Finance Analyst Report: 2026-08-10 10:07:22 ET
Signal Alignment
SPY Direction: SPY +0.6% (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 0.92 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 -2.4% slowing Β· real yield 2.43% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.65 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.31 elevated, SPY/Oil -0.62 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.2 sub-20 in contango Β· SKEW 133 normal Β· VVIX/VIX 6.03 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 16 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.9% 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 15.2 (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: $773.80 | 50 SMA $747.19 | 200 SMA $702.97 | +0.0% from 50d | ZGL $758.9
- QQQ: $723.67 | 50 SMA $714.57 | 200 SMA $647.85 | +0.0% from 50d | ZGL $708.41
- IWM: $300.58 | 50 SMA $293.87 | 200 SMA $267.17 | +0.0% from 50d | ZGL $292.57
- VIX: 15.20 β sub-20 (low vol)
- 10Y Yield: 4.686%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $773.80 | 69.55 | 58.0 | $758.90 | Bearish | 0.43 |
| QQQ | $723.67 | 59.64 | 66.2 | $708.41 | Neutral | 0.60 |
| IWM | $300.58 | 61.77 | 28.8 | $292.57 | Neutral | 0.88 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.20 | 36.82 | 62.1 | $10.51 | Neutral | 1.32 |
| TNX | 46.86 | 55.78 | 39.0 | - | - | - |
| GLD | $396.74 | 72.76 | 33.5 | $377.36 | Bearish | 0.35 |
| DXY | 99.79 | 29.56 | 38.7 | - | - | - |
| SLV | $57.73 | 71.14 | 14.2 | $53.11 | Bearish | 0.25 |
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: 67.3%
- Stocks Above 200-Day SMA: 71.5%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 492
- Mag 7 Concentration: 32.0%
- Top 10 Concentration: 42.1%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 87.9% | 0/0 |
| Health Care | 83.3% | 0/0 |
| Communication Services | 78.9% | 0/0 |
| Materials | 75.0% | 0/0 |
| Energy | 73.7% | 0/0 |
| Consumer Discretionary | 69.0% | 0/0 |
| Industrials | 68.7% | 0/0 |
| Consumer Staples | 65.6% | 0/0 |
| Technology | 58.5% | 0/0 |
| Real Estate | 33.3% | 0/0 |
| Utilities | 13.3% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $80.84 (5d: +6.7%)
- Brent Crude: $86.25 | Spread: $5.41
- RBOB Gasoline: $2.8300/gal
- Heating Oil: $4.1200/gal
- 3-2-1 Crack Spread: $56.08/bbl (Very wide)
- XLE (Energy Sector): $59.22
- UNG (Nat Gas): $10.18
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.648 | elevated |
| SPY / DXY | -0.207 | normal |
| SPY / TNX | -0.312 | elevated |
| SPY / Oil | -0.618 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 72.03
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 502,810.0
- 0DTE Put Volume: 465,001.0
- 0DTE Put/Call Ratio: 0.92 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $74.9B
- Gamma Call Wall: $780 | Put Wall: $767 (Spot: $773.80)
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 watch Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.69%
- Yield Curve (10Y-3M): 0.97 (Normal)
- DXY: 99.79
- 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: 2.22% (Near Target)
- 10Y Breakeven: 2.25%
- 5Y5Y Forward: 2.28%
- Stagflation Risk Score: 16/100
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: $16,778B
- BTC-USD (Liquidity Proxy): $64,825 (Neutral)
Active Alerts
- [WARNING] VVIX/VIX ratio at 6.0 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: 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] Pack size threshold breach: max=159186B > 102400B, avg=117887B >= 61440B. escalate to Option B (sibling table + zlib compression).
- [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
- Retail Sales: 2026-08-14
- Employment Situation (Payrolls): 2026-09-04
Earnings & EPS Estimates:
- WMT (2026-08-20): EPS Est. $0.74 (β0.2% 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 (6):
[1] Euro: Softer CPI may unlock 1.1600 against US Dollar - ING URL: https://www.fxstreet.com/news/euro-softer-cpi-may-unlock-11600-against-us-dollar-ing-202608101358 Published: Mon, 10 Aug 2026 13:58:37 GMT
[2] EUR/USD outlook: bulls hold grip but continue to face strong headwinds at 100DMA/daily cloud top URL: https://www.fxstreet.com/analysis/eur-usd-outlook-bulls-hold-grip-but-continue-to-face-strong-headwinds-at-100dma-daily-cloud-top-202608101356 Published: Mon, 10 Aug 2026 13:56:22 GMT
[3] Hyperliquid (HYPEUSD): Bullish setup still in play after the pullback URL: https://www.fxstreet.com/news/hyperliquid-hypeusd-bullish-setup-still-in-play-after-the-pullback-202608101350 Published: Mon, 10 Aug 2026 13:50:58 GMT
[4] British Pound rises against Japanese Yen as intervention impact fades URL: https://www.fxstreet.com/news/british-pound-rises-against-japanese-yen-as-intervention-impact-fades-202608101349 Published: Mon, 10 Aug 2026 13:49:54 GMT
[5] Hungarian Forint: Recovery against Euro may resume - Commerzbank URL: https://www.fxstreet.com/news/hungarian-forint-recovery-against-euro-may-resume-commerzbank-202608101347 Published: Mon, 10 Aug 2026 13:47:34 GMT
[6] Can Bitcoin hold 65k ahead of key US CPI data this week? URL: https://www.fxstreet.com/cryptocurrencies/news/can-bitcoin-hold-65k-ahead-of-key-us-cpi-data-this-week-202608101347 Published: Mon, 10 Aug 2026 13:47:20 GMT
Iran War News
No new Iran International updates since last report.
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: 3.2% of normal (0.3M / 10.3M DWT)
- Stranded Vessels: 450
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS372 (+644% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost