Daily Brief January 21, 2026

SPX Trade Plan — January 21, 2026

Since December, I have maintained a staunchly bullish rhetoric. However, as noted in yesterday’s morning note, the tone has shifted. While headlines focus on trade war tariffs, the real structural risk is the Japanese 10-Year yield and the unraveling of the Yen Carry Trade.

This liquidity drain is why we flagged caution on Crypto before the extended sell-off yesterday. When the cost of capital spikes in Japan, risk assets are the first to be liquidated to cover the spread.

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Structural Headwinds:

There are currently more headwinds than tailwinds. While “buying the dip” has worked for months, it is prudent to wait for a daily close above 6855 to repair the structure and turn off the CTA selling machine.

The Lines in the Sand For Bulls:

We aren’t cooked yet. Two major structural levels loom below:

It is entirely possible—and favorable—if we see a technical bounce off this zone if the flush deepens. I remain cautiously optimistic. I see the warning signs, but based on other signals, I don’t think it’s over yet.

The Catalyst: VIX Expiration (VIXPO)

Today is VIX expiration. The board shows a massive Net Gamma Pin at 20.

GEX Profile

Gamma Flip6855

Execution Levels

Long Plan

  • Reclaim: We need a clean reclaim of 6800 to target 6810 and 6826.
  • Continuation: A move through 6835 targets 6845 and the crucial 6852 (CTA Pivot).
  • Extension: Clearing 6860 (The Flip) sets up 6875, 6881, and 6894.

Short Plan

  • Breakdown: A rejection at or loss of 6800 targets 6792, 6775, and 6764.
  • The Flush: A break below 6764 targets 6750. If we lose 6742 (100-Day SMA zone), look for a flush to 6726, 6721, and the 6709 structural floor.
Gamma Flip
6855
VIX Levels
17.11, 18.00, 18.48, 19.35, 19.86, 21.00