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Weekly report · Week 39 · Sep 21 – 25, 2026

MacroView Weekly — 2026-W39

Week of Sep 21–25, 2026: semis and Meta lift the Nasdaq as the 10-year Treasury climbs to 5.18%, crude drops 8% and rate volatility jumps.

7,743S&P 500 · SPY 1W+1.3%
14.87VIX · 1W+0.4%
5.18%10Y Treasury (FRED, Thu Sep 24)+24 bp 1W
$4,321Gold · 1W-2.3%
$92.41WTI crude · 1W-7.9%
100.97Dollar index (DXY) · 1W+0.7%

Summary

Macro regime & cycle

Stocks and bonds split: QQQ +3.2% and SPY +1.3%, while TLT fell 2.4% and the 10Y printed 5.18% on Thu Sep 24, +24 bp on the week. The 2Y rose almost as fast (4.87%, +20 bp), so 2s10s only nudged up to +0.31 pp, and crude fell 7.9%. The cycle read contradicts itself: the phase model says Late cycle, while the level-based clock says recovery, heading expansion, and this week's tape favoured XLK over the late-cycle leaders (XLE, XLB, XLV, XLP, XLU). Credit is still tight, with HY OAS at 2.80% (+10 bp) and IG at 0.79% on Sep 24, against a 2.85% real yield and a 2.34% breakeven.

Cross-asset — 1W % (Fri Sep 18 → Fri Sep 25 close)
  1. Nasdaq 100 (QQQ)+3.2%
  2. S&P 500 (SPY)+1.3%
  3. USD/JPY+0.7%
  4. Dollar index+0.7%
  5. Russell 2000 (IWM)-0.7%
  6. High yield (HYG)-0.9%
  7. Gold-2.3%
  8. Long Treasuries (TLT)-2.4%
  9. WTI crude-7.9%
10Y and 2Y Treasury yields — 6 months (FRED, last print Thu Sep 24)
10Y Treasury2Y Treasury
%5.183.71
2026-03-252026-09-24

Phase model inputs: CPI 3.71% (Aug), 2s10s +0.31 pp, HY OAS 2.80%, fed funds 3.88%. Clock inputs: Philly Fed 37.8 (Sep), drift “improving” (score 2). FRED series last printed Thu Sep 24; breakeven Fri Sep 25.

What would change this

HY OAS widening through 3% while the 10Y holds above 5% would mean the rate shock has reached credit. A 2Y falling faster than the 10Y would re-steepen the curve for dovish reasons, and the late-cycle label would then start to fit the tape.

Volatility

Equity vol sits near its one-year floor: VIX 14.87 (1-year percentile 8) in steep contango, VIX/VIX3M 0.829. Implied still runs 4.13 pts over 20-day realized (14.87 against 10.74), so the variance risk premium is positive. The stress is in rates instead: MOVE rose 19.0% to 96 and bond-ETF vol (VXTLT) 26.1%. Oil vol (OVX 55.09) sits at the 88th percentile of five years.

Volatility stress score — Risk-On
Risk-OnNeutralCautiousRisk-Off15.2
S&P implied-vol term structure (VIX / VIX3M = 0.829, contango)
  1. 12.769D
  2. 14.8730D
  3. 17.933M
  4. 20.016M
  5. 21.601Y
Implied-vol gauges — 1W % change (a rise is shaded as the bad news)
VXTLT+26.1%15.61 · 1y pct 70
MOVE+19.0%96 · 1y pct 68
VIX1D+9.5%12.51 · 1y pct 19
OVX+9.3%55.09 · 1y pct 29
VXN+8.2%20.87 · 1y pct 22
RVX+6.1%19.9 · 1y pct 13
VVIX+0.5%87.84 · 1y pct 10
VIX+0.4%14.87 · 1y pct 8
SKEW-2.2%144.91 · 1y pct 52
GVZ-3.7%22.44 · 1y pct 17

Sub line: level · percentile of the last year (0 = lowest, 100 = highest).

What would change this

The VIX/VIX3M ratio rising through 1.0 (now 0.829) would flip the term structure to backwardation and take the stress score out of Risk-On. The usual trigger is MOVE pushing past its 1-year high of 115.02.

Sectors & rotation

Only 4 of 11 sector ETFs rose: Technology led (+3.5%) and the rate-sensitive end came last, with Utilities down 3.9%, Energy 3.5% and Real Estate 2.3%. Mega-cap leadership holds on 1M/3M: the Mag-7 basket is +6.5% against SPY +0.7% over 1M and +15.0% against +5.8% over 3M (verdict “leaders-leading”). It still trails SPY YTD by 3.4 pp. Small caps did not join in (IWM -0.7% 1W, -5.7% 1M).

US sector ETFs — 1W % (Fri Sep 25 close)
  1. Technology (XLK)+3.5%
  2. Communication Svcs (XLC)+1.9%
  3. Health Care (XLV)+1.4%
  4. Industrials (XLI)+0.4%
  5. Consumer Disc. (XLY)-0.4%
  6. Materials (XLB)-0.4%
  7. Consumer Staples (XLP)-0.9%
  8. Financials (XLF)-1.8%
  9. Real Estate (XLRE)-2.3%
  10. Energy (XLE)-3.5%
  11. Utilities (XLU)-3.9%
Sector heat — 1D / 1W / 1M / 3M %
Sector1D %1W %1M %3M %
XLK Technology+0.8%+3.5%+7.3%+8.4%
XLC Communication Svcs-0.9%+1.9%+0.3%+6.4%
XLV Health Care+0.5%+1.4%-1.6%+6.5%
XLI Industrials+0.9%+0.4%-5.5%-5.9%
XLB Materials+0.2%-0.4%-7.2%-3.5%
XLY Consumer Disc.+0.2%-0.4%-5.6%-3.3%
XLP Consumer Staples+0.4%-0.9%-4.9%-3.1%
XLF Financials+0.6%-1.8%-5.9%+2.4%
XLRE Real Estate-0.2%-2.3%-7.8%-8.1%
XLE Energy-0.9%-3.5%-0.6%+15.2%
XLU Utilities+0.4%-3.9%-9.2%-14.5%
What would change this

Utilities and staples turning up with the 10Y rolling over would mean money rotating into bond proxies, not just repricing them. A 1M Mag-7 lead that shrinks below zero would end the “leaders-leading” verdict.

Energy, gold & hedges

WTI fell 7.9% to $92.41, the week's largest cross-asset move, though it is still up 33.5% over 3M; FSLR, MPC, ENPH, PSX were the energy segment's weakest names. Gold fell 2.3% to $4,321.2, 18.7% below its Jan 29 peak of $5,318. It still sits 7.7 pp above what real yields and the broad dollar imply over 90 days (+5.5% actual against -2.2% implied), a proxy for an unexplained bid rather than a measurement. No hedge beat stocks over the quarter: rebased 3M, SPY +6.1%, GLD +5.3%, UUP +0.6%, TLT -8.2%.

Energy segment — five best and five worst of 42 names by 1W %
Name1D %1W %1M %
UNG US Natural Gas-3.6%+6.9%+6.9%
REPYY Repsol-2.2%+2.9%+12.0%
GLPEY Galp Energia-1.7%+2.7%+4.9%
SHEL Shell+0.2%+1.3%+5.1%
2222.SR Saudi Aramco+0.5%+0.9%-1.9%
EC Ecopetrol+1.3%-5.7%+0.4%
PSX Phillips 66-0.0%-6.4%+5.6%
ENPH Enphase Energy-1.3%-6.5%-15.7%
MPC Marathon Petroleum+0.7%-7.4%+8.6%
FSLR First Solar+3.2%-9.3%-13.7%

Energy heatmap segment, Fri Sep 25 settled closes.

Hedges vs equities — 3M rebased to 100 (Jun 26 → Sep 25)
S&P 500 (SPY)Gold (GLD)Long Treasuries (TLT)Dollar (UUP)
index114.5791.85
2026-06-262026-09-25
What would change this

The gold residual collapsing toward zero while real yields keep rising would mean the unexplained bid is fading. The model's 60-day correlation with real yields is -0.26, well short of the −1 textbook link. On crude, OVX at the 88th 5-year percentile says the options market still prices large swings in either direction.

Semiconductors & themes

Semis carried the Nasdaq: 25 of 28 names rose, median +6.6%, with SOXX +7.4% and SMH +5.9%. ALAB (+20.2%), RMBS (+20.0%), QCOM and INTC led, while SNDK, AVGO and CAMT were the only decliners. Inside the Mag 7, META (+12.9%) and MSFT (+4.5%) did the work and GOOGL and AMZN slipped. Energy (-3.2%) and AI-infra hosts (-1.6%, ORCL -7.1%) had the weakest theme medians.

Semiconductors — 1W %, eight best and four worst of 28
  1. ALAB+20.2%
  2. RMBS+20.0%
  3. QCOM+13.6%
  4. INTC+13.3%
  5. AMD+12.6%
  6. ARM+12.6%
  7. AEHR+11.7%
  8. KLIC+9.7%
  9. SIMO+1.5%
  10. SNDK-0.8%
  11. AVGO-1.3%
  12. CAMT-1.4%
Theme baskets — median 1W % (Fri Sep 18 → Fri Sep 25 close)
  1. Semis (28 names)+6.6%
  2. Quantum+2.8%
  3. Optics & networking+2.6%
  4. Mag 7 (the seven)+1.5%
  5. Dev tools+1.1%
  6. Cybersecurity+0.9%
  7. Biotech-0.3%
  8. AI infra hosts-1.6%
  9. Energy complex-3.2%

Window: 1W close-to-close from each card's daily history. Rows whose last close was not Fri Sep 25 were dropped, and the payload does not say why. Dropped: ai infra: 018260.KS (last close 2026-09-22), 300442.SZ (last close 2026-09-23), GMG.AX (last close 2026-09-24), NXT.AX (last close 2026-09-24); optics: FIVG (last close 2026-07-17); biotech: 068270.KS (last close 2026-09-22), 207940.KS (last close 2026-09-22), 4568.T (last close 2026-09-24). Friday's semis lane in get_risk_rotation is a separate 1D read (median +1.27%).

What would change this

Micron's report on Wed Sep 30 is the week's test of the memory leg. A miss against the semis median would put the rally's breadth, 25 of 28 up, under question.

Movers & screens

Among $20B+ names moving 6% or more, MRNA had the biggest gain (+29.1%) on its cancer-vaccine run, and META's +12.9% came mostly on Monday. Below that floor, GEN ($12.9B) fell 25.5% after its GoDaddy approach. Utilities and REITs lead the oversold tail (DTE 17, O 17, TXRH 17, CMS 20, ROL 20, GEN 21), consistent with the rate move. Of the $20B+ names on 52-week lows, 30 set that low this week, the largest being HD, TMUS, PEP, MCD.

Weekly movers ($20B+, 1W move of 6% or more) — six best and six worst of 80
  1. MRNA+29.1%
  2. P+21.0%
  3. ALAB+20.2%
  4. CRDO+19.9%
  5. DDOG+16.6%
  6. CDNS+15.3%
  7. ROIV-10.0%
  8. VG-10.0%
  9. NVO-10.3%
  10. KGC-10.8%
  11. PAYX-12.7%
  12. BSP-12.7%
TickerCompanyMkt capHot scoreVolume heat1W %
AKAMAkamai Technologies, Inc.$16.4B11.58.9×+9.0%
GENGen Digital Inc.$12.9B10.04.7×-25.5%
CRDOCredo Technology Group Holding$39.7B6.91.7×+19.9%
TWLOTwilio Inc.$42.4B6.81.9×+13.1%
ZSZscaler, Inc.$31.5B6.52.3×-2.2%
CMCanadian Imperial Bank of Comme$103B6.14.4×-1.1%

Hot stocks: top 6 of 10 served (universe 976 names).

ScreenRowsReadingCoverage
RSI extremes22698 under 30 · 17 over 702,029 of 2,029 US names ≥ $10B, settled close Fri Sep 25
Breakouts, whole week (5 sessions)513284 with an up signal · 385 with a down signal2,029 names ≥ $10B; candle patterns read for 600 of 1,272 candidates
Breakouts, Fri Sep 25 close only163105 with an up signal · 63 with a down signal2,029 names ≥ $10B; candle patterns read for 600 of 1,272 candidates
52-week lows (45-day window)3830 set their low Sep 21–25336 of 337 curated names ≥ $20B
What would change this

A drop in the count of names under RSI 30 (now 98) while the 10Y holds would mean the bond-proxy selling is exhausted. A rise with the 10Y falling would mean something other than rates is driving it.

Earnings recap

Costco was the only reporter this week in the 35-name recap universe: EPS beat by 1.85% (6.60 against 6.48) and the stock rose 2.9% the next day. A headline in the news dataset attributes about $0.15 a share of that to a one-time tariff refund (Costco Beat on Earnings. About $0.15 a Share of It Was a One-Time Tariff Refund.). Season to date the watchlist shows 31 beats and 4 misses, but beats have not guaranteed gains: ORCL and AVGO both beat and fell the next day.

TickerReportedEPSEstimateSurpriseNext-day %
COST2026-09-246.606.48+1.9%+2.9%
ORCL2026-09-101.631.39+17.3%-1.7%
AVGO2026-09-023.032.83+7.1%-2.7%
NVDA2026-08-262.222.09+6.2%+8.7%
CRM2026-08-264.952.35+110.6%+22.6%
WMT2026-08-200.810.73+11.0%-0.1%

Six most recent reporters in the earnings-recap watchlist (curated large caps, not every $10B+ name).

What would change this

Micron (Sep 30) and Nike and Accenture (Oct 1) are next. A beat followed by a next-day drop at MU would repeat the ORCL and AVGO pattern: expectations running ahead of results.

News themes

Headlines are from the news dataset (clustered, up to 24h stale) plus three web searches for the stories behind the biggest moves. Every figure on this page comes from the datasets, not from these articles.

What would change this

A setback in the US–Iran talks would put the oil premium back and give the inflation side of the rates story fresh fuel.

Historical lookbacks

Today stacks three conditions: SPY within 2% of its 52-week high (0.6% off), VIX under 16 (14.87) and TLT down 5% or more over 3M (−8.2%). Since 2017 that triple has shown up in 12 weeks across 6 past episodes plus this one, and SPY's forward 3M median was -2.1% against a +4.8% baseline. That rests on n = 10 overlapping readings, and the 2018-10-05 episode alone returned -10.3% over the next 3M, so it cannot carry a call. Drop the VIX leg (n = 28) and the read flips to +6.0%, above baseline.

Condition (weekly closes)WeeksEpisodesn (3M)Fwd 1M median1M upFwd 3M median3M up
SPY within 2% of 52w high AND VIX < 16 AND TLT 3M <= -5%12710-0.2%50%-2.1%40%
SPY within 2% of 52w high AND VIX < 1614919139+1.7%70%+2.7%61%
TLT 3M <= -8%50749+1.4%67%+5.4%61%
SPY within 2% of high AND TLT 3M <= -5%301028+1.4%71%+6.0%79%
Unconditional baseline (every week since 2017-09-29)465—457+1.9%70%+4.8%75%

SPY forward returns (price, no dividends) from the last close of each ISO week, Sep 2017 – Sep 2026 (the first year of the 10-year series seeds the 52-week high). 52-week high = the highest close of the prior 252 sessions. Episodes = runs of matches separated by more than four weeks, including the current one. Past episode starts (SPY fwd 3M): 2018-10-05 (-10.3%), 2019-11-08 (+9.1%), 2023-07-07 (-2.9%), 2023-09-01 (+2.1%), 2024-03-22 (+4.5%), 2024-11-22 (-1.4%). Forward windows overlap within an episode, so the effective sample is closer to the episode count than to n.

What would change this

One more episode would move the triple condition's median materially, which is the point of stating its n. A bond selloff in a low-VIX tape has not, on its own, been a reliable sell signal in this sample.

Scenarios

These are three conditional paths from here, with no probabilities attached. Each names the data that would confirm it.

Rates plateau, growth keeps leading

If
The 10Y stalls near 5.18% and MOVE eases back from 96.
Then
Contango and a positive VRP stay intact, and semis and the Mag 7 keep their 1M/3M lead over SPY.
Watch
The MU print Sep 30, the SOXX 1W sign, and the Mag-7 relative line (1M now +5.8 pp).

Narrow grind

If
Yields drift higher slowly and credit stays tight (HY OAS near 2.8%).
Then
The index holds near highs on mega-cap weight while bond proxies and small caps keep lagging. The count of names under RSI 30 stays high.
Watch
IWM against SPY, the utilities and REIT oversold tail (98 names under RSI 30), and 2s10s (+0.31 pp).

Rate shock reaches equities

If
The 10Y keeps rising, MOVE breaks its 1-year high and HY OAS widens.
Then
The VIX curve flattens toward backwardation, the stress score leaves Risk-On, and the most extended semis give back first.
Watch
VIX/VIX3M above 1.0 (now 0.829), HY OAS above 3%, and the Oct 2 payrolls report.
What would change this

Payrolls on Oct 2 is the one scheduled macro print in the calendar this week. A hot number feeds the bear path through the 2Y, and a soft one feeds the bull path.

Week ahead

6 US-listed $10B+ companies report. Micron is the one that matters for this tape: it has averaged a ±9.9% move over its last 3 reports, with a consensus EPS of $31.24 against $2.86 a year ago. Macro calendar: Fri Oct 2: Employment Situation — September 2026 (08:30 ET).

Earnings — Mon Sep 28 to Fri Oct 2

Mon Sep 280

Before open

—

After close

—

Tue Sep 291

Before open

CCL$29.8B

After close

—

Wed Sep 302

Before open

JBL$32.6B

After close

MU$1.22T

Thu Oct 13

Before open

ACN$118B
MKC$12.9B

After close

NKE$53.4B

Fri Oct 20

Before open

—

After close

—

US-listed companies with a market cap of $10.0B or more only — 6 reports this week. Timing: Nasdaq's pre/post flag where the calendar has it (MU, ACN, NKE), otherwise derived from the report timestamp.

TickerReportsImplied moveAvg abs move 1yAvg abs move 5yUp rate 5y
MUWed Sep 30unavailable±9.9% (n=3)±7.0% (n=20)40%
ACNThu Oct 1unavailable±1.7% (n=3)±1.9% (n=13)46%

$100B+ reporters this week. The options-implied move is unavailable this week: none of the 160 profile rows in the Sep 26 06:41 UTC payload carry it. Historical columns are the average absolute post-report move over the stated window's reported quarters.

Ex-dividend dates
Ex-dateTickerCompanyMkt capPer sharePays
Wed Sep 30MDLZMondelez International, Inc.$0.52Oct 14
Fri Oct 2CSCOCisco Systems, Inc.$0.42Oct 21

Curated large-cap earnings universe only, next 7 weekdays: not every $10B+ name, and the rows carry no market cap.

What would change this

The hopper shows a four-weekday gap (Oct 2–7) before the bank-led Q3 season starts on Oct 13. Until then, rates and payrolls, not earnings, set the direction.