Finance Analyst Report: 2026-08-11 06:01:43 ET

Signal Alignment

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

Category	Signal Says	vs SPY	Key Driver
Dark Pool	⚪ NEUTRAL	—	DIX 0.487 moderate, 0DTE PCR 1.02 balanced
Gamma	🟢 BULLISH	✓ ALIGNED	GEX +8.3B strong suppression
Breadth	🟢 BULLISH	✓ ALIGNED	Breadth 67% — broad participation supports rally
Energy	🔴 BEARISH	✗ DIVERGENT	Energy RISING — oil climbing, margin pressure building
growth_expectations	🔴 BEARISH	✗ DIVERGENT	Copper/Gold -3.0% growth pessimism · real yield 2.43% restrictive
Correlations	⚪ NEUTRAL	—	SPY/VIX -0.65 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.32 elevated, SPY/Oil -0.60 stretched
Volatility	⚪ NEUTRAL	—	VIX 15.5 sub-20 in contango · SKEW 137 normal · VVIX/VIX 5.98 dealer stress
Inflation	🟢 BULLISH	✓ ALIGNED	Stagflation score 14 — low inflation risk
carry_risk	🟢 BULLISH	✓ ALIGNED	USD/JPY 5d +1.1% yen weakening, MOVE 75 calm
Liquidity	⚪ NEUTRAL	—	Liquidity Adequate, cut prob 11% — hawkish lean but no BS drain
Credit	🟢 BULLISH	✓ 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 — 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 — sub-20 (low vol)
10Y Yield: 4.699%

Equity & Derivatives Board

Ticker	Price	RSI(14)	IVR	ZGL	γ-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	γ-Sent	PCR
VIX	15.46	36.82	62.1	$10.51	Neutral	1.28
TNX	46.99 ▼	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 · 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: 99.81
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): $64,221 (Neutral)

Active Alerts

[INFO] DIX at 0.487 — 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 — 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).
[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 — 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 — 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 — 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 — 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 — those surfaces are running on stale input.
[WARNING] Data integrity: effr has printed the same value (3.63) for 20 consecutive trading days — 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): ⏳ 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 (29):

[1] Hyperliquid (HYPE/USD): Bullish setup still in play after the pullback URL: https://www.fxstreet.com/cryptocurrencies/news/hyperliquid-hype-usd-bullish-setup-still-in-play-after-the-pullback-202608111000 Published: Tue, 11 Aug 2026 10:00:37 GMT

[2] United States NFIB Business Optimism Index registered at 99.8 above expectations (97.5) in July URL: https://www.fxstreet.com/news/united-states-nfib-business-optimism-index-registered-at-998-above-expectations-975-in-july-202608111000 Published: Tue, 11 Aug 2026 10:00:02 GMT

[3] Australian Dollar: RBA keeps door open - Rabobank URL: https://www.fxstreet.com/news/australian-dollar-rba-keeps-door-open-rabobank-202608110957 Published: Tue, 11 Aug 2026 09:57:39 GMT

[4] Brent is following a path of demands rather than commitments URL: https://www.fxstreet.com/analysis/brent-is-following-a-path-of-demands-rather-than-commitments-202608110956 Published: Tue, 11 Aug 2026 09:56:27 GMT

[5] Oil prices continue their momentum after Trump's counter-demands to Iran URL: https://www.fxstreet.com/analysis/oil-prices-continue-their-momentum-after-trumps-counter-demands-to-iran-202608110954 Published: Tue, 11 Aug 2026 09:54:14 GMT

[6] Australian Dollar edges up, RBA hawkish hold does little to revive rate hike expectations URL: https://www.fxstreet.com/news/australian-dollar-edges-up-rba-hawkish-hold-does-little-to-revive-rate-hike-expectations-202608110951 Published: Tue, 11 Aug 2026 09:51:13 GMT

[7] Canadian Dollar remains near two-month highs against US Dollar as Oil prices rise URL: https://www.fxstreet.com/news/canadian-dollar-remains-near-two-month-highs-against-us-dollar-as-oil-prices-rise-202608110947 Published: Tue, 11 Aug 2026 09:47:21 GMT

[8] Germany 5-y Note Auction rose from previous 2.89% to 2.93% URL: https://www.fxstreet.com/news/germany-5-y-note-auction-rose-from-previous-289-to-293-202608110945 Published: Tue, 11 Aug 2026 09:45:41 GMT

[9] WTI Oil hits fresh highs at $83.50 as Hormuz reopening hopes vanish URL: https://www.fxstreet.com/news/wti-oil-hits-fresh-highs-at-8350-as-hormuz-reopening-hopes-vanish-202608110944 Published: Tue, 11 Aug 2026 09:44:55 GMT

[10] Crude Oil surges higher as inflation risks return -- $90 in focus URL: https://www.fxstreet.com/analysis/crude-oil-surges-higher-as-inflation-risks-return-90-in-focus-202608110942 Published: Tue, 11 Aug 2026 09:42:10 GMT

[11] Federal Reserve: Dovish repricing on data and inflation focus - BNY URL: https://www.fxstreet.com/news/federal-reserve-dovish-repricing-on-data-and-inflation-focus-bny-202608110936 Published: Tue, 11 Aug 2026 09:36:54 GMT

[12] Silver price today: Silver falls, according to FXStreet data URL: https://www.fxstreet.com/news/silver-price-today-silver-falls-according-to-fxstreet-data-202608110931 Published: Tue, 11 Aug 2026 09:31:05 GMT

[13] South Africa Unemployment Total climbed from previous 8.137M to 8.481M in 2Q URL: https://www.fxstreet.com/news/south-africa-unemployment-total-climbed-from-previous-8137m-to-8481m-in-2q-202608110931 Published: Tue, 11 Aug 2026 09:31:00 GMT

[14] PrimeXBT launches MT5 Cent Account for beginners and risk-conscious traders URL: https://www.fxstreet.com/press-releases/primexbt-launches-mt5-cent-account-for-beginners-and-risk-conscious-traders-202608110929 Published: Tue, 11 Aug 2026 09:29:56 GMT

[15] South Africa Unemployment Rate (%): 33.6% (2Q) vs 32.7% URL: https://www.fxstreet.com/news/south-africa-unemployment-rate-336-2q-vs-327-202608110929 Published: Tue, 11 Aug 2026 09:29:51 GMT

[16] Corporations are returning Bitcoin to the retail investors URL: https://www.fxstreet.com/cryptocurrencies/news/corporations-are-returning-bitcoin-to-the-retail-investors-202608110923 Published: Tue, 11 Aug 2026 09:23:37 GMT

[17] Brent: Inflation risks rise with Hormuz standoff - Deutsche Bank URL: https://www.fxstreet.com/news/brent-inflation-risks-rise-with-hormuz-standoff-deutsche-bank-202608110923 Published: Tue, 11 Aug 2026 09:23:21 GMT

[18] FX daily: Low volatility prevails URL: https://www.fxstreet.com/analysis/fx-daily-low-volatility-prevails-202608110909 Published: Tue, 11 Aug 2026 09:09:25 GMT

[19] US Dollar: Volatility sinks as carry trades hold - ING URL: https://www.fxstreet.com/news/us-dollar-volatility-sinks-as-carry-trades-hold-ing-202608110905 Published: Tue, 11 Aug 2026 09:05:42 GMT

[20] Gold continues higher after recent buy signals [Video] URL: https://www.fxstreet.com/analysis/gold-continues-higher-after-recent-buy-signals-video-202608110857 Published: Tue, 11 Aug 2026 08:57:59 GMT

[21] British Pound sits near one-week top, above 215.00 vs weak Yen ahead of UK GDP URL: https://www.fxstreet.com/news/british-pound-sits-near-one-week-top-above-21500-vs-weak-yen-ahead-of-uk-gdp-202608110857 Published: Tue, 11 Aug 2026 08:57:45 GMT

[22] Euro falls against Canadian Dollar as US-Iran tensions heighten oil supply concerns URL: https://www.fxstreet.com/news/euro-falls-against-canadian-dollar-as-us-iran-tensions-heighten-oil-supply-concerns-202608110854 Published: Tue, 11 Aug 2026 08:54:18 GMT

[23] WTI and Brent Crude rising on Iran aggression, Gold rising on weaker USD and Iran [Video] URL: https://www.fxstreet.com/analysis/wti-and-brent-crude-rising-on-iran-aggression-gold-rising-on-weaker-usd-and-iran-video-202608110853 Published: Tue, 11 Aug 2026 08:53:46 GMT

[24] Gold rallies: Long-awaited rise and growing safe-haven demand URL: https://www.fxstreet.com/analysis/gold-rallies-long-awaited-rise-and-growing-safe-haven-demand-202608110851 Published: Tue, 11 Aug 2026 08:51:09 GMT

[25] Japanese Yen: Yield outlook fails to lift Yen - Societe Generale URL: https://www.fxstreet.com/news/japanese-yen-yield-outlook-fails-to-lift-yen-societe-generale-202608110844 Published: Tue, 11 Aug 2026 08:44:19 GMT

[26] Spain 9-Month Letras Auction declined to 2.605% from previous 2.623% URL: https://www.fxstreet.com/news/spain-9-month-letras-auction-declined-to-2605-from-previous-2623-202608110843 Published: Tue, 11 Aug 2026 08:43:02 GMT

[27] Spain 3-Month Letras Auction up to 2.387% from previous 2.366% URL: https://www.fxstreet.com/news/spain-3-month-letras-auction-up-to-2387-from-previous-2366-202608110842 Published: Tue, 11 Aug 2026 08:42:51 GMT

[28] EUR/GBP Price Forecast: Under growing bearish pressure below 0.8550 URL: https://www.fxstreet.com/news/eur-gbp-price-forecast-under-growing-bearish-pressure-below-08550-202608110835 Published: Tue, 11 Aug 2026 08:35:35 GMT

[29] Australian Dollar : Hawkish hold keeps risks alive - TD Securities URL: https://www.fxstreet.com/news/australian-dollar-hawkish-hold-keeps-risks-alive-td-securities-202608110829 Published: Tue, 11 Aug 2026 08:29:57 GMT

Iran War News

Updates (6):

[1] Houthi attack on cargo ship kills three crew members - Reuters Time: 2026-08-11T09:43:26.441Z

[2] Pakistan, Turkey unlikely to fight Iran for US, Iranian lawmaker says Time: 2026-08-11T09:32:19.128Z

[3] Iran lawmaker warns of response to attacks from Mecca Pact members Time: 2026-08-11T09:31:14.446Z

[4] Syrian court sentences Bashar al-Assad to death for crimes against humanity Time: 2026-08-11T09:13:41.876Z

[BREAKING] [5] Ship involved in incident with military forces in Gulf of Oman, UKMTO says Time: 2026-08-11T09:08:06.217Z

[6] US not seeking genuine peace talks, Iran foreign ministry says Time: 2026-08-11T08:59:04.802Z

Hormuz Strait Status

Strait of Hormuz Dashboard:

Strait Status: CLOSED (since 2026-02-28, 164 days ago)
Ships Transiting: 2 of 60 normal daily — 3.3% of normal
Throughput: 3.9% of normal (0.4M / 10.3M DWT)
Stranded Vessels: 250
Oil Prices: Brent $88.90 (-8.30%)
War Risk Insurance: EXTREME — 60.0x normal
Tanker Rates: WS185 (+270% vs pre-crisis)
Global Impact: 21% of world oil supply at risk; est. $8.5 billion/day economic cost