Finance Analyst Report: 2026-08-09 08:01:11 ET
Signal Alignment
SPY Direction: SPY +0.3% (3d) | Alignment: 86% (6 aligned, 1 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 0.94 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +9.1B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 67% β broad participation supports rally |
| Energy | π’ BULLISH | β ALIGNED | Energy STABLE β no macro headwind from oil |
| growth_expectations | π΄ BEARISH | β DIVERGENT | Copper/Gold -2.6% slowing Β· real yield 2.41% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.65 elevated, SPY/DXY -0.23 normal, SPY/TNX -0.33 elevated, SPY/Oil -0.61 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.9 sub-20 in contango Β· SKEW 133 normal Β· VVIX/VIX 6.07 dealer fear |
| 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 72 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.71% 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 (86% of directional signals in agreement).
Market Status
Regime: RISK-ON | Score: 86/100 (Favorable) |
Leading indicators show DIX stable at 0.455; GEX positive at 9.1B (vol-suppressing); credit spreads tightening (risk appetite improving). Lagging confirmation: VIX at 14.9 (low-fear environment); seasonal pattern historically neutral.
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: $773.00 | 50 SMA $746.73 | 200 SMA $702.46 | +0.0% from 50d | ZGL $772.89
- QQQ: $722.95 | 50 SMA $714.70 | 200 SMA $647.30 | +0.0% from 50d | ZGL $704.57
- IWM: $301.78 | 50 SMA $293.65 | 200 SMA $266.91 | +0.0% from 50d | ZGL $294.56
- VIX: 14.90 β sub-20 (low vol)
- 10Y Yield: 4.660%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $773.00 | 66.58 | 58.9 | $772.89 | Neutral | 0.84 |
| QQQ | $722.95 | 57.31 | 67.4 | $704.57 | Bearish | 0.19 |
| IWM | $301.78 | 55.58 | 29.8 | $294.56 | Bearish | 0.33 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.90 | 37.16 | 63.6 | $10.51 | Neutral | 1.21 |
| TNX | 46.60 | 61.06 | 41.0 | - | - | - |
| GLD | $399.10 | 67.76 | 31.7 | $376.11 | Bearish | 0.24 |
| DXY | 99.60 | 29.53 | 37.1 | - | - | - |
| SLV | $57.67 | 68.15 | 13.9 | $53.09 | Bearish | 0.08 |
Dark Pool Activity
- DIX (Dark Index): 0.455
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 9.05B
Credit Conditions
- HY OAS Spread: 2.71% (Normal)
- BBB Spread: 0.97%
- 2s10s Spread: 0.46% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 67.0%
- Stocks Above 200-Day SMA: 73.2%
- 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% | 60/67 |
| Health Care | 81.5% | 44/54 |
| Consumer Discretionary | 74.6% | 44/59 |
| Communication Services | 73.7% | 14/19 |
| Industrials | 68.7% | 46/67 |
| Materials | 66.7% | 16/24 |
| Consumer Staples | 64.7% | 22/34 |
| Technology | 58.5% | 38/65 |
| Energy | 52.6% | 10/19 |
| Real Estate | 46.4% | 13/28 |
| Utilities | 16.7% | 5/30 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $77.08 (5d: -4.1%)
- Brent Crude: $82.27 | Spread: $5.19
- RBOB Gasoline: $2.7100/gal
- Heating Oil: $3.8800/gal
- 3-2-1 Crack Spread: $53.12/bbl (Very wide)
- XLE (Energy Sector): $57.50
- UNG (Nat Gas): $9.74
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.653 | elevated |
| SPY / DXY | -0.231 | normal |
| SPY / TNX | -0.326 | elevated |
| SPY / Oil | -0.612 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 72.03
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 4,178,079.0
- 0DTE Put Volume: 3,938,808.0
- 0DTE Put/Call Ratio: 0.94 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $627.6B
- Gamma Call Wall: $775 | Put Wall: $765 (Spot: $773.00)
CTA Trend Stack
- SMA Stack Score: 4/4 above
- Position: Above all 4 SMAs (full-stack long)
Positioning & Sentiment
- CFTC E-mini Specs Net: -27,258 contracts (Z +1.81, as of 2026-08-04)
- AAII Bull-Bear Spread: -11.1% (as of 2026-07-29)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
Macro Fundamentals
- 10Y Yield: 4.66%
- Yield Curve (10Y-3M): 0.95 (Normal)
- DXY: 99.60
- Growth vs Value: 0.94
- Fed Funds Rate: N/A | Next FOMC: N/A
- Rate Probabilities: Hold N/A | Cut N/A
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: ~$6,869B
- BOJ Balance Sheet: ~$4,084B
- Global Net Liquidity: $16,793B
- BTC-USD (Liquidity Proxy): $64,901 β² (Neutral)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [WARNING] VVIX/VIX ratio at 6.1 β vol-of-vol outpacing VIX, uncertainty about uncertainty rising.
- [INFO] Full bullish alignment: DIX 0.455, GEX +9.1B, HY OAS 2.71%, breadth 67%.
- [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: zero_dte_pcr is STALE (~3h old vs an expected max of ~0h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: volatility_regime is STALE (~3h old vs an expected max of ~0h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [INFO] Screener: BMY β promotion-ready (8d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).
- [INFO] Screener: FRT β promotion-ready (5d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).
- [INFO] Screener: MOG-A β promotion-ready (17d on list, HIGH conviction 66/100, regime post_earnings_digestion, calibrated failed_breakout hit-rate 52% (n=5338)).
Seasonality
- Current Month: August
- Average Return: +0.40%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Employment Situation (Payrolls): β³ Pending
Upcoming Calendar (30 Days)
Economic Releases:
- Consumer Price Index (CPI): 2026-08-12
- Producer Price Index (PPI): 2026-08-13
- Retail Sales: 2026-08-14
- Industrial Production: 2026-08-18
- 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 (β0.2% vs 30d)
- JPM (2026-10-13): EPS Est. $5.91 (β8.1% 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 (β0.3% 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
No new articles found since last report.
Iran War News
Updates (5):
[1] Iran official says footage of Khamenei Jr will be released Time: 2026-08-09T11:33:58.370Z
[2] IRGC media removes report on Supreme Leader's security council pick Time: 2026-08-09T11:03:04.308Z
[3] Iran's president meets Supreme Leader, Khamenei's channel says Time: 2026-08-09T11:01:40.792Z
[4] Iranian commander vows decisive response if US forces enter Iran Time: 2026-08-09T10:22:35.486Z
[5] Pentagon gives arms industry 21 days to accelerate weapons production - Washington Post Time: 2026-08-09T10:05:05.600Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 162 days ago)
- Ships Transiting: 2 of 60 normal daily β 3.3% of normal
- Throughput: 1.5% of normal (0.2M / 10.3M DWT)
- Stranded Vessels: 285
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 53.3x normal
- Tanker Rates: WS380 (+660% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $12.5 billion/day economic cost