There's still a fair degree of risk asset correlation

Judging by the pre-market CONTEXT model, the very tight risk asset correlation we saw yesterday is still somewhat in place, although the ES (SPX Futures) model is a bit more dislocated and lower than iI remember seeing it at anytime yesterday, we'll see if it hold in to today's trade, especially afternoon.

At a negative differential of nearly 6 points, this is about as far as the model has diverged from ES since yesterday's extremely well-correlated risk asset class, yet as explained yesterday, it would seem to be a facade as TLT/ Treasuries and Yields all showed safe haven buying yesterday, the VIX showed hedge/buying of protection to the largest degree we have seen in a while (traders are fearful) and gold gained ground against the pressures of a rising $USD, clearly traders were moving to safe haven assets even as correlated risk seemed to suggest otherwise, you know my feelings or theory on why we saw this; today could confirm the theory.