Finance Analyst Report: 2026-08-11 08:32:34 ET
Signal Alignment
SPY Direction: SPY +0.1% (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 -2.2% slowing 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 15.6 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 +1.0% stable, 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 15.6 (low-fear environment); seasonal pattern historically neutral.
Screener Action Board
- Regime: low β Calm regime β balanced board
- Longs: BX, FSLR, IEX
- Shorts: WTW, VLY
Track Record
- AI Brief Hit Rate (decayed): 1d 14% (n=240) | 3d 36% (n=240) | 5d 32% (n=240)
- Screener Board Record: 158 closed (hit rate 44%) Β· 148 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $774.12 | 50 SMA $747.56 | 200 SMA $703.48 | +0.0% from 50d | ZGL $758.78
- QQQ: $722.93 | 50 SMA $714.27 | 200 SMA $648.40 | +0.0% from 50d | ZGL $708.68
- IWM: $300.34 | 50 SMA $294.03 | 200 SMA $267.44 | +0.0% from 50d | ZGL $292.69
- VIX: 15.56 β sub-20 (low vol)
- 10Y Yield: 4.697%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $774.12 | 66.78 | 57.8 | $758.78 | Neutral | 0.66 |
| QQQ | $722.93 | 54.61 | 66.2 | $708.68 | Neutral | 0.84 |
| IWM | $300.34 | 54.69 | 29.1 | $292.69 | Neutral | 0.82 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.56 | 43.97 | 61.6 | $10.51 | Neutral | 1.25 |
| TNX | 46.97 | 56.51 | 39.9 | - | - | - |
| GLD | $402.88 | 71.43 | 33.6 | $379.04 | Bearish | 0.25 |
| DXY | 99.84 | 30.86 | 35.4 | - | - | - |
| SLV | $58.70 | 70.78 | 15.1 | $53.31 | Bearish | 0.27 |
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: $82.28 (5d: +9.4%)
- Brent Crude: $87.62 | Spread: $5.34
- RBOB Gasoline: $2.8800/gal
- Heating Oil: $4.2100/gal
- 3-2-1 Crack Spread: $57.30/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: 0.0
- 0DTE Put Volume: 0.0
- 0DTE Put/Call Ratio: 1.02 (No 0DTE Flow Yet)
- 0DTE Notional Dollar Volume: $590.4B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $774.12)
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): 0.97 (Normal)
- DXY: 99.84
- 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): $64,277 (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
- Philadelphia Fed Mfg Index: 2026-08-25
- Gross Domestic Product (GDP): 2026-08-26
- Producer Price Index (PPI): 2026-09-10
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 (9):
[1] Japanese Yen struggles as impact of joint intervention fades URL: https://www.fxstreet.com/news/japanese-yen-struggles-as-impact-of-joint-intervention-fades-202608111230 Published: Tue, 11 Aug 2026 12:30:56 GMT
[2] MoneyGram expands on Solana with global crypto-to-cash service URL: https://www.fxstreet.com/cryptocurrencies/news/moneygram-expands-on-solana-with-global-crypto-to-cash-service-202608111230 Published: Tue, 11 Aug 2026 12:30:53 GMT
[3] Ripple Price Forecast: XRP's slow grind near $1.00 raises risk of deeper sell-off URL: https://www.fxstreet.com/cryptocurrencies/news/ripple-price-forecast-xrps-slow-grind-near-100-raises-risk-of-deeper-sell-off-202608111230 Published: Tue, 11 Aug 2026 12:30:00 GMT
[4] US ADP Employment Change 4-week average drops to 8.25K URL: https://www.fxstreet.com/news/us-adp-employment-change-4-week-average-drops-to-825k-202608111223 Published: Tue, 11 Aug 2026 12:23:45 GMT
[5] Australian Dollar: RBA softens hawkish stance - BBH URL: https://www.fxstreet.com/news/australian-dollar-rba-softens-hawkish-stance-bbh-202608111223 Published: Tue, 11 Aug 2026 12:23:28 GMT
[6] United States ADP Employment Change 4-week average fell from previous 15K to 8.25K in July 18 URL: https://www.fxstreet.com/news/united-states-adp-employment-change-4-week-average-fell-from-previous-15k-to-825k-in-july-18-202608111218 Published: Tue, 11 Aug 2026 12:18:47 GMT
[7] Silver retreats toward $65.00 as Oil rebound revives inflation concerns URL: https://www.fxstreet.com/news/silver-retreats-toward-6500-as-oil-rebound-revives-inflation-concerns-202608111218 Published: Tue, 11 Aug 2026 12:18:12 GMT
[8] Pound Sterling Price News and Forecast: GBP/USD holds descending triangle breakout URL: https://www.fxstreet.com/news/pound-sterling-price-news-and-forecast-gbp-usd-holds-descending-triangle-breakout-202608111215 Published: Tue, 11 Aug 2026 12:15:08 GMT
[9] RBA holds at 4.35%: What AUD/USD needs next URL: https://www.fxstreet.com/analysis/rba-holds-at-435-what-aud-usd-needs-next-202608111202 Published: Tue, 11 Aug 2026 12:02:42 GMT
Iran War News
Updates (2):
[1] US, Iran close to some form of arrangement, Pakistan defense minister says Time: 2026-08-11T12:22:42.752Z
[BREAKING] [2] Rocket attack hits Iranian Kurdish opposition camp near Erbil - Reuters Time: 2026-08-11T11:27:39.105Z
Hormuz Strait Status
Hormuz Strait: no change since last report.
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 164 days ago)
- Ships Transiting: 2 of 60 normal daily β 3.3% of normal
- Throughput: 3.5% of normal (0.4M / 10.3M DWT)
- Stranded Vessels: 320
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 61.7x normal
- Tanker Rates: WS280 (+460% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost