A M T
OrderFlow Intelligence
STATISTICAL ANALYSIS

Market Statistics & Correlations

Asset Relationships • Volatility Metrics • Market Structure • Performance Analytics

Volatility Dashboard

Real-time volatility metrics across asset classes

VIX (S&P 500) LOW
14.25
↓ -2.1%
VXN (Nasdaq) LOW
16.80
↓ -1.8%
GVZ (Gold Vol) MODERATE
13.45
↑ +0.9%
OVX (Oil Vol) ELEVATED
28.60
↑ +4.2%
MOVE Index (Bonds) MODERATE
108.3
↓ -3.1%
SKEW Index TAIL RISK
146.8
↑ +2.3%
HV 20D (S&P) LOW
11.2%
↓ -1.5%
IV Percentile (SPX) MODERATE
68%
↑ +5 pts

VIX Term Structure

Asset Correlation Matrix

Cross-asset dependencies and relationships (60-day rolling)

Strong Negative (-1.0) → Neutral (0.0) → Strong Positive (+1.0)

Magnificent 7 Dashboard

Leading tech companies driving market performance

Total Market Cap MEGA CAPS
$16.2T
↑ +18.2% YTD
S&P 500 Weight CONCENTRATION
32.4%
↑ Historical High
🍎 AAPL +48%
$194.50
Market Cap: $3.02T | P/E: 31.8
💻 MSFT +56%
$415.20
Market Cap: $3.09T | P/E: 37.2
🎮 NVDA +239%
$875.80
Market Cap: $2.16T | P/E: 74.3
🔍 GOOGL +58%
$140.60
Market Cap: $1.77T | P/E: 27.4
📦 AMZN +81%
$171.40
Market Cap: $1.79T | P/E: 62.1
👤 META +194%
$475.90
Market Cap: $1.21T | P/E: 28.9
⚡ TSLA +102%
$248.40
Market Cap: $788B | P/E: 75.6

Multi-Asset Historical Performance

Normalized returns (Base 100 = Jan 2020)

Asset Performance Comparison

Key Macro Relationships

Scatter analysis of critical asset correlations

Gold vs Real Rates

r = -0.81

Interpretation: Gold typically rises when real yields fall (negative correlation)

Oil vs Inflation Expectations

r = +0.73

Interpretation: Rising oil prices typically drive inflation expectations higher

DXY vs Emerging Market Assets

r = -0.68

Interpretation: Stronger dollar typically pressures EM currencies and assets

VIX vs S&P 500

r = -0.82

Interpretation: VIX spikes when S&P 500 declines (strong negative correlation)

Market Structure Analytics

Breadth, liquidity, and positioning metrics

NYSE Advance/Decline BREADTH+
1.42
↑ Advancing breadth
New 52W Highs/Lows HEALTHY
3.2 : 1
↑ More highs
% Above 200D MA STRONG
68%
↑ Bullish trend
Market Cap Weighted TOP-HEAVY
+12.5%
Large cap outperforming
Equal Weight S&P LAGGING
+7.2%
Narrow leadership
Russell 2000 UNDERPERFORM
+2.8%
Small caps weak

S&P 500 Advance-Decline Line