Finance Analyst Report: 2026-08-09 20:00:53 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): $64,815 βΌ (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
Unread articles (12):
[1] Japan Trade Balance - BOP Basis: Β₯-135.2B (June) vs previous Β₯6.9B URL: https://www.fxstreet.com/news/japan-trade-balance-bop-basis-y-1352b-june-vs-previous-y69b-202608092357 Published: Sun, 09 Aug 2026 23:57:03 GMT
[2] Japan Current Account n.s.a. came in at Β₯-92.3B, below expectations (Β₯1512B) in June URL: https://www.fxstreet.com/news/japan-current-account-nsa-came-in-at-y-923b-below-expectations-y1512b-in-june-202608092356 Published: Sun, 09 Aug 2026 23:56:49 GMT
[3] Japan Bank Lending (YoY) below forecasts (5.7%) in July: Actual (5.4%) URL: https://www.fxstreet.com/news/japan-bank-lending-yoy-below-forecasts-57-in-july-actual-54-202608092350 Published: Sun, 09 Aug 2026 23:50:03 GMT
[4] Weekly column: Jupiter in Leo drives stock market highs amid deteriorating job data URL: https://www.fxstreet.com/analysis/weekly-column-jupiter-in-leo-drives-stock-market-highs-amid-deteriorating-job-data-202608092221 Published: Sun, 09 Aug 2026 22:21:35 GMT
[5] Job market and broadening rally URL: https://www.fxstreet.com/news/job-market-and-broadening-rally-202608092218 Published: Sun, 09 Aug 2026 22:18:55 GMT
[6] Bitcoin at $64K faces late-stage bear signals, $66,800 test URL: https://www.fxstreet.com/cryptocurrencies/news/bitcoin-at-64k-faces-late-stage-bear-signals-66-800-test-202608092217 Published: Sun, 09 Aug 2026 22:17:02 GMT
[7] The hottest trade of 2026 has a problem [Video] URL: https://www.fxstreet.com/analysis/the-hottest-trade-of-2026-has-a-problem-video-202608092214 Published: Sun, 09 Aug 2026 22:14:53 GMT
[8] Large speculators just hit a 2-year bullish extreme in silver -- And the commercials are shifting with them URL: https://www.fxstreet.com/analysis/large-speculators-just-hit-a-2-year-bullish-extreme-in-silver-and-the-commercials-are-shifting-with-them-202608092213 Published: Sun, 09 Aug 2026 22:13:19 GMT
[9] Holding the line before the next big move URL: https://www.fxstreet.com/analysis/holding-the-line-before-the-next-big-move-202608092210 Published: Sun, 09 Aug 2026 22:10:52 GMT
[10] What an awful jobs report! And don't skip over the revisions URL: https://www.fxstreet.com/analysis/what-an-awful-jobs-report-and-dont-skip-over-the-revisions-202608092206 Published: Sun, 09 Aug 2026 22:06:34 GMT
[11] Surging Asian Gold demand could signal a "structural wealth shift" URL: https://www.fxstreet.com/analysis/surging-asian-gold-demand-could-signal-a-structural-wealth-shift-202608092204 Published: Sun, 09 Aug 2026 22:04:51 GMT
[12] No! We're not going to get rich mining asteroid Gold URL: https://www.fxstreet.com/analysis/no-were-not-going-to-get-rich-mining-asteroid-gold-202608092203 Published: Sun, 09 Aug 2026 22:03:55 GMT
Iran War News
Updates (10):
[1] Oil rises as Iran sets demands for reopening Hormuz Time: 2026-08-09T23:30:00.000Z
[2] Trump says Iran has shown '51 years of bad behaviour' Time: 2026-08-09T22:55:00.000Z
[3] CENTCOM says 55 vessels redirected under Iran blockade Time: 2026-08-09T22:10:26.813Z
[4] Iran's healthcare crunch forces patients to cut treatment Time: 2026-08-09T21:50:00.000Z
[5] Father of slain 2019 protester held 203 days without verdict Time: 2026-08-09T21:12:00.000Z
[6] Houthis resume missile, drone attacks on Yemen's Mocha Time: 2026-08-09T20:31:09.516Z
[7] Iran lawmaker says Hormuz will not return to pre-war conditions Time: 2026-08-09T19:58:24.083Z
[8] Iranian retirees protest over livelihoods, executions in seven cities Time: 2026-08-09T19:34:26.254Z
[9] Tehran mayor says Iran must set terms in talks with US Time: 2026-08-09T19:31:10.798Z
[10] Rezaei appointed secretary of Iran's top security council Time: 2026-08-09T19:29:57.983Z
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: 3.0% of normal (0.3M / 10.3M DWT)
- Stranded Vessels: 500
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS285 (+470% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost