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2026-W33

Finance Analyst Report: 2026-08-11 02:01:36 ET

Signal Alignment

SPY Direction: SPY +0.0% (3d) | Alignment: 71% (5 aligned, 2 divergent) Status: MIXED β€” Mixed β€” no clear signal consensus

Category Signal Says vs SPY Key Driver
Dark Pool βšͺ NEUTRAL β€” DIX 0.487 moderate, 0DTE PCR 1.02 balanced
Gamma 🟒 BULLISH βœ“ ALIGNED GEX +8.3B strong suppression
Breadth 🟒 BULLISH βœ“ ALIGNED Breadth 67% β€” broad participation supports rally
Energy πŸ”΄ BEARISH βœ— DIVERGENT Energy RISING β€” oil climbing, margin pressure building
growth_expectations πŸ”΄ BEARISH βœ— DIVERGENT Copper/Gold -3.0% growth pessimism Β· real yield 2.43% restrictive
Correlations βšͺ NEUTRAL β€” SPY/VIX -0.65 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.32 elevated, SPY/Oil -0.60 stretched
Volatility βšͺ NEUTRAL β€” VIX 15.5 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 5.98 dealer stress
Inflation 🟒 BULLISH βœ“ ALIGNED Stagflation score 14 β€” low inflation risk
carry_risk 🟒 BULLISH βœ“ ALIGNED USD/JPY 5d +1.1% yen weakening, MOVE 75 calm
Liquidity βšͺ NEUTRAL β€” Liquidity Adequate, cut prob 11% β€” hawkish lean but no BS drain
Credit 🟒 BULLISH βœ“ ALIGNED HY OAS 2.70% benign, NFCI -0.529 loose

Divergence read: Risk-on regime with gamma, breadth, and inflation leaning bullish, but energy and growth expectations haven't signed on yet β€” rally is concentrated, watch for broadening.

Market Status

Regime: RISK-ON | Score: 81/100 (Favorable) |

Leading indicators show energy RISING (WTI at $82, watch for margin compression); DIX stable at 0.487; 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 β–Ό 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 -0.65 elevated
SPY / DXY -0.209 normal
SPY / TNX -0.315 elevated
SPY / Oil -0.604 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): $63,927 (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: 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 (~268h 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 (~28h 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 (~28h 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.

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
  • 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 (↓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

Unread articles (22):

[1] Why modern brokers are moving toward operational ecosystems URL: https://www.fxstreet.com/press-releases/why-modern-brokers-are-moving-toward-operational-ecosystems-202608110600 Published: Tue, 11 Aug 2026 06:00:00 GMT

[2] Mixed signals as markets await US inflation data URL: https://www.fxstreet.com/analysis/mixed-signals-as-markets-await-us-inflation-data-202608110555 Published: Tue, 11 Aug 2026 05:55:07 GMT

[3] Oil climbs on renewed uncertainty URL: https://www.fxstreet.com/analysis/oil-climbs-on-renewed-uncertainty-202608110552 Published: Tue, 11 Aug 2026 05:52:18 GMT

[4] CEE: Long-term trends in car registrations URL: https://www.fxstreet.com/analysis/cee-long-term-trends-in-car-registrations-202608110549 Published: Tue, 11 Aug 2026 05:49:58 GMT

[5] RBA holds - Nvidia ensures AI-spend continues URL: https://www.fxstreet.com/analysis/rba-holds-nvidia-ensures-ai-spend-continues-202608110543 Published: Tue, 11 Aug 2026 05:43:18 GMT

[6] Cryptocurrencies Price Prediction: Dogecoin, Ripple & Bitcoin - Asian Wrap 11 August URL: https://www.fxstreet.com/cryptocurrencies/news/cryptocurrencies-price-prediction-dogecoin-ripple-bitcoin-asian-wrap-11-august-202608110526 Published: Tue, 11 Aug 2026 05:26:37 GMT

[7] Berkshire is buying again: The latest portfolio moves investors should watch URL: https://www.fxstreet.com/news/berkshire-is-buying-again-the-latest-portfolio-moves-investors-should-watch-202608110521 Published: Tue, 11 Aug 2026 05:21:12 GMT

[8] Australian Dollar declines against New Zealand Dollar following RBA decision URL: https://www.fxstreet.com/news/australian-dollar-declines-against-new-zealand-dollar-following-rba-decision-202608110517 Published: Tue, 11 Aug 2026 05:17:23 GMT

[9] Dogecoin Price Forecast: Bullish divergence, whale accumulation support recovery hopes URL: https://www.fxstreet.com/cryptocurrencies/news/dogecoin-price-forecast-bullish-divergence-whale-accumulation-support-recovery-hopes-202608110500 Published: Tue, 11 Aug 2026 05:00:00 GMT

[10] Indian Rupee opens lower as Trump demands war compensation URL: https://www.fxstreet.com/news/indian-rupee-opens-lower-as-trump-demands-war-compensation-202608110452 Published: Tue, 11 Aug 2026 04:52:16 GMT

[11] Indonesian Rupiah stays under pressure as Retail Sales YoY decline in June URL: https://www.fxstreet.com/news/indonesian-rupiah-stays-under-pressure-as-retail-sales-yoy-decline-in-june-202608110450 Published: Tue, 11 Aug 2026 04:50:16 GMT

[12] Australian Dollar dips after RBA's on-hold decision as traders eye post-meeting presser URL: https://www.fxstreet.com/news/australian-dollar-dips-after-rbas-on-hold-decision-as-traders-eye-post-meeting-presser-202608110448 Published: Tue, 11 Aug 2026 04:48:51 GMT

[13] Australian Dollar falls sharply against Yen after RBA's monetary policy decision URL: https://www.fxstreet.com/news/australian-dollar-falls-sharply-against-yen-after-rbas-monetary-policy-decision-202608110448 Published: Tue, 11 Aug 2026 04:48:21 GMT

[14] Elliott Wave view: GDX short‑term rally still developing [Video] URL: https://www.fxstreet.com/news/elliott-wave-view-gdx-short-term-rally-still-developing-video-202608110447 Published: Tue, 11 Aug 2026 04:47:47 GMT

[15] Pakistan Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/pakistan-gold-price-today-gold-rises-according-to-fxstreet-data-202608110445 Published: Tue, 11 Aug 2026 04:45:28 GMT

[16] Morning briefing: Euro can attempt to test 1.1600 before coming down towards 1.1500 URL: https://www.fxstreet.com/analysis/morning-briefing-euro-can-attempt-to-test-11600-before-coming-down-towards-11500-202608110440 Published: Tue, 11 Aug 2026 04:40:48 GMT

[17] Denmark: July spending moves sideways despite stronger services URL: https://www.fxstreet.com/analysis/denmark-july-spending-moves-sideways-despite-stronger-services-202608110438 Published: Tue, 11 Aug 2026 04:38:48 GMT

[18] India Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/india-gold-price-today-gold-rises-according-to-fxstreet-data-202608110435 Published: Tue, 11 Aug 2026 04:35:10 GMT

[19] Top Altcoins Price Forecast: Ripple hits 20-month low as Cardano and Solana lack momentum URL: https://www.fxstreet.com/cryptocurrencies/news/top-altcoins-price-forecast-ripple-hits-20-month-low-as-cardano-and-solana-lack-momentum-202608110434 Published: Tue, 11 Aug 2026 04:34:20 GMT

[20] Malaysia Gold price today: Gold rises, according to FXStreet data URL: https://www.fxstreet.com/news/malaysia-gold-price-today-gold-rises-according-to-fxstreet-data-202608110430 Published: Tue, 11 Aug 2026 04:30:15 GMT

[21] Australia RBA Interest Rate Decision in line with forecasts (4.35%) URL: https://www.fxstreet.com/news/australia-rba-interest-rate-decision-in-line-with-forecasts-435-202608110430 Published: Tue, 11 Aug 2026 04:30:05 GMT

[22] Netherlands, The Consumer Price Index n.s.a (YoY) registered at 3.2% above expectations (3.1%) in July URL: https://www.fxstreet.com/news/netherlands-the-consumer-price-index-nsa-yoy-registered-at-32-above-expectations-31-in-july-202608110430 Published: Tue, 11 Aug 2026 04:30:03 GMT

Iran War News

Updates (2):

[1] Iran hardline newspaper rails against Mecca defense pact Time: 2026-08-11T05:02:24.644Z

[2] US blockade could cost Iran $18 billion a year, business chief says Time: 2026-08-11T04:17:08.575Z

Hormuz Strait Status

Strait of Hormuz Dashboard:

  • Strait Status: CLOSED (since 2026-02-28, 164 days ago)
  • Ships Transiting: 7 of 60 normal daily β€” 11.7% of normal
  • Throughput: 11.7% of normal (1.2M / 10.3M DWT)
  • Stranded Vessels: 47
  • Oil Prices: Brent $88.90 (-8.30%)
  • War Risk Insurance: EXTREME β€” 56.7x normal
  • Tanker Rates: WS145 (+190% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost