{"ts": "2026-07-11T20:00:09.006132+00:00", "memo": "spx at 7575, vix down to 15.03, vol compression continues, risk appetite intact. btc and eth both up over 1% on the day, with ibit pulling $90.4m and etha $18.4m in fresh inflows. the crypto etf complex still drawing capital, no sign of rotation out yet.\n\non the yield side, aerodrome slipstream pools still printing triple digits, weth-usdc at 225.9% on $3.7m tvl, weth-rei at 159.9%. these are concentrated liquidity positions, so il risk is real, but the spreads are wide enough to attract mercenary capital.\n\ngold dipping 0.63% while equities and crypto rise, classic risk-on posture. wti crude up 4.32%, worth watching if sustained energy costs start feeding into inflation expectations.\n\nsnapshot refreshes every 15min. see all 13 tools at docs.falsifylab.com", "facts_preview": "MACRO TAPE:\n  SPX (S&P 500): price=7575.39 1d=+1.23% 5d=+0.50%\n  VIX (CBOE Volatility Index): price=15.03 1d=-3.47% 5d=-3.47%\n  BTC (Bitcoin): price=64116.98 1d=+1.29% 5d=+1.29%\n  ETH (Ethereum): price=1794.45 1d=+1.47% 5d=+1.47%\n  GOLD (Gold futures): price=4128.9 1d=-0.63% 5d=-0.63%\n  WTI (WTI crude futures): price=71.51 1d=+4.32% 5d=+4.32%\nETF FLOWS (today):\n  BTC IBIT: net=$+90.4M cum=$51.3B streak=1d inflow\n  ETH ETHA: net=$+18.4M cum=$11.0B streak=1d inflow\nTOP YIELDS (real apy, emissions stripped, tvl>$1M, sanity-filtered):\n  aerodrome-slipstream WETH-USDC (base): apy=225.9% tvl=$3.7M conf=0.60\n  aerodrome-slipstream WETH-REI (base): apy=159.9% tvl=$1.9M conf=0.60\n  aerodrome-slipstream O-USDC (base): apy=136.5% tvl=$2.1M conf=0.60\nACTIVE AIRDROP FARMS (sanity-filtered):\n  concentrator ASDCRV (ethereum): apy=37.9% gap=37.9% tvl=$2.2M\n  beefy FRXUSD-MSUSD (ethereum): apy=20.0% gap=20.0% tvl=$1.5M\n  sideshift SVXAI (ethereum): apy=17.5% gap=17.5% tvl=$9.9M", "signals_truncated": {"yield": {"count": 3, "items": [{"protocol": "aerodrome-slipstream", "chain": "base", "assets": ["WETH-USDC"], "realistic_apy": 225.91556, "headline_apy": 225.91556, "tvl_usd": 3654238, "confidence": 0.6, "mechanism": "Stake WETH-USDC on aerodrome-slipstream (Base)", "_source": "defillama"}, {"protocol": "aerodrome-slipstream", "chain": "base", "assets": ["WETH-REI"], "realistic_apy": 159.8847, "headline_apy": 159.8847, "tvl_usd": 1929096, "confidence": 0.6, "mechanism": "Stake WETH-REI on aerodrome-slipstream (Base)", "_source": "defillama"}, {"protocol": "aerodrome-slipstream", "chain": "base", "assets": ["O-USDC"], "realistic_apy": 136.50151, "headline_apy": 136.50151, "tvl_usd": 2081465, "confidence": 0.6, "mechanism": "Stake O-USDC on aerodrome-slipstream (Base)", "_source": "defillama"}], "generated_at": "2026-07-11T19:45:06.343916+00:00"}, "macro": {"count": 20, "items": [{"ts": "2026-07-11T03:00:02.563691+00:00", "key": "SPX", "symbol": "^GSPC", "label": "S&P 500", "asset_class": "equity_index", "last": 7575.39, "prev_close": 7483.24, "high_1d": 7579.93, "low_1d": 7508.16, "pct_1d": 1.231418476488801, "pct_5d": 0.5036175902593462, "currency": "USD", "exchange": "SNP", "market_state": null}, {"ts": "2026-07-11T03:00:02.750196+00:00", "key": "NDX", "symbol": "^NDX", "label": "Nasdaq 100", "asset_class": "equity_index", "last": 29825.11, "prev_close": 29329.21, "high_1d": 29856.941, "low_1d": 29484.49, "pct_1d": 1.690805855323077, "pct_5d": 0.4284511416374393, "currency": "USD", "exchange": "NIM", "market_state": null}, {"ts": "2026-07-11T03:00:02.944239+00:00", "key": "DJI", "symbol": "^DJI", "label": "Dow Jones Industrial", "asset_class": "equity_index", "last": 52637.01, "prev_close": 52900.07, "high_1d": 52709.75, "low_1d": 52266.81, "pct_1d": -0.49727722477493447, "pct_5d": -0.7895447557422618, "currency": "USD", "exchange": "DJI", "market_state": null}, {"ts": "2026-07-11T03:00:03.014536+00:00", "key": "RUT", "symbol": "^RUT", "label": "Russell 2000", "asset_class": "equity_index", "last": 2977.8052, "prev_close": 2996.11, "high_1d": 2998.1753, "low_1d": 2963.1604, "pct_1d": -0.6109522013544343, "pct_5d": -1.0544747253931173, "currency": "USD", "exchange": "WCB", "market_state": null}, {"ts": "2026-07-11T03:00:03.098056+00:00", "key": "ES", "symbol": "ES=F", "label": "S&P 500 futures", "asset_class": "equity_futures", "last": 7626, "prev_close": 7591.5, "high_1d": 7628.75, "low_1d": 7552.75, "pct_1d": 0.45445564117763293, "pct_5d": 0.45445564117763293, "currency": "USD", "exchange": "CME", "market_state": null}, {"ts": "2026-07-11T03:00:03.204340+00:00", "key": "NQ", "symbol": "NQ=F", "label": "Nasdaq 100 futures", "asset_class": "equity_futures", "last": 30068.5, "prev_close": 29941, "high_1d": 30077.75, "low_1d": 29675, "pct_1d": 0.4258374803780769, "pct_5d": 0.4258374803780769, "currency": "USD", "exchange": "CME", "market_state": null}, {"ts": "2026-07-11T03:00:03.353980+00:00", "key": "RTY", "symbol": "RTY=F", "label": "Russell 2000 futures", "asset_class": "equity_futures", "last": 2996.7, "prev_close": 3027, "high_1d": 3019.5, "low_1d": 2970.8, "pct_1d": -1.0009910802775084, "pct_5d": -1.0009910802775084, "currency": "USD", "exchange": "CME", "market_state": null}, {"ts": "2026-07-11T03:00:03.602845+00:00", "key": "YM", "symbol": "YM=F", "label": "Dow futures", "asset_class": "equity_futures", "last": 52962, "prev_close": 53372, "high_1d": 52992, "low_1d": 52506, "pct_1d": -0.7681930600314771, "pct_5d": -0.7681930600314771, "currency": "USD", "exchange": "CBT", "market_state": null}, {"ts": "2026-07-11T03:00:03.676060+00:00", "key": "VIX", "symbol": "^VIX", "label": "CBOE Volatility Index", "asset_class": "volatility", "last": 15.03, "prev_close": 15.57, "high_1d": 16.16, "low_1d": 14.96, "pct_1d": -3.468208092485555, "pct_5d": -3.4682062004389516, "currency": "USD", "exchange": "CXI", "market_state": null}, {"ts": "2026-07-11T03:00:03.763922+00:00", "key": "VVIX", "symbol": "^VVIX", "label": "Vol of VIX", "asset_class": "volatility", "last": 87.28, "prev_close": 88.8, "high_1d": 91.02, "low_1d": 85.83, "pct_1d": -1.7117117117117073, "pct_5d": 0.218169330691211, "currency": "USD", "exchange": "WCB", "market_state": null}, {"ts": "2026-07-11T03:00:03.831981+00:00", "key": "UST2", "symbol": "^IRX", "label": "13W T-bill yield", "asset_class": "rates", "last": 3.695, "prev_close": 3.725, "high_1d": 3.695, "low_1d": 3.675, "pct_1d": -0.8053691275167852, "pct_5d": -0.8053665879362671, "currency": "USD", "exchange": "CGI", "market_state": null}, {"ts": "2026-07-11T03:00:03.892365+00:00", "key": "UST5", "symbol": "^FVX", "label": "5Y T-note yield", "asset_class": "rates", "last": 4.308, "prev_close": 4.257, "high_1d": 4.314, "low_1d": 4.271, "pct_1d": 1.198026779422132, "pct_5d": 1.1980275048904612, "currency": "USD", "exchange": "CGI", "market_state": null}, {"ts": "2026-07-11T03:00:03.969131+00:00", "key": "UST10", "symbol": "^TNX", "label": "10Y T-note yield", "asset_class": "rates", "last": 4.569, "prev_close": 4.529, "high_1d": 4.571, "low_1d": 4.539, "pct_1d": 0.8831971737690448, "pct_5d": 0.8832015073487558, "currency": "USD", "exchange": "CGI", "market_state": null}, {"ts": "2026-07-11T03:00:04.114944+00:00", "key": "UST30", "symbol": "^TYX", "label": "30Y T-bond yield", "asset_class": "rates", "last": 5.071, "prev_close": 5.043, "high_1d": 5.076, "low_1d": 5.054, "pct_1d": 0.5552250644457581, "pct_5d": 0.5552206527685718, "currency": "USD", "exchange": "CGI", "market_state": null}, {"ts": "2026-07-11T03:00:04.383175+00:00", "key": "EURUSD", "symbol": "EURUSD=X", "label": "EUR/USD", "asset_class": "fx", "last": 1.1419, "prev_close": 1.1438, "high_1d": 1.1464, "low_1d": 1.1416, "pct_1d": -0.16611295681063237, "pct_5d": -0.19907696754104878, "currency": "USD", "exchange": "CCY", "market_state": null}, {"ts": "2026-07-11T03:00:04.444696+00:00", "key": "GOLD", "symbol": "GC=F", "label": "Gold futures", "asset_class": "commodity", "last": 4128.9, "prev_close": 4155.1, "high_1d": 4144.6, "low_1d": 4081.7, "pct_1d": -0.6305504079324379, "pct_5d": -0.6305527433870712, "currency": "USD", "exchange": "CMX", "market_state": null}, {"ts": "2026-07-11T03:00:04.530841+00:00", "key": "WTI", "symbol": "CL=F", "label": "WTI crude futures", "asset_class": "commodity", "last": 71.51, "prev_close": 68.55, "high_1d": 73.16, "low_1d": 70.77, "pct_1d": 4.318016046681266, "pct_5d": 4.318011402577596, "currency": "USD", "exchange": "NYM", "market_state": null}, {"ts": "2026-07-11T03:00:04.601743+00:00", "key": "COPPER", "symbol": "HG=F", "label": "Copper futures", "asset_class": "commodity", "last": 6.285, "prev_close": 6.178, "high_1d": 6.326, "low_1d": 6.235, "pct_1d": 1.73195208805439, "pct_5d": 1.731952527765656, "currency": "USD", "exchange": "CMX", "market_state": null}, {"ts": "2026-07-11T03:00:04.693060+00:00", "key": "BTC", "symbol": "BTC-USD", "label": "Bitcoin", "asset_class": "crypto", "last": 64116.98, "prev_close": 63297.395, "high_1d": 64198.293, "low_1d": 63964.973, "pct_1d": 1.294816319060218, "pct_5d": 1.294817069200807, "currency": "USD", "exchange": "CCC", "market_state": null}, {"ts": "2026-07-11T03:00:04.831430+00:00", "key": "ETH", "symbol": "ETH-USD", "label": "Ethereum", "asset_class": "crypto", "last": 1794.45, "prev_close": 1768.5115, "high_1d": 1795.9613, "low_1d": 1788.2904, "pct_1d": 1.4666854018195514, "pct_5d": 1.4666868585828254, "currency": "USD", "exchange": "CCC", "market_state": null}], "generated_at": "2026-07-11T19:45:03.545195+00:00"}, "etf_flow": {"count": 2, "items": [{"ts": "2026-07-11T13:30:03.667430+00:00", "asset": "btc", "ticker_proxy": "IBIT", "date": "2026-07-10", "net_flow_usd": 90439970, "week5_total_usd": 197400157.09, "streak_days": 1, "streak_direction": "inflow", "total_aum_usd": 77421550348.27, "cum_inflow_usd": 51276577259.687996, "daily_volume_usd": 1448880811.22}, {"ts": "2026-07-11T13:30:17.976538+00:00", "asset": "eth", "ticker_proxy": "ETHA", "date": "2026-07-10", "net_flow_usd": 18433378.275, "week5_total_usd": 84418547.205, "streak_days": 1, "streak_direction": "inflow", "total_aum_usd": 9588195173.155, "cum_inflow_usd": 10973456655.541, "daily_volume_usd": 413495929.6}], "generated_at": "2026-07-11T19:45:04.865925+00:00"}, "sec8k": {"count": 0, "items": [], "generated_at": "2026-07-11T20:00:02.609813+00:00"}, "form4_clusters": {"count": 0, "items": [], "generated_at": "2026-07-11T20:00:03.827028+00:00"}, "airdrops": {"count": 3, "items": [{"id": "46e45d363608116f20bc16f1", "ts": "2026-07-11T19:25:22.677771+00:00", "first_seen": "2026-05-10T00:41:29.519475+00:00", "status": "active", "alert_count": 745, "realistic_apy": 37.87, "protocol": "concentrator", "chain": "ethereum", "assets": ["ASDCRV"], "pool_id": "d853189e-6f71-45d0-b3ee-b3b989faa447", "headline_apy": 37.87, "gap_apy": 37.87, "tvl_usd": 2240011, "capital_required_usd": 5000, "max_capital_usd": 44800.22, "quantitative_confidence": 0.4442, "mechanism": "DefiLlama reports 37.9% APY versus 0.0% explained (0.0% base + 0.0% rewards) on concentrator ASDCRV pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 37.9% APY (often unannounced rewards)"], "url": ""}, {"id": "7f5cbd0c9b5bf243d69ff330", "ts": "2026-07-11T19:25:22.691646+00:00", "first_seen": "2026-05-11T23:07:43.073893+00:00", "status": "active", "alert_count": 256, "realistic_apy": 19.98633, "protocol": "beefy", "chain": "ethereum", "assets": ["FRXUSD-MSUSD"], "pool_id": "b2c25704-1861-4ea0-83f4-afa055256914", "headline_apy": 19.98633, "gap_apy": 19.98633, "tvl_usd": 1492306, "capital_required_usd": 5000, "max_capital_usd": 29846.12, "quantitative_confidence": 0.3786, "mechanism": "DefiLlama reports 20.0% APY versus 0.0% explained (0.0% base + 0.0% rewards) on beefy FRXUSD-MSUSD pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 20.0% APY (often unannounced rewards)"], "url": ""}, {"id": "55055ce1ad64ea5651fc59e3", "ts": "2026-07-11T19:25:22.657823+00:00", "first_seen": "2026-05-12T06:07:46.038480+00:00", "status": "active", "alert_count": 31, "realistic_apy": 17.54, "protocol": "sideshift", "chain": "ethereum", "assets": ["SVXAI"], "pool_id": "79a3b6ae-a514-4ee1-bc7f-36c71476f557", "headline_apy": 17.54, "gap_apy": 17.54, "tvl_usd": 9901942, "capital_required_usd": 5000, "max_capital_usd": 198038.84, "quantitative_confidence": 0.4377, "mechanism": "DefiLlama reports 17.5% APY versus 0.0% explained (0.0% base + 0.0% rewards) on sideshift SVXAI pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 17.5% APY (often unannounced rewards)"], "url": ""}], "airdrops": [{"id": "46e45d363608116f20bc16f1", "ts": "2026-07-11T19:25:22.677771+00:00", "first_seen": "2026-05-10T00:41:29.519475+00:00", "status": "active", "alert_count": 745, "realistic_apy": 37.87, "protocol": "concentrator", "chain": "ethereum", "assets": ["ASDCRV"], "pool_id": "d853189e-6f71-45d0-b3ee-b3b989faa447", "headline_apy": 37.87, "gap_apy": 37.87, "tvl_usd": 2240011, "capital_required_usd": 5000, "max_capital_usd": 44800.22, "quantitative_confidence": 0.4442, "mechanism": "DefiLlama reports 37.9% APY versus 0.0% explained (0.0% base + 0.0% rewards) on concentrator ASDCRV pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 37.9% APY (often unannounced rewards)"], "url": ""}, {"id": "7f5cbd0c9b5bf243d69ff330", "ts": "2026-07-11T19:25:22.691646+00:00", "first_seen": "2026-05-11T23:07:43.073893+00:00", "status": "active", "alert_count": 256, "realistic_apy": 19.98633, "protocol": "beefy", "chain": "ethereum", "assets": ["FRXUSD-MSUSD"], "pool_id": "b2c25704-1861-4ea0-83f4-afa055256914", "headline_apy": 19.98633, "gap_apy": 19.98633, "tvl_usd": 1492306, "capital_required_usd": 5000, "max_capital_usd": 29846.12, "quantitative_confidence": 0.3786, "mechanism": "DefiLlama reports 20.0% APY versus 0.0% explained (0.0% base + 0.0% rewards) on beefy FRXUSD-MSUSD pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 20.0% APY (often unannounced rewards)"], "url": ""}, {"id": "55055ce1ad64ea5651fc59e3", "ts": "2026-07-11T19:25:22.657823+00:00", "first_seen": "2026-05-12T06:07:46.038480+00:00", "status": "active", "alert_count": 31, "realistic_apy": 17.54, "protocol": "sideshift", "chain": "ethereum", "assets": ["SVXAI"], "pool_id": "79a3b6ae-a514-4ee1-bc7f-36c71476f557", "headline_apy": 17.54, "gap_apy": 17.54, "tvl_usd": 9901942, "capital_required_usd": 5000, "max_capital_usd": 198038.84, "quantitative_confidence": 0.4377, "mechanism": "DefiLlama reports 17.5% APY versus 0.0% explained (0.0% base + 0.0% rewards) on sideshift SVXAI pool on ethereum. Verify whether the gap is a points/airdrop program.", "source": "uncategorized_gap", "risk_factors": ["Pool TVL or APY can move quickly when rewards are documented", "Reward token, distribution schedule, and lockups may be undefined", "Uncategorized incentive gap of 17.5% APY (often unannounced rewards)"], "url": ""}], "generated_at": "2026-07-11T20:00:02.990300+00:00"}}}