Institutional Intelligence Feed • Monday, January 12, 2026
| Indicator | Current Value | Benchmark | Status | Signal Source |
|---|---|---|---|---|
| Core Macroeconomic and Market Indicators | ||||
| Sahm Rule Recession Indicator | 0.42% | 0.50% (Recession Trigger) | ⚠️ CRITICAL WATCH | FRED St. Louis (Jan 9 Release) |
| Shiller CAPE Ratio | 42.1 | > 42.0 (Trigger) | 🚨 EXTREME VALUATION | Yale / Shiller |
| Buffett Indicator (Market/GDP) | 222.4% | 80% - 100% (Neutral) | 🚨 HISTORIC OVERVALUATION | MacroMicro / GuruFocus |
| Forward P/E Ratio | 24.2 | > 24.0 (High Alert) | ⚠️ HIGH ALERT | FactSet |
| Margin Debt Growth (YoY) | +41.5% | > 40% (Red Flag) | 🚨 MAJOR RED FLAG | FINRA |
| Fed Funds Rate | 5.33% | Impact on Long-Duration | ℹ️ RESTRICTIVE | Federal Reserve |
| Yield Curve (10Y-2Y) | +0.12% | Rapid Steepening | ⚠️ RECESSION SIGNAL | US Treasury |
| Inflation (CPI YoY) | 3.6% | > 3.5% (Monitor) | ⚠️ ELEVATED | BLS |
| Economic Health and Labor Indicators | ||||
| Unemployment Rate | 4.8% | 4.8% (Recession Signal) | 🚨 RECESSION SIGNAL | BLS |
| Nonfarm Payrolls | +50k | Low Hiring Trend | ⚠️ SLOWDOWN | BLS |
| Consumer Confidence | 54.0 | Near-Record Low | 🚨 EXTREME PESSIMISM | Conference Board |
| Retail Sales (YoY) | -0.2% | Deceleration/Stagnation | ⚠️ STAGNATION | Census Bureau |
| ISM Manufacturing PMI | 48.5 | < 50.0 (Contraction) | 🚨 CONTRACTION | ISM |
| Sentiment and Technical Indicators | ||||
| CNN Fear & Greed Index | 56 | 50 (Neutral) | ✅ GREED | CNN Business / Zacks |
| NAAIM Exposure Index | 85.0 | Active Manager Positioning | ℹ️ LEVERAGED LONG | NAAIM |
| VIX (Volatility) | 14.49 | Market Calm vs Panic | ✅ COMPLACENCY | CBOE |
| Put/Call Ratio | 0.85 | Bullish/Bearish Positioning | ✅ NEUTRAL/BULLISH | CBOE |
| SKEW Index | 147.08 | Tail Risk | 🚨 EXTREME RISK HEDGING | CBOE |
| AAII % Bullish | 45.0% | Investor Sentiment | ℹ️ OPTIMISTIC | AAII |
| Hindenburg Omen | Active | Market Fragility Signal | 🚨 FRAGILITY SIGNAL | Technical Analysis |
| Liquidity and Credit Indicators | ||||
| Global Liquidity Index | 92.5 | Global Cash Flows | ⚠️ TIGHTENING | CrossBorder Capital |
| Global M2 Money Supply | $97.39 Trillion | +1.01% (3-mo chg) | ✅ LIQUIDITY SUPPORTIVE | StreetStats |
| M2 Money Supply YoY | -2.5% | Tightening Trends | ⚠️ CONTRACTION | Federal Reserve |
| Financial Stress (NFCI) | -0.42 | < 0.0 (Stable) | ✅ STABLE | Chicago Fed |
| Junk Bond Spread | 2.85% | Very Low (Extreme Greed) | 🚨 EXTREME GREED | FRED / ICE BofA |
| TED Spread | 0.20% | Interbank Calm | ✅ CALM | FRED |
| Equity Risk Premium | -0.5% | Negative Reward | 🚨 DANGEROUS REWARD | Damodaran / NYU |
| Specialized and Real-World Indicators | ||||
| Global Gold Reserves Value | $5.35 Trillion | Overtook US Treasuries | 🚨 SYSTEMIC SHIFT | World Gold Council |
| Copper/Gold Ratio | 0.18 | Industrial Health | ⚠️ WEAKENING | Market Data |
| Baltic Dry Index | 1450 | Global Shipping | ℹ️ MODERATE | Baltic Exchange |
| Insider Sell/Buy Ratio | 25:1 | Smart Money Exits | 🚨 HIGH SELLING | SEC Filings |
| CMBS Office Delinquency | 6.5% | CRE Stress | 🚨 HIGH ALERT | Trepp / Moody's |
| Skyscraper Index | Peak | Supertall Completions | ⚠️ MARKET PEAK SIGNAL | Barclays |
The market closed at an all-time high of 6,966.28, fueled by a +10.8% rally in Intel (INTC) following political backing and AI semiconductor optimism. However, the Buffett Indicator at 222% and the Sahm Rule at 0.42 suggest a dangerous divergence between asset prices and underlying economic stability. Institutional "smart money" is actively rotating into Gold, which has officially overtaken Treasuries in total global reserve value—a structural pivot not seen in 30 years.