Finance Analyst Report: 2026-08-10 11:45:30 ET

Signal Alignment

SPY Direction: SPY +0.6% (3d) | Alignment: 86% (6 aligned, 1 divergent) Status: STRONG ALIGNMENT — Strong alignment — structural signals confirm price direction

Category	Signal Says	vs SPY	Key Driver
Dark Pool	⚪ NEUTRAL	—	DIX 0.455 moderate, 0DTE PCR 0.93 balanced
Gamma	🟢 BULLISH	✓ ALIGNED	GEX +9.1B strong suppression
Breadth	🟢 BULLISH	✓ ALIGNED	Breadth 67% — broad participation supports rally
Energy	🟢 BULLISH	✓ ALIGNED	Energy STABLE — no macro headwind from oil
growth_expectations	🔴 BEARISH	✗ DIVERGENT	Copper/Gold -2.4% slowing · real yield 2.43% restrictive
Correlations	⚪ NEUTRAL	—	SPY/VIX -0.65 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.31 elevated, SPY/Oil -0.61 stretched
Volatility	⚪ NEUTRAL	—	VIX 15.2 sub-20 in contango · SKEW 133 normal · VVIX/VIX 6.03 dealer fear
Inflation	🟢 BULLISH	✓ ALIGNED	Stagflation score 16 — low inflation risk
carry_risk	🟢 BULLISH	✓ ALIGNED	USD/JPY 5d +0.9% stable, MOVE 72 calm
Liquidity	⚪ NEUTRAL	—	Liquidity Adequate, cut prob 11% — hawkish lean but no BS drain
Credit	🟢 BULLISH	✓ ALIGNED	HY OAS 2.71% benign, NFCI -0.529 loose

Divergence read: Structural signals broadly confirm the risk-on rally — 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 $758.88
QQQ: $722.49 | 50 SMA $714.57 | 200 SMA $647.85 | +0.0% from 50d | ZGL $708.35
IWM: $300.00 | 50 SMA $293.87 | 200 SMA $267.17 | +0.0% from 50d | ZGL $292.56
VIX: 15.20 — sub-20 (low vol)
10Y Yield: 4.696%

Equity & Derivatives Board

Ticker	Price	RSI(14)	IVR	ZGL	γ-Sent	PCR
SPY	$773.80	69.55	58.0	$758.88	Bearish	0.42
QQQ	$722.49	59.64	66.2	$708.35	Neutral	0.67
IWM	$300.00	61.77	28.8	$292.56	Neutral	1.06

Macro Board

Ticker	Price	RSI(14)	IVR	ZGL	γ-Sent	PCR
VIX	15.20	36.82	62.1	$10.51	Neutral	1.32
TNX	46.96 ▼	55.78	39.0	-	-	-
GLD	$399.10	72.76	33.5	$377.25	Bearish	0.25
DXY	99.74	28.40	38.0	-	-	-
SLV	$58.44	71.14	14.2	$51.66	Bearish	0.20

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: $81.15 (5d: +7.1%)
Brent Crude: $86.67 | Spread: $5.52
RBOB Gasoline: $2.8600/gal
Heating Oil: $4.1700/gal
3-2-1 Crack Spread: $57.31/bbl (Very wide)
XLE (Energy Sector): $59.42
UNG (Nat Gas): $10.20

Correlations

Pair	20d Corr	Signal
SPY / VIX	-0.648	elevated
SPY / DXY	-0.206	normal
SPY / TNX	-0.31	elevated
SPY / Oil	-0.607	stretched

Volatility & Options

Volatility Regime: Contango (Normal)
MOVE Index (Bond Vol): 72.03
VIX/MOVE Ratio: 0.21 (Normal Relationship)
0DTE Call Volume: 1,776,414.0
0DTE Put Volume: 1,649,151.0
0DTE Put/Call Ratio: 0.93 (Balanced 0DTE Flow)
0DTE Notional Dollar Volume: $265.1B
Gamma Call Wall: $775 | 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 · no triggers active)
Fragility Flags: Air Pocket watch · Re-entry none

Macro Fundamentals

10Y Yield: 4.70%
Yield Curve (10Y-3M): 0.98 (Normal)
DXY: 99.74
Growth vs Value: 0.93
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] SPY near gamma wall — expect increased resistance/support and potential pinning at key strike.
[WARNING] VVIX/VIX ratio at 6.0 — 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 — normal market relationships are shifting, increased unpredictability.
[WARNING] CTA SMA stack now 4.0/4 — systematic trend trigger fired. Above all 4 SMAs (full-stack long).
[INFO] Screener: PCTY — promotion-ready (4d on list, HIGH conviction 72/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).
[INFO] Screener: MSI — new HIGH-conviction candidate (conviction 68/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)). Worth a look.
[INFO] Screener: PLTR — promotion-ready (6d on list, HIGH conviction 69/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).
[INFO] Screener: LSCC — promotion-ready (4d on list, HIGH conviction 67/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).
[INFO] Screener: LYB — promotion-ready (8d on list, HIGH conviction 61/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 53% (n=167)).

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): ⏳ 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 (↓0.2% vs 30d)
NVDA (2026-08-26): EPS Est. $2.08 (↑0.2% vs 30d)
JPM (2026-10-13): EPS Est. $5.91 (↑8.1% vs 30d)
GS (2026-10-13): EPS Est. $16.43 (↑16.6% vs 30d)
TSLA (2026-10-21): EPS Est. $0.46 (↓15.5% vs 30d)
MSFT (2026-10-28): EPS Est. $4.71 (↑2.0% vs 30d)
GOOGL (2026-10-28): EPS Est. $3.00 (↓0.3% vs 30d)
META (2026-10-28): EPS Est. $6.75 (↓4.3% vs 30d)
AAPL (2026-10-29): EPS Est. $1.98 (↓1.6% vs 30d)
AMZN (2026-10-29): EPS Est. $1.95 (↑1.9% vs 30d)

FX News Wire

No new articles found since last report.

Iran War News

No new Iran International updates since last report.

Hormuz Strait Status

Hormuz Strait: no change since last report.

Strait of Hormuz Dashboard:

Strait Status: CLOSED (since 2026-02-28, 163 days ago)
Ships Transiting: 7 of 60 normal daily — 11.7% of normal
Throughput: 11.7% of normal (1.2M / 10.3M DWT)
Stranded Vessels: 350
Oil Prices: Brent $88.90 (-8.30%)
War Risk Insurance: EXTREME — 56.7x normal
Tanker Rates: WS280 (+460% vs pre-crisis)
Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost