dates are estimated where official historical calendars are not fully wired.

EventSamplesSame-day avg / hit rate5D avg / hit rateQuality
ISM services PMI23-0.41% / 52.2%0.21% / 56.5%insufficient sample
Initial jobless claims98-0.14% / 46.9%0.15% / 58.2%weak/noisy
Nonfarm payrolls / unemployment23-0.16% / 69.6%0.58% / 65.2%insufficient sample
CPI inflation230.25% / 65.2%0.48% / 52.2%insufficient sample
Retail sales220.08% / 59.1%0.52% / 63.6%insufficient sample
PCE / Core PCE inflation22-0.03% / 59.1%-0.69% / 50.0%insufficient sample
FOMC rate decision15-0.06% / 33.3%0.24% / 46.7%insufficient sample
ISM manufacturing PMI22-0.17% / 54.5%-0.20% / 59.1%insufficient sample

Intraday ES event reaction research

Intraday research uses Yahoo ES=F 60-minute bars, not tick/release-second execution data. Treat it as broad reaction context only.

EventSamplesTo event bar+1h+4h+24h
Nonfarm payrolls / unemployment230.09%-0.15%-0.12%-0.36%
CPI inflation230.01%-0.01%0.11%0.14%
PCE / Core PCE inflation22-0.08%-0.07%-0.15%-0.08%
FOMC rate decision15-0.05%-0.20%-0.10%-0.09%

ES market structure stats

MetricValueNotes
Latest session2026-05-21 — large gap down filledGap -22.50 pts; filled: yes
All gap fill rate62.3%496 sessions; avg abs gap 25.97 pts
Large gap fill rate35.3%207 sessions >20 pts
Overnight high touch61.9%Avg overnight range 53.66 pts
Overnight low touch51.4%Both touched 21.4%
15-min opening range64.5% continuationAvg range 18.13 pts; sample 496

Data health and limitations

AreaStatus
Dashboard healthhealthy
Data files OK10 / 10
Calendar methodologyUses official/manual override dates where available, Finnhub API dates where matched, and cadence estimates as fallback. Confirm exact official release dates before trading major events.
Market-regime caveatBreadth and sector data use ETF proxies (SPY/RSP and sector SPDRs), not full index constituent breadth. Good enough for regime colour, not final signal validation.
Event research caveatResearch-only. FOMC uses explicit scheduled dates; most BLS/BEA/ISM releases still use cadence estimates until official calendars are wired. Pre-event bias is now taken from previous trading-day close to reduce lookahead risk. Same-day return is previous close to event-day close, not intraday release reaction.
Intraday caveatIntraday v1 uses Yahoo 60-minute ES futures bars and currently analyses the recent high-impact event sample retained in the event report. It is directional research, not tick-accurate execution data.

How funded traders should use this

  • Use it to spot event risk before trading size.
  • Check whether volatility, rates, credit, breadth or positioning could make conditions abnormal.
  • Combine it with the economic calendar and your prop firm’s news-trading rules.
  • Do not treat any table as a standalone trade signal.
  • Re-check official calendars, firm rules and market conditions before entering trades.

Last reviewed: 25 May 2026. Reminder: prop firm rules, pricing, market calendars and payout terms can change. Always verify the current rulebook and fee schedule on the official provider website before buying or trading.