Options & futures
Options & futures: Equity options, ES, NQ, gold futures. Regime, heat score, performance, opportunities, signals and strategies for this investment category, refreshed weekly.
Options & futures: Neutral regime, heat score −13
Investment category #7 of 10. Average move −1.6% over 1 month and −0.6% over 3 months; 50% of its assets trade above their 200-day average. Investor interest: Medium-high; quant signal potential: Very high.
What we watch: Trend, volatility, open interest, term structure, implied vs realised volatility. Risk-off warning signs: Volatility spikes, failed breakouts, excessive leverage, event risk.
| Asset | Price | 1 month | 3 months | 1 year | Regime | Opportunity score |
|---|---|---|---|---|---|---|
| E-mini S&P 500 Futures (ES1!) | 7,660 | −1.5% | +2.8% | +13.0% | Neutral | 70 (#21) |
| E-mini Nasdaq-100 Futures (NQ1!) | 29,118 | −5.4% | +1.5% | +15.2% | Neutral | 66 (#29) |
| E-mini Dow Futures (YM1!) | 52,394 | +1.0% | +0.9% | +11.8% | Neutral | 68 (#25) |
| E-mini Russell 2000 Futures (RTY1!) | 2,785 | −2.7% | −5.6% | +11.6% | Transition | 40 (#53) |
| Euro FX Futures (6E1!) | 1.1216 | −1.8% | −1.6% | −3.7% | Bear | 28 (#69) |
| 10-Year T-Note Futures (ZN1!) | 106.16 | +1.1% | −1.8% | −6.4% | Bear | 27 (#71) |
| Nasdaq-100 Implied Volatility (VXN) | 28.30 | +42.5% | −1.1% | +20.6% | Transition | – |
| S&P 500 Implied Volatility (VIX) | 19.44 | +37.3% | +2.5% | +5.9% | Transition | – |
Signals and alerts in Options & futures
- Alert (moderate severity): E-mini Nasdaq-100 Futures – Broke below its 50-day average this week
- Alert (moderate severity): E-mini S&P 500 Futures – Broke below its 50-day average this week
- Bearish (confirmed, strength 72): Euro FX Futures breaks down near its 52-week low
- Bearish (emerging, strength 60): E-mini Nasdaq-100 Futures slips below its 50-day average
- Bearish (emerging, strength 51): E-mini S&P 500 Futures slips below its 50-day average
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Source: Sonsero Markets weekly snapshot 2026-10-25 (market data from TradingView). Scores and regimes are rules-based descriptions of market conditions, not investment advice. Past performance and backtests do not guarantee future results.