Finance Analyst Report: 2026-08-11 09:38:24 ET
Signal Alignment
SPY Direction: SPY +0.1% (3d) | Alignment: 62% (5 aligned, 3 divergent) Status: MIXED β Mixed β no clear signal consensus
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | π΄ BEARISH | β DIVERGENT | DIX 0.487 moderate, 0DTE PCR 1.45 put-heavy |
| Gamma | π’ BULLISH | β ALIGNED | GEX +8.3B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 66% 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 -2.3% slowing Β· real yield 2.40% 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 5.96 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 19 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 dark pool and energy haven't signed on yet β rally is concentrated, watch for broadening.
Market Status
Regime: RISK-ON | Score: 79/100 (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
- 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: $773.57 | 50 SMA $747.56 | 200 SMA $703.48 | +0.0% from 50d | ZGL $758.74
- QQQ: $721.59 | 50 SMA $714.27 | 200 SMA $648.40 | +0.0% from 50d | ZGL $708.63
- IWM: $300.85 | 50 SMA $294.03 | 200 SMA $267.44 | +0.0% from 50d | ZGL $292.83
- VIX: 15.51 β sub-20 (low vol)
- 10Y Yield: 4.680%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $773.57 | 66.78 | 57.8 | $758.74 | Neutral | 0.60 |
| QQQ | $721.59 | 54.61 | 66.2 | $708.63 | Neutral | 0.81 |
| IWM | $300.85 | 54.69 | 29.1 | $292.83 | Neutral | 0.65 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.51 | 43.97 | 61.6 | $10.51 | Neutral | 1.28 |
| TNX | 46.80 | 56.51 | 39.9 | - | - | - |
| GLD | $403.00 | 71.43 | 33.6 | $379.03 | Bearish | 0.23 |
| DXY | 99.80 | 30.20 | 35.3 | - | - | - |
| SLV | $58.54 | 70.78 | 15.1 | $53.31 | Bearish | 0.28 |
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: 65.9%
- Stocks Above 200-Day SMA: 71.9%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 492
- Mag 7 Concentration: 31.8%
- Top 10 Concentration: 41.8%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 89.4% | 0/0 |
| Health Care | 87.0% | 0/0 |
| Communication Services | 78.9% | 0/0 |
| Energy | 78.9% | 0/0 |
| Materials | 75.0% | 0/0 |
| Industrials | 65.2% | 0/0 |
| Consumer Staples | 64.7% | 0/0 |
| Consumer Discretionary | 63.2% | 0/0 |
| Technology | 60.0% | 0/0 |
| Real Estate | 18.5% | 0/0 |
| Utilities | 13.3% | 0/0 |
Energy & Commodities
- Energy Regime: RISING
- WTI Crude: $81.51 (5d: +8.4%)
- Brent Crude: $86.98 | Spread: $5.47
- RBOB Gasoline: $2.8400/gal
- Heating Oil: $4.1200/gal
- 3-2-1 Crack Spread: $55.69/bbl (Very wide)
- XLE (Energy Sector): $60.41
- UNG (Nat Gas): $10.20
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.651 | elevated |
| SPY / DXY | -0.208 | 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: 0.21 (Normal Relationship)
- 0DTE Call Volume: 41,622.0
- 0DTE Put Volume: 60,320.0
- 0DTE Put/Call Ratio: 1.45 (Heavy 0DTE Put Buying (Hedging))
- 0DTE Notional Dollar Volume: $7.9B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $773.57)
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: 4.68%
- Yield Curve (10Y-3M): 0.95 (Normal)
- DXY: 99.80
- 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: 2.25% (Near Target)
- 10Y Breakeven: 2.29%
- 5Y5Y Forward: 2.33%
- Stagflation Risk Score: 19/100
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): $64,124 (Neutral)
Active Alerts
- [WARNING] Leading indicator divergence: 3/5 leading signals disagree with SPY's bullish trend β historically precedes repricing within 3-5 days.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [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 66%.
- [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: 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): 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
- Employment Situation (Payrolls): 2026-09-04
- 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 (β0.1% 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 (β1.9% vs 30d)
- GOOGL (2026-10-28): EPS Est. $3.00 (β0.1% 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 (2):
[1] Japan: BoJ inflation focus and rate risks - Rabobank URL: https://www.fxstreet.com/news/japan-boj-inflation-focus-and-rate-risks-rabobank-202608111330 Published: Tue, 11 Aug 2026 13:30:10 GMT
[2] Bitocin - Potential for the bigger drop [Video] URL: https://www.fxstreet.com/cryptocurrencies/news/bitocin-potential-for-the-bigger-drop-video-202608111320 Published: Tue, 11 Aug 2026 13:20:45 GMT
Iran War News
Updates (1):
[1] Iran will not retreat from its rights in face of threats, security chief says Time: 2026-08-11T13:06:49.759Z
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: 7 of 60 normal daily β 11.7% of normal
- Throughput: 17.5% of normal (0.0M / 10.3M DWT)
- Stranded Vessels: 180
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS280 (+460% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $8.5 billion/day economic cost