Finance Analyst Report: 2026-08-11 13:30:37 ET
Signal Alignment
SPY Direction: SPY -0.3% (3d) | Alignment: 29% (2 aligned, 5 divergent) Status: MODERATE DIVERGENCE β Moderate divergence β several structural signals disagree with price
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.487 moderate, 0DTE PCR 1.07 balanced |
| Gamma | π’ BULLISH | β DIVERGENT | GEX +8.3B strong suppression |
| Breadth | π’ BULLISH | β DIVERGENT | Breadth 66% β broad participation supports rally |
| Energy | π΄ BEARISH | β ALIGNED | Energy RISING β oil climbing, margin pressure building |
| growth_expectations | π΄ BEARISH | β ALIGNED | Copper/Gold -2.4% slowing Β· real yield 2.40% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.65 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.30 elevated, SPY/Oil -0.61 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.4 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 5.97 dealer stress |
| Inflation | π’ BULLISH | β DIVERGENT | Stagflation score 19 β low inflation risk |
| carry_risk | π’ BULLISH | β DIVERGENT | 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 DIVERGENT | HY OAS 2.70% benign, NFCI -0.529 loose |
Divergence read: SPY slipping but gamma, breadth, and inflation flash bullish against the risk-on tape β 5 structural signals refuse to confirm the dip.
Market Status
Regime: RISK-ON | Score: 81/100 (Favorable) | Signal-price divergence detected: 5 signals disagree with SPY's 5d trend.
Leading indicators show energy RISING (WTI at $83, watch for margin compression); DIX stable at 0.487; GEX positive at 8.3B (vol-suppressing). Lagging confirmation: VIX at 15.4 (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: $770.92 | 50 SMA $747.56 | 200 SMA $703.48 | +0.0% from 50d | ZGL $758.71
- QQQ: $717.75 | 50 SMA $714.27 | 200 SMA $648.40 | +0.0% from 50d | ZGL $708.57
- IWM: $301.27 | 50 SMA $294.03 | 200 SMA $267.44 | +0.0% from 50d | ZGL $292.98
- VIX: 15.38 β sub-20 (low vol)
- 10Y Yield: 4.688%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $770.92 | 66.78 | 57.8 | $758.71 | Neutral | 0.92 |
| QQQ | $717.75 | 54.61 | 66.2 | $708.57 | Neutral | 1.27 |
| IWM | $301.27 | 54.69 | 29.1 | $292.98 | Neutral | 0.57 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.38 | 43.97 | 61.6 | $10.51 | Neutral | 1.33 |
| TNX | 46.88 β² | 56.51 | 39.9 | - | - | - |
| GLD | $401.90 | 71.43 | 33.6 | $377.93 | Bearish | 0.25 |
| DXY | 99.86 | 31.21 | 35.5 | - | - | - |
| SLV | $58.53 | 70.78 | 15.1 | $53.32 | 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: 65.5%
- Stocks Above 200-Day SMA: 72.7%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 495
- Mag 7 Concentration: 31.8%
- Top 10 Concentration: 41.7%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 88.1% | 0/0 |
| Energy | 84.2% | 0/0 |
| Health Care | 83.0% | 0/0 |
| Communication Services | 78.9% | 0/0 |
| Materials | 75.0% | 0/0 |
| Industrials | 68.7% | 0/0 |
| Consumer Discretionary | 64.4% | 0/0 |
| Technology | 60.0% | 0/0 |
| Consumer Staples | 58.8% | 0/0 |
| Real Estate | 21.4% | 0/0 |
| Utilities | 13.8% | 0/0 |
Energy & Commodities
- Energy Regime: RISING
- WTI Crude: $83.13 (5d: +10.5%)
- Brent Crude: $88.65 | Spread: $5.52
- RBOB Gasoline: $2.8700/gal
- Heating Oil: $4.2300/gal
- 3-2-1 Crack Spread: $56.45/bbl (Very wide)
- XLE (Energy Sector): $60.83
- UNG (Nat Gas): $10.10
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.645 | elevated |
| SPY / DXY | -0.214 | normal |
| SPY / TNX | -0.302 | elevated |
| SPY / Oil | -0.606 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 75.46
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 2,487,210.0
- 0DTE Put Volume: 2,652,922.0
- 0DTE Put/Call Ratio: 1.07 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $396.3B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $770.92)
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 elevated Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.69%
- Yield Curve (10Y-3M): 0.96 (Normal)
- DXY: 99.86
- 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): $63,504 (Neutral)
Active Alerts
- [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).
- [INFO] Screener: ENTG β promotion-ready (5d on list, HIGH conviction 67/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=247)).
- [INFO] Screener: BRK-B β promotion-ready (21d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated failed_breakout hit-rate 51% (n=6070)).
- [INFO] Screener: BRK-B β new HIGH-conviction candidate (conviction 70/100, regime post_earnings_digestion, calibrated failed_breakout hit-rate 51% (n=6070)). Worth a look.
- [INFO] Screener: EXPD β promotion-ready (5d on list, HIGH conviction 66/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=247)).
- [INFO] Screener: MRK β promotion-ready (26d on list, HIGH conviction 64/100, regime post_earnings_digestion, calibrated failed_breakout hit-rate 51% (n=6070)).
Seasonality
- Current Month: August
- Average Return: +0.39%
- 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
- Gross Domestic Product (GDP): 2026-08-26
- Employment Situation (Payrolls): 2026-09-04
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 (β2.2% vs 30d)
FX News Wire
Unread articles (3):
[1] Gold eases amid firm US Dollar as CPI and Hormuz risks loom URL: https://www.fxstreet.com/news/gold-eases-amid-firm-us-dollar-as-cpi-and-hormuz-risks-loom-202608111728 Published: Tue, 11 Aug 2026 17:28:34 GMT
[2] XAG/USD Price Forecast: Silver pauses recovery, holds around $65 URL: https://www.fxstreet.com/analysis/xag-usd-price-forecast-silver-pauses-recovery-holds-around-65-202608111726 Published: Tue, 11 Aug 2026 17:26:24 GMT
[3] Fed's Goolsbee: Inflation is the "biggest problem" of the economy URL: https://www.fxstreet.com/news/feds-goolsbee-inflation-is-the-biggest-problem-of-the-economy-202608111723 Published: Tue, 11 Aug 2026 17:23:35 GMT
Iran War News
No new Iran International updates since last report.
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: 10 of 60 normal daily β 3.3% of normal
- Throughput: 3.0% of normal (0.3M / 10.3M DWT)
- Stranded Vessels: 298
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS470 (+840% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost