CONVEX
Monthly Recap

Quiet February: steady gains, cyclical leadership

February 2026
Everything rallyCyclical leadershipGradual disinflationSteady positioning

Monthly Performance

AssetCloseChange
S&P 500 (SPY)605.85+2.37%
Nasdaq 100 (QQQ)535.40+2.12%
Russell 2000 (IWM)229.75+2.80%
20Y+ Treasury (TLT)93.10-0.16%
DXY99.70-0.55%
Gold3280.00+1.50%
VIX15.50-11.42%
Bitcoin83,100+4.05%

Macro Dashboard

IndicatorMonth-endvs. priorvs. YoY
Recession probability (CVRP)38.00+9.00−5.00
10Y Treasury yield3.97%−0.29pp−0.27pp
2s10s spread59bps−15bps+34bps
VIX19.86+2.42+0.23
HY credit spread312bps+24bps+25bps
CPI (headline, YoY %)2.43%
Unemployment rate4.40%+0.10pp+0.20pp
WTI crude$66.96+$2.46−$3.01

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

What Happened

February 2026 continued the orderly upward drift that began in January. The S&P 500 gained 2.4% on the month, closing near 606. The market's character was "everything rally with cyclical leadership": industrials (+3.8%), financials (+3.2%), and semiconductors (+4.5%) outperformed, while defensives and REITs underperformed. Small caps (IWM +2.8%) participated after a quiet January. The pace and breadth of gains reflected constructive positioning into Q1 earnings strength.

Economic data was supportive. January NFP on February 6 printed +195k (vs +175k expected), with unemployment holding at 4.7% and wage growth of 3.9% YoY. January CPI on February 12 printed 3.0% YoY headline, 2.9% core, continuing the gradual disinflation. Core PCE for January (February 26 release) printed 2.95% core, a cycle low. The data cluster supported the Fed's patient stance while providing some disinflationary comfort.

Cross-asset moves were moderate. The 10Y yield closed at 4.20%, little changed. The dollar weakened 0.5% on diverging growth narratives abroad (Europe stronger, Japan firmer). Gold gained 1.5% to close near $3,280. Bitcoin rallied 4% to $83,000 on continued institutional flows. Oil (WTI) gained 3% to $78 on cold-snap demand. The VIX compressed to 15.5, the lowest close since September 2025. The backdrop set up the March 18 Fed hold and the Q1 consolidation that would define spring 2026.

Key Dates

2026-02-06
January NFP +195k, unemployment 4.7%
2026-02-12
January CPI 3.0% headline, 2.9% core
2026-02-26
January PCE 2.95% core, cycle low

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