Institutional Intelligence

Macro futures · positioning · regime

MOCK DATA
MOCK DATASHADOWREAD ONLYNO EXECUTIONInstitutional Intelligence · last updated 2026-06-14 14:02:11 UTC

Institutional Intelligence

Macro futures · positioning · cross-asset regime

MOCKSHADOWREAD ONLY2026-06-14 14:02:11 UTC
ES
+0.40%
long · 2.1M
NQ
+0.80%
long · 284K
RTY
+0.20%
neutral · 412K
DXY
-0.30%
short · 48K
VIX
-2.10%
short · 284K
US10Y
-0.04%
neutral ·

Futures Snapshot · Leadership Board

Symbol24hOpen InterestBiasScore
ES+0.40%2.1MlongSCORE72
NQ+0.80%284KlongSCORE78
RTY+0.20%412KneutralSCORE58
DXY-0.30%48KshortSCORE42
VIX-2.10%284KshortSCORE36
US10Y-0.04%neutralSCORE54
Gold+1.20%612KlongSCORE74
Oil-1.60%1.8MshortSCORE34

Cross Asset Conviction · Regime

Final Brain
CRYPTO_BETA_RISK_ON
CONV78RISK54ALPHA81LIQ74
Reasons
  • Global liquidity expanding (TGA drain + RRP unwind)
  • Equities breadth >65, leadership broad
  • DXY rejected 105.4, US10Y stable
  • Crypto leadership rotating from BTC to ETH / SOL
  • Funding neutral, basis curve normal contango
Preferred Flows
BTC dominance fadeETH betaL2 rotationAI narrativeUSD-funded carry
Action › Add to high-beta crypto, fade DXY rallies, avoid energy longs

Rates · Dollar · Volatility

  • US 10Y4.18%
  • DXY104.2
  • VIX12.4
  • Gold$2,418
  • Oil$72.4

Leadership

BTCanchor
+1.80%LEAD82
ETHleader
+3.20%LEAD88
SOLleader
+4.10%LEAD84
Goldanchor
+1.20%LEAD76
Oillaggard
-1.60%LEAD34
Nasdaqleader
+0.80%LEAD72
Russellfollower
+0.40%LEAD58
DXYlaggard
-0.30%LEAD42

Macro Risk Matrix

ES72
long
NQ78
long
RTY58
neutral
DXY42
short
VIX36
short
US10Y54
neutral
Gold74
long
Oil34
short

Correlation Matrix

BTCETHGoldOilDXYUS10YSPXQQQVIX
BTC1.000.860.180.04-0.42-0.310.640.68-0.52
ETH0.861.000.22-0.02-0.48-0.340.610.70-0.49
Gold0.180.221.000.34-0.580.120.080.04-0.06
Oil0.04-0.020.341.00-0.120.22-0.04-0.080.18
DXY-0.42-0.48-0.58-0.121.000.41-0.36-0.420.32
US10Y-0.31-0.340.120.220.411.00-0.48-0.540.28
SPX0.640.610.08-0.04-0.36-0.481.000.92-0.74
QQQ0.680.700.04-0.08-0.42-0.540.921.00-0.78
VIX-0.52-0.49-0.060.180.320.28-0.74-0.781.00