Finance Analyst Report: 2026-07-30 10:40:58 ET
Signal Alignment
SPY Direction: SPY -0.3% (3d) | Alignment: 0% (0 aligned, 6 divergent) Status: STRONG DIVERGENCE β Strong divergence β structural signals broadly disagree with price
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.425 moderate, 0DTE PCR 0.93 balanced |
| Gamma | π’ BULLISH | β DIVERGENT | GEX +6.2B strong suppression |
| Breadth | π’ BULLISH | β DIVERGENT | Breadth 64% β broad participation supports rally |
| Energy | π’ BULLISH | β DIVERGENT | Energy STABLE β no macro headwind from oil |
| growth_expectations | βͺ NEUTRAL | β | Copper/Gold +6.2% growth optimism Β· real yield 2.41% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.95 elevated, SPY/DXY -0.33 normal, SPY/TNX -0.21 elevated, SPY/Oil -0.56 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 18.2 sub-20 in contango Β· SKEW 140 normal Β· VVIX/VIX 5.44 dealer stress |
| Inflation | π’ BULLISH | β DIVERGENT | Stagflation score 17 β low inflation risk |
| carry_risk | π’ BULLISH | β DIVERGENT | USD/JPY 5d -1.1% stable, MOVE 74 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β DIVERGENT | HY OAS 2.84% moderate, NFCI -0.554 loose |
Divergence read: Strong divergence β gamma, breadth, and energy flash bullish as SPY falls. 6 of 6 signals refuse to confirm the decline β reversal risk if structure holds.
Market Status
Regime: TRANSITIONAL | Score: 84/100 (Favorable, with caution) | Score reads 84 (Favorable) but regime is TRANSITIONAL β DIX below threshold (0.425) keeps full risk-on classification at bay. Signal-price divergence detected: 6 signals disagree with SPY's 5d trend.
Leading indicators show DIX stable at 0.425; GEX positive at 6.2B (vol-suppressing); breadth falling to 64% (participation narrowing). Lagging confirmation: VIX at 18.2 (low-fear environment); seasonal pattern historically bullish.
Screener Action Board
- Screener Action Board not available this cycle.
Track Record
- AI brief hit rate not available this cycle.
- Screener board record not available this cycle.
What Changed
- No signal changes detected.
Key Levels
- SPY: $738.64 | 50 SMA $744.66 | 200 SMA $699.52 | -0.0% from 50d | ZGL $735.95
- QQQ: $683.16 | 50 SMA $715.81 | 200 SMA $644.14 | -0.0% from 50d | ZGL $668.79
- IWM: $291.05 | 50 SMA $291.79 | 200 SMA $265.35 | -0.0% from 50d | ZGL $290.96
- VIX: 18.24 β sub-20 (low vol)
- 10Y Yield: 4.661%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $738.64 | 30.74 | 36.5 | $735.95 | Bearish | 1.53 |
| QQQ | $683.16 | 21.82 | 52.1 | $668.79 | Neutral | 0.85 |
| IWM | $291.05 | 33.40 | 8.3 | $290.96 | Bearish | 3.49 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 18.24 | 66.24 | 44.2 | $10.52 | Neutral | 0.71 |
| TNX | 46.61 | 58.92 | 20.4 | - | - | - |
| GLD | $376.69 | 43.79 | 24.3 | $368.39 | Bearish | 0.29 |
| DXY | 100.05 | 37.35 | 38.5 | - | - | - |
| SLV | $52.76 | 41.11 | 13.2 | $52.08 | Neutral | 0.56 |
Dark Pool Activity
- DIX (Dark Index): 0.425
- DIX Signal: Neutral
- GEX (Gamma Exposure): 6.18B
Credit Conditions
- HY OAS Spread: 2.84% (Normal)
- BBB Spread: 1.00%
- 2s10s Spread: 0.45% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 64.5%
- Stocks Above 200-Day SMA: 69.3%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 493
- Mag 7 Concentration: 31.2%
- Top 10 Concentration: 41.0%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 85.1% | 0/0 |
| Health Care | 83.3% | 0/0 |
| Real Estate | 81.5% | 0/0 |
| Consumer Staples | 73.5% | 0/0 |
| Industrials | 58.2% | 0/0 |
| Energy | 57.9% | 0/0 |
| Consumer Discretionary | 55.2% | 0/0 |
| Communication Services | 55.0% | 0/0 |
| Materials | 54.2% | 0/0 |
| Utilities | 51.7% | 0/0 |
| Technology | 48.4% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $84.14 (5d: -5.8%)
- Brent Crude: $90.05 | Spread: $5.91
- RBOB Gasoline: $3.1400/gal
- Heating Oil: $4.1400/gal
- 3-2-1 Crack Spread: $61.74/bbl (Very wide)
- XLE (Energy Sector): $58.14
- UNG (Nat Gas): $10.02
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.954 | elevated |
| SPY / DXY | -0.333 | normal |
| SPY / TNX | -0.208 | elevated |
| SPY / Oil | -0.561 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 74.18
- VIX/MOVE Ratio: 0.25 (Normal Relationship)
- 0DTE Call Volume: 1,080,708.0
- 0DTE Put Volume: 1,004,711.0
- 0DTE Put/Call Ratio: 0.93 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $154.1B
- Gamma Call Wall: $750 | Put Wall: $733 (Spot: $738.64)
CTA Trend Stack
- SMA Stack Score: 2/4 above
- Position: Above 100,200d SMA(s) Β· below 20,50d
Positioning & Sentiment
- CFTC E-mini Specs Net: -16,784 contracts (Z +2.24, as of 2026-07-21)
- AAII Bull-Bear Spread: -11.1% (as of 2026-07-29)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
- Fragility Flags: Air Pocket watch Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.66%
- Yield Curve (10Y-3M): 1.01 (Normal)
- DXY: 100.05
- Growth vs Value: 0.92
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-09-16
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.24% (Near Target)
- 10Y Breakeven: 2.26%
- 5Y5Y Forward: 2.28%
- Stagflation Risk Score: 17/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6747.4B
- Treasury General Account (TGA): $829.6B
- Reverse Repo (RRP): $2.6B
- US Net Liquidity (WALCL - TGA - RRP): $5,915B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,809B
- BOJ Balance Sheet: ~$3,915B
- Global Net Liquidity: $16,639B
- BTC-USD (Liquidity Proxy): $64,709 (Neutral)
Active Alerts
- [WARNING] Key correlation regime break detected β normal market relationships are shifting, increased unpredictability.
- [INFO] Screener: SMG β new HIGH-conviction candidate (conviction 70/100, regime breakout_pullback, calibrated failed_breakout hit-rate 52% (n=3955)). Worth a look.
- [INFO] Screener: RVTY β new HIGH-conviction candidate (conviction 67/100, regime breakout_pullback, calibrated distribution_top hit-rate 48% (n=1184)). Worth a look.
- [INFO] Screener: BG β new HIGH-conviction candidate (conviction 68/100, regime post_earnings_digestion, calibrated oversold_sympathy hit-rate 49% (n=2317)). Worth a look.
- [INFO] Screener: RYN β promotion-ready (7d on list, HIGH conviction 70/100, regime range_noise, calibrated failed_breakout hit-rate 52% (n=3955)).
- [INFO] Screener: RYN β new HIGH-conviction candidate (conviction 70/100, regime range_noise, calibrated failed_breakout hit-rate 52% (n=3955)). Worth a look.
- [INFO] Screener: WING β new HIGH-conviction candidate (conviction 70/100, regime range_noise, calibrated oversold_sympathy hit-rate 49% (n=2317)). Worth a look.
- [INFO] Screener: RBA β promotion-ready (58d on list, HIGH conviction 60/100, regime breakout_pullback, calibrated failed_breakout hit-rate 52% (n=3955)).
- [INFO] Screener: RBA β new HIGH-conviction candidate (conviction 60/100, regime breakout_pullback, calibrated failed_breakout hit-rate 52% (n=3955)). Worth a look.
- [INFO] Screener: AVTR β promotion-ready (18d on list, HIGH conviction 68/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 44% (n=61)).
Seasonality
- Current Month: July
- Average Return: +2.46%
- Median Return: +2.28%
- Hit Rate: 75%
- Signal: Historically Bullish
Today's Events
Economic Releases:
- Gross Domestic Product (GDP): 31865.721 | Prev: 31422.526
Earnings:
- AAPL: EPS Est. $1.89 (β0.2% vs 30d)
- AMZN: EPS Est. $1.82 (β0.5% vs 30d)
Upcoming Calendar (30 Days)
Economic Releases:
- Employment Situation (Payrolls): 2026-08-07
- Producer Price Index (PPI): 2026-08-13
- Retail Sales: 2026-08-14
- Philadelphia Fed Mfg Index: 2026-08-25
- Gross Domestic Product (GDP): 2026-08-26
Earnings & EPS Estimates:
- WMT (2026-08-20): EPS Est. $0.74 (β0.1% vs 30d)
- NVDA (2026-08-26): EPS Est. $2.08 (β0.1% vs 30d)
- JPM (2026-10-13): EPS Est. $5.90 (β8.4% vs 30d)
- GS (2026-10-13): EPS Est. $16.47 (β17.4% vs 30d)
- TSLA (2026-10-21): EPS Est. $0.46 (β15.6% vs 30d)
- MSFT (2026-10-28): EPS Est. $4.61 (β0.3% vs 30d)
- GOOGL (2026-10-28): EPS Est. $3.00 (β0.0% vs 30d)
- META (2026-10-28): EPS Est. $7.05 (β0.0% vs 30d)
FX News Wire
Unread articles (4):
[1] The complacency trade: Why aren't stocks afraid anymore? (US30 vs XAU) URL: https://www.fxstreet.com/education/the-complacency-trade-why-arent-stocks-afraid-anymore-us30-vs-xau-202607301410 Published: Thu, 30 Jul 2026 14:10:49 GMT
[2] Eurozone: Strategic push reshapes dependencies - Rabobank URL: https://www.fxstreet.com/news/eurozone-strategic-push-reshapes-dependencies-rabobank-202607301406 Published: Thu, 30 Jul 2026 14:06:54 GMT
[3] Euro climbs to six-week high as suspected Japanese intervention pressures Greenback URL: https://www.fxstreet.com/news/euro-climbs-to-six-week-high-as-suspected-japanese-intervention-pressures-greenback-202607301404 Published: Thu, 30 Jul 2026 14:04:50 GMT
[4] A Different Way to Trade: How Copy Trading Is Opening the Markets to More Investors URL: https://www.fxstreet.com/press-releases/a-different-way-to-trade-how-copy-trading-is-opening-the-markets-to-more-investors-202607301400 Published: Thu, 30 Jul 2026 14:00:35 GMT
Iran War News
No new Iran International updates since last report.
Hormuz Strait Status
Hormuz Strait: no change since last report.
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 152 days ago)
- Ships Transiting: 10 of 60 normal daily β 16.7% of normal
- Throughput: 20.4% of normal (2.1M / 10.3M DWT)
- Stranded Vessels: 335
- Oil Prices: Brent $91.82 (-8.46%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS385 (+670% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $4.8 billion/day economic cost