Finance Analyst Report: 2026-08-07 09:04:34 ET
Signal Alignment
SPY Direction: SPY +0.2% (3d) | Alignment: 100% (6 aligned, 0 divergent) Status: STRONG ALIGNMENT β Strong alignment β structural signals confirm price direction
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.455 moderate, 0DTE PCR 1.09 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +7.9B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 65% β broad participation supports rally |
| Energy | π’ BULLISH | β ALIGNED | Energy STABLE β no macro headwind from oil |
| growth_expectations | βͺ NEUTRAL | β | Copper/Gold +3.7% growth optimism Β· real yield 2.41% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.65 elevated, SPY/DXY -0.22 normal, SPY/TNX -0.32 elevated, SPY/Oil -0.61 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.3 sub-20 in contango Β· SKEW 135 normal Β· VVIX/VIX 5.81 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 17 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d -0.1% stable, MOVE 76 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.75% benign, NFCI -0.529 loose |
Divergence read: Structural signals broadly confirm the risk-on rally β gamma, breadth, and energy align with SPY's uptrend (100% of directional signals in agreement).
Market Status
Regime: RISK-ON | Score: 88/100 (Favorable) |
Leading indicators show DIX stable at 0.455; GEX positive at 7.9B (vol-suppressing). Lagging confirmation: VIX at 15.3 (low-fear environment); seasonal pattern historically neutral.
Screener Action Board
- Regime: low β Calm regime β balanced board
- Longs: BX, FSLR, IEX
- Shorts: WTW, VLY
Track Record
- AI Brief Hit Rate (decayed): 1d 14% (n=240) | 3d 36% (n=240) | 5d 32% (n=240)
- Screener Board Record: 142 closed (hit rate 46%) Β· 149 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $772.36 | 50 SMA $746.73 | 200 SMA $702.46 | +0.0% from 50d | ZGL $769.38
- QQQ: $722.52 | 50 SMA $714.70 | 200 SMA $647.30 | +0.0% from 50d | ZGL $706.0
- IWM: $300.72 | 50 SMA $293.65 | 200 SMA $266.91 | +0.0% from 50d | ZGL $295.37
- VIX: 15.32 β sub-20 (low vol)
- 10Y Yield: 4.623%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $772.36 | 66.58 | 58.9 | $769.38 | Neutral | 1.08 |
| QQQ | $722.52 | 57.31 | 67.4 | $706.00 | Neutral | 0.88 |
| IWM | $300.72 | 55.58 | 29.8 | $295.37 | Neutral | 0.73 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.32 | 37.16 | 63.6 | $10.51 | Neutral | 1.17 |
| TNX | 46.23 βΌ | 61.06 | 41.0 | - | - | - |
| GLD | $399.25 | 67.76 | 31.7 | $371.82 | Bearish | 0.28 |
| DXY | 99.44 | 28.15 | 40.5 | - | - | - |
| SLV | $58.13 | 68.15 | 13.9 | $53.11 | Bearish | 0.25 |
Dark Pool Activity
- DIX (Dark Index): 0.455
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 7.88B
Credit Conditions
- HY OAS Spread: 2.75% (Normal)
- BBB Spread: 0.96%
- 2s10s Spread: 0.44% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 65.4%
- Stocks Above 200-Day SMA: 71.0%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 497
- Mag 7 Concentration: 32.0%
- Top 10 Concentration: 42.1%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 89.6% | 0/0 |
| Health Care | 81.5% | 0/0 |
| Materials | 75.0% | 0/0 |
| Communication Services | 73.7% | 0/0 |
| Consumer Staples | 70.6% | 0/0 |
| Consumer Discretionary | 66.1% | 0/0 |
| Industrials | 62.7% | 0/0 |
| Technology | 58.5% | 0/0 |
| Energy | 57.9% | 0/0 |
| Real Estate | 35.7% | 0/0 |
| Utilities | 10.0% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $76.72 (5d: -4.5%)
- Brent Crude: $81.64 | Spread: $4.92
- RBOB Gasoline: $2.7000/gal
- Heating Oil: $3.8600/gal
- 3-2-1 Crack Spread: $52.92/bbl (Very wide)
- XLE (Energy Sector): $58.16
- UNG (Nat Gas): $9.63
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.652 | elevated |
| SPY / DXY | -0.217 | normal |
| SPY / TNX | -0.323 | elevated |
| SPY / Oil | -0.61 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 76.12
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 0.0
- 0DTE Put Volume: 0.0
- 0DTE Put/Call Ratio: 1.09 (No 0DTE Flow Yet)
- 0DTE Notional Dollar Volume: $646.3B
- Gamma Call Wall: $775 | Put Wall: $762 (Spot: $772.36)
CTA Trend Stack
- SMA Stack Score: 4/4 above
- Position: Above all 4 SMAs (full-stack long)
Positioning & Sentiment
- CFTC E-mini Specs Net: -17,196 contracts (Z +2.09, as of 2026-07-28)
- 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 none Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.62%
- Yield Curve (10Y-3M): 0.92 (Normal)
- DXY: 99.44
- Growth vs Value: 0.94
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-09-16
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.23% (Near Target)
- 10Y Breakeven: 2.26%
- 5Y5Y Forward: 2.29%
- Stagflation Risk Score: 17/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6748.6B
- Treasury General Account (TGA): $907.3B
- Reverse Repo (RRP): $1.4B
- US Net Liquidity (WALCL - TGA - RRP): $5,840B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,848B
- BOJ Balance Sheet: ~$4,068B
- Global Net Liquidity: $16,756B
- BTC-USD (Liquidity Proxy): $65,149 (Neutral)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.455, GEX +7.9B, HY OAS 2.75%, breadth 65%.
- [WARNING] Key correlation regime break detected β normal market relationships are shifting, increased unpredictability.
- [WARNING] CTA SMA stack now 4.0/4 β systematic trend trigger fired. Above all 4 SMAs (full-stack long).
- [WARNING] Data integrity: effr has printed the same value (3.63) for 18 consecutive trading days β publish cadence is daily (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: vix_backwardation_depth_pct has printed the same value (0.0) for 81 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: fa_live_max_pain has printed the same value (735.0) for 27 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: fa_live_put_wall has printed the same value (740.0) for 25 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: fa_live_call_wall has printed the same value (750.0) for 26 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: fa_live_gamma_flip has printed the same value (746.563209577586) for 25 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
Seasonality
- Current Month: August
- Average Return: +0.37%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Employment Situation (Payrolls): 4.2 | Prev: 4.3
Upcoming Calendar (30 Days)
Economic Releases:
- 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 (β0.2% vs 30d)
- JPM (2026-10-13): EPS Est. $5.91 (β8.2% vs 30d)
- GS (2026-10-13): EPS Est. $16.43 (β16.6% vs 30d)
- TSLA (2026-10-21): EPS Est. $0.46 (β15.5% vs 30d)
- MSFT (2026-10-28): EPS Est. $4.71 (β2.0% vs 30d)
- GOOGL (2026-10-28): EPS Est. $3.00 (β0.2% vs 30d)
- META (2026-10-28): EPS Est. $6.75 (β4.3% vs 30d)
- AAPL (2026-10-29): EPS Est. $1.98 (β1.6% vs 30d)
- AMZN (2026-10-29): EPS Est. $1.95 (β1.9% vs 30d)
FX News Wire
Unread articles (4):
[1] Euro surges as shocking US NFP reverses Fed September hike expectations URL: https://www.fxstreet.com/news/euro-surges-as-shocking-us-nfp-reverses-fed-september-hike-expectations-202608071300 Published: Fri, 07 Aug 2026 13:00:06 GMT
[2] Equities: AI profitability doubts grow - Nordea URL: https://www.fxstreet.com/news/equities-ai-profitability-doubts-grow-nordea-202608071254 Published: Fri, 07 Aug 2026 12:54:46 GMT
[3] Canada's Unemployment Rate drops to 6.4% in July URL: https://www.fxstreet.com/news/canadas-unemployment-rate-drops-to-64-in-july-202608071238 Published: Fri, 07 Aug 2026 12:38:48 GMT
[4] Chile Trade Balance registered at $1990M, below expectations ($2380M) in July URL: https://www.fxstreet.com/news/chile-trade-balance-registered-at-1990m-below-expectations-2380m-in-july-202608071231 Published: Fri, 07 Aug 2026 12:31:58 GMT
Iran War News
Updates (1):
[1] Iran deputy FM says wartime diplomacy must not signal weakness to US Time: 2026-08-07T12:42:51.406Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 160 days ago)
- Ships Transiting: 2 of 60 normal daily β 3.3% of normal
- Throughput: 1.0% of normal (0.1M / 10.3M DWT)
- Stranded Vessels: 280
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS450 (+800% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost