Finance Analyst Report: 2026-08-10 00:01:16 ET
Signal Alignment
SPY Direction: SPY +0.5% (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, cut prob 11% β hawkish lean but no BS drain |
| 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). 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% | 0/0 |
| Health Care | 81.5% | 0/0 |
| Consumer Discretionary | 74.6% | 0/0 |
| Communication Services | 73.7% | 0/0 |
| Industrials | 68.7% | 0/0 |
| Materials | 66.7% | 0/0 |
| Consumer Staples | 64.7% | 0/0 |
| Technology | 58.5% | 0/0 |
| Energy | 52.6% | 0/0 |
| Real Estate | 46.4% | 0/0 |
| Utilities | 16.7% | 0/0 |
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)
- Fragility Flags: Air Pocket none Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.66%
- Yield Curve (10Y-3M): 0.95 (Normal)
- DXY: 99.60
- 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: ~$6,867B
- BOJ Balance Sheet: ~$4,071B
- Global Net Liquidity: $16,793B
- BTC-USD (Liquidity Proxy): $64,902 (Neutral)
Active Alerts
- [WARNING] Data integrity: zero_dte_pcr is STALE (~0h 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: nfci is STALE (~244h old vs an expected max of ~193h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: hy_oas is STALE (~100h old vs an expected max of ~49h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: gex is STALE (~76h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: dix is STALE (~76h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: effr has printed the same value (3.63) for 19 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: acm_term_premium_10y has printed the same value (0.87) for 5 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 82 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 28 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 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.
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 (13):
[1] Gold Price Forecast: XAU/USD appears 'buy-the-dip' trade before the US inflation test URL: https://www.fxstreet.com/analysis/gold-price-forecast-xau-usd-appears-buy-the-dip-trade-before-the-us-inflation-test-202608100350 Published: Mon, 10 Aug 2026 03:50:21 GMT
[2] New Zealand Dollar drifts lower as USD recovers from post-NFP lows amid Mideast jitters URL: https://www.fxstreet.com/news/new-zealand-dollar-drifts-lower-as-usd-recovers-from-post-nfp-lows-amid-mideast-jitters-202608100348 Published: Mon, 10 Aug 2026 03:48:17 GMT
[3] United States Dollar Index advances above 99.50 due to Middle East risks URL: https://www.fxstreet.com/news/united-states-dollar-index-advances-above-9950-due-to-middle-east-risks-202608100347 Published: Mon, 10 Aug 2026 03:47:38 GMT
[4] Crypto Market Overview: Bitcoin steadies as BoJ flags possible rate hikes URL: https://www.fxstreet.com/cryptocurrencies/news/crypto-market-overview-bitcoin-steadies-as-boj-flags-possible-rate-hikes-202608100317 Published: Mon, 10 Aug 2026 03:17:06 GMT
[5] Silver Price Forecast: XAG/USD starts US CPI week on flat note around $63.50 URL: https://www.fxstreet.com/news/silver-price-forecast-xag-usd-starts-us-cpi-week-on-flat-note-around-6350-202608100316 Published: Mon, 10 Aug 2026 03:16:08 GMT
[6] Australian Dollar weakens as safe-haven demand lifts US Dollar URL: https://www.fxstreet.com/news/australian-dollar-weakens-as-safe-haven-demand-lifts-us-dollar-202608100315 Published: Mon, 10 Aug 2026 03:15:00 GMT
[7] Canadian Dollar pulls back from two-month top as rebounding USD counters higher oil prices URL: https://www.fxstreet.com/news/canadian-dollar-pulls-back-from-two-month-top-as-rebounding-usd-counters-higher-oil-prices-202608100314 Published: Mon, 10 Aug 2026 03:14:31 GMT
[8] Indonesia Consumer Confidence fell from previous 117.8 to 116.8 in July URL: https://www.fxstreet.com/news/indonesia-consumer-confidence-fell-from-previous-1178-to-1168-in-july-202608100303 Published: Mon, 10 Aug 2026 03:03:49 GMT
[9] Japan Current Account n.s.a. below expectations (Β₯1512B) in June: Actual (Β₯-92.3B) URL: https://www.fxstreet.com/news/japan-current-account-nsa-below-expectations-y1512b-in-june-actual-y-923b-202608100231 Published: Mon, 10 Aug 2026 02:31:34 GMT
[10] Top 3 Price Prediction: Bitcoin, Ethereum, Ripple - BTC bulls strengthen, ETH eyes breakout, XRP rebounds URL: https://www.fxstreet.com/cryptocurrencies/news/top-3-price-prediction-bitcoin-ethereum-ripple-btc-bulls-strengthen-eth-eyes-breakout-xrp-rebounds-202608100230 Published: Mon, 10 Aug 2026 02:30:55 GMT
[11] Gold retreats from June 17 highest amid USD uptick; holds above $4,300 pivotal support URL: https://www.fxstreet.com/news/gold-retreats-from-june-17-highest-amid-usd-uptick-holds-above-4-300-pivotal-support-202608100229 Published: Mon, 10 Aug 2026 02:29:47 GMT
[12] Japan Current Account n.s.a. below expectations (Β₯1512B) in June: Actual (Β₯923B) URL: https://www.fxstreet.com/news/japan-current-account-nsa-below-expectations-y1512b-in-june-actual-y923b-202608100222 Published: Mon, 10 Aug 2026 02:22:28 GMT
[13] Japanese Yen comes under pressure as BoJ division, unexpected current account deficit URL: https://www.fxstreet.com/news/japanese-yen-comes-under-pressure-as-boj-division-narrowing-surplus-202608100202 Published: Mon, 10 Aug 2026 02:02:06 GMT
Iran War News
Updates (3):
[1] Iran government backs away from gasoline price hike, senior MP says Time: 2026-08-10T03:46:00.000Z
[2] Seven killed, 30 wounded in Houthi attack on Yemen port Time: 2026-08-10T02:57:00.000Z
[3] Iran says 2 million Afghans left in 18 months, deportation continues Time: 2026-08-10T02:30:00.000Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 163 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: 250
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 53.3x normal
- Tanker Rates: WS280 (+460% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost