CONVEX
Monthly Recap

Solid start: S&P +2.1%, AI capex optimism, Fed holds

January 2026
Late-cycle consolidationAI capex continuityFed patienceRange-bound volatility

Monthly Performance

AssetCloseChange
S&P 500 (SPY)591.80+2.10%
Nasdaq 100 (QQQ)524.30+2.80%
Russell 2000 (IWM)223.50-0.55%
20Y+ Treasury (TLT)93.25-0.25%
DXY100.25+0.80%
Gold3232.00+0.15%
VIX17.50-2.10%
Bitcoin79,850-2.35%

Macro Dashboard

IndicatorMonth-endvs. priorvs. YoY
Recession probability (CVRP)29.00−4.00−1.00
10Y Treasury yield4.26%+0.08pp−0.32pp
2s10s spread74bps+3bps+38bps
VIX17.44+2.49+1.01
HY credit spread288bps+7bps+20bps
CPI (headline, YoY %)2.39%
Unemployment rate4.30%−0.10pp+0.30pp
WTI crude$64.50+$7.24−$8.34

Values captured at month-end (last available daily observation). Sources: FRED (rates, credit, commodities, labor), BLS (CPI), Convex proprietary indices (CVRP).

What Happened

January 2026 delivered a steady but unremarkable start to the year. Q4 2025 earnings season dominated the first three weeks, with hyperscaler capex guidance for 2026 reaffirmed at $320B+ aggregate, driving strength in semiconductors, data center infrastructure, and power utilities. The S&P 500 gained 2.1% on the month, with the NASDAQ 100 leading at +2.8% on AI-sector leadership.

Rate markets were subdued. The January 28 FOMC held at 3.75-4.00% in a unanimous decision, with Powell striking a patient tone that emphasized the committee would "wait to see more data" through the spring. Fed funds futures priced 30% probability of a March cut and 55% for May. The 10Y Treasury yield closed at 4.22%, little changed. The dollar firmed modestly (DXY +0.8%) as relative growth prospects favored the US.

Cross-asset performance was quiet. Gold traded flat near $3,230. Bitcoin consolidated in a $78,000-$82,500 range after the December 2025 pullback from near-$95k highs. Oil fell 1.5% on mild winter and continued OPEC+ compliance discussion. Small caps underperformed (IWM -0.5%) as rate-cut expectations moderated. The month's character was consistent with late-cycle consolidation: risk assets drifting higher on earnings strength, rates hedging against both growth and inflation tail risks.

Key Dates

2026-01-14
December CPI 2.9%, in-line
2026-01-22
Hyperscaler Q4 earnings confirm $320B 2026 capex
2026-01-28
Fed holds at 3.75-4.00%

Related Scenarios

Monthly recaps land in your inbox the first trading day of each month. Written by the research desk.