Finance Analyst Report: 2026-08-10 22:01:47 ET
Signal Alignment
SPY Direction: SPY +0.6% (3d) | Alignment: 75% (6 aligned, 2 divergent) Status: STRONG ALIGNMENT β Strong alignment β structural signals confirm price direction
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | π’ BULLISH | β ALIGNED | DIX 0.487 above 0.45 and rising β institutions accumulating, 0DTE PCR 1.02 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +8.3B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 67% β broad participation supports rally |
| Energy | π΄ BEARISH | β DIVERGENT | Energy RISING β oil climbing, margin pressure building |
| growth_expectations | π΄ BEARISH | β DIVERGENT | Copper/Gold -3.0% growth pessimism 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 -0.60 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.5 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 5.98 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 14 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +1.1% yen weakening, MOVE 75 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.70% benign, NFCI -0.529 loose |
Divergence read: Structural signals broadly confirm the risk-on rally β dark pool, gamma, and breadth align with SPY's uptrend (75% of directional signals in agreement).
Market Status
Regime: RISK-ON | Score: 81/100 (Favorable) |
Leading indicators show energy RISING (WTI at $82, watch for margin compression); DIX rising to 0.487 (institutional accumulation increasing); GEX positive at 8.3B (vol-suppressing). Lagging confirmation: VIX at 15.5 (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: $773.20 | 50 SMA $747.19 | 200 SMA $702.97 | +0.0% from 50d | ZGL $758.86
- QQQ: $721.64 | 50 SMA $714.57 | 200 SMA $647.85 | +0.0% from 50d | ZGL $708.2
- IWM: $300.00 | 50 SMA $293.87 | 200 SMA $267.17 | +0.0% from 50d | ZGL $292.56
- VIX: 15.46 β sub-20 (low vol)
- 10Y Yield: 4.699%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $773.20 | 69.55 | 58.0 | $758.86 | Bearish | 0.12 |
| QQQ | $721.64 | 59.64 | 66.2 | $708.20 | Neutral | 0.87 |
| IWM | $300.00 | 61.77 | 28.8 | $292.56 | Neutral | 1.04 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.46 | 36.82 | 62.1 | $10.51 | Neutral | 1.28 |
| TNX | 46.99 βΌ | 55.78 | 39.0 | - | - | - |
| GLD | $402.83 | 72.76 | 33.5 | $378.71 | Bearish | 0.16 |
| DXY | 99.81 | 29.87 | 38.9 | - | - | - |
| SLV | $59.47 | 71.14 | 14.2 | $51.65 | Bearish | 0.15 |
Dark Pool Activity
- DIX (Dark Index): 0.487
- DIX Signal: Strong buying
- GEX (Gamma Exposure): 8.3B
Credit Conditions
- HY OAS Spread: 2.70% (Normal)
- BBB Spread: 0.97%
- 2s10s Spread: 0.47% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 66.7%
- Stocks Above 200-Day SMA: 72.5%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 496
- Mag 7 Concentration: 31.9%
- Top 10 Concentration: 42.0%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Communication Services | 89.5% | 0/0 |
| Health Care | 88.9% | 0/0 |
| Financials | 86.6% | 0/0 |
| Energy | 78.9% | 0/0 |
| Materials | 70.8% | 0/0 |
| Consumer Staples | 69.7% | 0/0 |
| Consumer Discretionary | 67.8% | 0/0 |
| Industrials | 67.2% | 0/0 |
| Technology | 58.5% | 0/0 |
| Real Estate | 28.6% | 0/0 |
| Utilities | 10.0% | 0/0 |
Energy & Commodities
- Energy Regime: RISING
- WTI Crude: $82.30 (5d: +8.6%)
- Brent Crude: $87.85 | Spread: $5.55
- RBOB Gasoline: $2.8700/gal
- Heating Oil: $4.1600/gal
- 3-2-1 Crack Spread: $56.30/bbl (Very wide)
- XLE (Energy Sector): $60.18
- UNG (Nat Gas): $10.14
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.647 | elevated |
| SPY / DXY | -0.209 | normal |
| SPY / TNX | -0.313 | elevated |
| SPY / Oil | -0.603 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 75.46
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 3,778,989.0
- 0DTE Put Volume: 3,857,896.0
- 0DTE Put/Call Ratio: 1.02 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $590.4B
- Gamma Call Wall: $773 | Put Wall: $772 (Spot: $773.20)
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: 4.70%
- Yield Curve (10Y-3M): 0.98 (Normal)
- DXY: 99.81
- 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: 14/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6748.6B
- Treasury General Account (TGA): $907.3B
- Reverse Repo (RRP): $1.0B
- US Net Liquidity (WALCL - TGA - RRP): $5,840B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,860B
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,744B
- BTC-USD (Liquidity Proxy): $63,999 (Neutral)
Active Alerts
- [INFO] DIX at 0.487 β strong dark pool buying activity.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.487, GEX +8.3B, HY OAS 2.70%, 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: volatility_regime is STALE (~1h 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: SO β new HIGH-conviction candidate (conviction 63/100, regime range_noise, calibrated pair_divergence hit-rate 44% (n=482)). Worth a look.
- [INFO] Screener: CELH β new HIGH-conviction candidate (conviction 70/100, regime capitulation, calibrated pead_drift_short hit-rate 27% (n=37)). Worth a look.
- [INFO] Screener: NET β new HIGH-conviction candidate (conviction 68/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=247)). Worth a look.
- [INFO] Screener: PSX β new HIGH-conviction candidate (conviction 67/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=247)). Worth a look.
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
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 (10):
[1] Breaking: Gold rallies further beyond $4,400; highest since early June URL: https://www.fxstreet.com/news/breaking-gold-rallies-further-beyond-4-400-highest-since-early-june-202608110140 Published: Tue, 11 Aug 2026 01:40:14 GMT
[2] Silver Price Forecast: XAG/USD slips to near $66.00 on Fed hike fears, oil surge URL: https://www.fxstreet.com/news/silver-price-forecast-xag-usd-slips-to-near-6600-on-fed-hike-fears-oil-surge-202608110137 Published: Tue, 11 Aug 2026 01:37:48 GMT
[3] Australia National Australia Bank's Business Conditions climbed from previous 3 to 4 in July URL: https://www.fxstreet.com/news/australia-national-australia-banks-business-conditions-climbed-from-previous-3-to-4-in-july-202608110130 Published: Tue, 11 Aug 2026 01:30:01 GMT
[4] Australia National Australia Bank's Business Confidence fell from previous -5 to -6 in July URL: https://www.fxstreet.com/news/australia-national-australia-banks-business-confidence-fell-from-previous-5-to-6-in-july-202608110130 Published: Tue, 11 Aug 2026 01:30:01 GMT
[5] United States Dollar Index consolidates below 100.00 as bulls await US CPI amid Iran risks URL: https://www.fxstreet.com/news/united-states-dollar-index-consolidates-below-10000-as-bulls-await-us-cpi-amid-iran-risks-202608110118 Published: Tue, 11 Aug 2026 01:18:11 GMT
[6] PBOC sets USD/CNY reference rate at 6.7900 vs. 6.7884 previous URL: https://www.fxstreet.com/news/pboc-sets-usd-cny-reference-rate-at-67900-vs-67884-previous-202608110115 Published: Tue, 11 Aug 2026 01:15:31 GMT
[7] WTI hovers around $81.50 as US-Iran peace talks stall URL: https://www.fxstreet.com/news/wti-hovers-around-8150-as-us-iran-peace-talks-stall-202608110102 Published: Tue, 11 Aug 2026 01:02:27 GMT
[8] BlackRock lowers Bitcoin ETF in-kind conversion minimum to $1M URL: https://www.fxstreet.com/cryptocurrencies/news/blackrock-lowers-bitcoin-etf-in-kind-conversion-minimum-to-1m-202608110059 Published: Tue, 11 Aug 2026 00:59:14 GMT
[9] Ethereum Price Forecast: SharpLink reports loss as BitMine continues share buybacks and ETH acquisitions URL: https://www.fxstreet.com/cryptocurrencies/news/ethereum-price-forecast-sharplink-reports-loss-as-bitmine-continues-share-buybacks-and-eth-acquisitions-202608110036 Published: Tue, 11 Aug 2026 00:36:09 GMT
[10] RBA set to hold interest rate as softer inflation shifts outlook URL: https://www.fxstreet.com/news/rba-set-to-hold-interest-rate-at-435-as-softer-inflation-cools-hike-bets-202608110030 Published: Tue, 11 Aug 2026 00:30:00 GMT
Iran War News
Updates (3):
[1] Iran plays down Mecca Pact as regional security order shifts Time: 2026-08-11T01:16:54.464Z
[2] Houthis fired ballistic missiles at Yemen's al-Makha, military says Time: 2026-08-11T00:39:28.301Z
[3] Iran 'threat' forced Trump to switch planes leaving Turkey - Washington Post Time: 2026-08-11T00:01:55.442Z
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: 47
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 58.3x normal
- Tanker Rates: WS385 (+670% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $1.4 billion/day economic cost