Finance Analyst Report: 2026-08-11 04:01:40 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 | βͺ NEUTRAL | β | DIX 0.487 moderate, 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 -0.32 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: 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 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 | -0.65 | 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: $780 | Put Wall: $767 (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): $64,005 (Neutral)
Active Alerts
- [INFO] DIX at 0.487 β strong dark pool buying activity.
- [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.
- [WARNING] Data integrity: effr has printed the same value (3.63) for 20 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.
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 (23):
[1] Oil surges on Iran standoff as yields rise, rate-hike odds rebound ahead of CPI URL: https://www.fxstreet.com/analysis/oil-surges-on-iran-standoff-as-yields-rise-rate-hike-odds-rebound-ahead-of-cpi-202608110758 Published: Tue, 11 Aug 2026 07:58:44 GMT
[2] Japanese Yen struggles below 159.00 vs USD amid fiscal woes, US-Japan rate gap URL: https://www.fxstreet.com/news/japanese-yen-struggles-below-15900-vs-usd-amid-fiscal-woes-us-japan-rate-gap-202608110754 Published: Tue, 11 Aug 2026 07:54:32 GMT
[3] Equities: Risk sentiment holds despite oil and rates - Deutsche Bank URL: https://www.fxstreet.com/news/equities-risk-sentiment-holds-despite-oil-and-rates-deutsche-bank-202608110752 Published: Tue, 11 Aug 2026 07:52:37 GMT
[4] Silver Price Forecasts: XAG/USD corrects lower from $67.00 resistance area URL: https://www.fxstreet.com/news/silver-price-forecasts-xag-usd-corrects-lower-from-6700-resistance-area-202608110745 Published: Tue, 11 Aug 2026 07:45:40 GMT
[5] British Pound: Upside tests but capped near 1.3555 against US Dollar - UOB URL: https://www.fxstreet.com/news/british-pound-upside-tests-but-capped-near-13555-against-us-dollar-uob-202608110738 Published: Tue, 11 Aug 2026 07:38:18 GMT
[6] Swiss Franc weakens as market caution lifts US Dollar URL: https://www.fxstreet.com/news/swiss-franc-weakens-as-market-caution-lifts-us-dollar-202608110729 Published: Tue, 11 Aug 2026 07:29:43 GMT
[7] Bitcoin Price Forecast: BTC retreats as ETF outflows, USβIran stalemate revive inflation worries URL: https://www.fxstreet.com/cryptocurrencies/news/bitcoin-price-forecast-btc-retreats-as-etf-outflows-us-iran-stalemate-revive-inflation-worries-202608110728 Published: Tue, 11 Aug 2026 07:28:36 GMT
[8] Japanese Yen: BoJ tightening key to recovery against US Dollar - OCBC URL: https://www.fxstreet.com/news/japanese-yen-boj-tightening-key-to-recovery-against-us-dollar-ocbc-202608110725 Published: Tue, 11 Aug 2026 07:25:57 GMT
[9] From Promise to Proof: Anvil Demonstrates Secured BNPL at Blockchain Futurist Conference URL: https://www.fxstreet.com/press-releases/from-promise-to-proof-anvil-demonstrates-secured-bnpl-at-blockchain-futurist-conference-202608110719 Published: Tue, 11 Aug 2026 07:19:29 GMT
[10] Pi Network Price Forecast: PI holds at key support as broader market declines URL: https://www.fxstreet.com/cryptocurrencies/news/pi-network-price-forecast-pi-holds-at-key-support-as-broader-market-declines-202608110718 Published: Tue, 11 Aug 2026 07:18:01 GMT
[11] Oil: Upside risks persist as deal optimism fades - ING URL: https://www.fxstreet.com/news/oil-upside-risks-persist-as-deal-optimism-fades-ing-202608110717 Published: Tue, 11 Aug 2026 07:17:34 GMT
[12] WTI Price Forecast: Refreshes weekly high at $82.70 as oil supply uncertainty deepens URL: https://www.fxstreet.com/news/wti-price-forecast-refreshes-weekly-high-at-8270-as-oil-supply-uncertainty-deepens-202608110709 Published: Tue, 11 Aug 2026 07:09:33 GMT
[13] British Pound consolidates around 1.3500 vs USD; looks to US CPI, UK GDP for fresh impetus URL: https://www.fxstreet.com/news/british-pound-consolidates-around-13500-vs-usd-looks-to-us-cpi-uk-gdp-for-fresh-impetus-202608110703 Published: Tue, 11 Aug 2026 07:03:00 GMT
[14] Euro drifts below 1.1550 as hopes of a swift US-Iran peace deal wane URL: https://www.fxstreet.com/news/euro-drifts-below-11550-as-hopes-of-a-swift-us-iran-peace-deal-wane-202608110658 Published: Tue, 11 Aug 2026 06:58:58 GMT
[15] Forex Today: Fading hopes of a US-Iran deal weighs on market mood URL: https://www.fxstreet.com/news/forex-today-fading-hopes-of-a-us-iran-deal-weighs-on-market-mood-202608110656 Published: Tue, 11 Aug 2026 06:56:30 GMT
[16] Australian Dollar: RBA holds rates but downside bias persists - Commerzbank URL: https://www.fxstreet.com/news/australian-dollar-rba-holds-rates-but-downside-bias-persists-commerzbank-202608110656 Published: Tue, 11 Aug 2026 06:56:18 GMT
[17] FX markets at a crossroads: Can EUR/USD and JPY pairs extend their bounce? [Video] URL: https://www.fxstreet.com/analysis/fx-markets-at-a-crossroads-can-eur-usd-and-jpy-pairs-extend-their-bounce-video-202608110655 Published: Tue, 11 Aug 2026 06:55:03 GMT
[18] Euro: Gains capped below key resistance against US Dollar - UOB URL: https://www.fxstreet.com/news/euro-gains-capped-below-key-resistance-against-us-dollar-uob-202608110638 Published: Tue, 11 Aug 2026 06:38:10 GMT
[19] The inflation narrative is still way more important than the employment story URL: https://www.fxstreet.com/analysis/the-inflation-narrative-is-still-way-more-important-than-the-employment-story-202608110637 Published: Tue, 11 Aug 2026 06:37:13 GMT
[20] Trump Media to revamp crypto treasury strategy after $238M Q2 loss URL: https://www.fxstreet.com/cryptocurrencies/news/trump-media-to-revamp-crypto-treasury-strategy-after-238m-q2-loss-202608110623 Published: Tue, 11 Aug 2026 06:23:25 GMT
[21] Bookmap announces partnership with Plus500 to expand futures trading access URL: https://www.fxstreet.com/press-releases/bookmap-announces-partnership-with-plus500-to-expand-futures-trading-access-202608110613 Published: Tue, 11 Aug 2026 06:13:11 GMT
[22] WhiteHorse Finance (WHF) misses Q2 earnings and revenue estimates URL: https://www.fxstreet.com/news/whitehorse-finance-whf-misses-q2-earnings-and-revenue-estimates-202608110612 Published: Tue, 11 Aug 2026 06:12:43 GMT
[23] AUD/USD Price Forecast: Aussie spikes down below 0.7050 as RBA's Bullock speaks URL: https://www.fxstreet.com/news/aud-usd-price-forecast-aussie-spikes-down-sub-07050-as-rbas-bullock-speaks-202608110606 Published: Tue, 11 Aug 2026 06:06:17 GMT
Iran War News
Updates (5):
[1] Iran says war damage cuts gas capacity by 95 million cubic meters a day Time: 2026-08-11T07:51:20.813Z
[2] Millions of dollars raised abroad for Iran during war, Araghchi says Time: 2026-08-11T07:35:20.029Z
[3] Region cannot remain in 'no war, no peace state,' UAE adviser says Time: 2026-08-11T07:20:28.177Z
[4] Tehran to host Caspian Sea summit on September 23 Time: 2026-08-11T06:21:55.188Z
[5] Hormuz traffic drops below 10-day average amid Iran-US tensions - Reuters Time: 2026-08-11T05:38:44.551Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: RESTRICTED (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: 298
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 50.0x normal
- Tanker Rates: WS425 (+750% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.9 billion/day economic cost