Finance Analyst Report: 2026-08-11 21:45:07 ET
Signal Alignment
SPY Direction: SPY -0.3% (3d) | Alignment: 38% (3 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 | π΄ BEARISH | β ALIGNED | DIX 0.435 below 0.45 and falling β institutional buying drying up, 0DTE PCR 1.03 balanced |
| Gamma | π’ BULLISH | β DIVERGENT | GEX +6.9B strong suppression |
| Breadth | π’ BULLISH | β DIVERGENT | Breadth 65% 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 -2.2% slowing Β· real yield 2.40% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.64 elevated, SPY/DXY -0.21 normal, SPY/TNX -0.30 elevated, SPY/Oil -0.61 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.3 sub-20 in contango Β· SKEW 136 normal Β· VVIX/VIX 5.95 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% yen weakening, MOVE 78 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: Moderate divergence β gamma, breadth, and inflation flash bullish while SPY tracks bearish. 5 of 8 signals disagree with price.
Market Status
Regime: TRANSITIONAL | Score: 76/100 (Favorable, with caution) | Score reads 76 (Favorable) but regime is TRANSITIONAL β energy regime RISING and DIX below threshold (0.435) keeps full risk-on classification at bay. 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 falling to 0.435 (institutional buying fading); GEX positive at 6.9B (vol-suppressing). Lagging confirmation: VIX at 15.3 (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: $770.79 | 50 SMA $747.56 | 200 SMA $703.48 | +0.0% from 50d | ZGL $758.66
- QQQ: $718.81 | 50 SMA $714.27 | 200 SMA $648.40 | +0.0% from 50d | ZGL $708.48
- IWM: $301.07 | 50 SMA $294.03 | 200 SMA $267.44 | +0.0% from 50d | ZGL $292.65
- VIX: 15.28 β sub-20 (low vol)
- 10Y Yield: 4.684%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $770.79 | 66.78 | 57.8 | $758.66 | Neutral | 0.99 |
| QQQ | $718.81 | 54.61 | 66.2 | $708.48 | Neutral | 1.12 |
| IWM | $301.07 | 54.69 | 29.1 | $292.65 | Neutral | 0.69 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.28 | 43.97 | 61.6 | $10.50 | Neutral | 1.32 |
| TNX | 46.84 | 56.51 | 39.9 | - | - | - |
| GLD | $401.00 | 71.43 | 33.6 | $377.82 | Bearish | 0.27 |
| DXY | 99.82 | 30.58 | 35.4 | - | - | - |
| SLV | $58.50 | 70.78 | 15.1 | $53.37 | Bearish | 0.29 |
Dark Pool Activity
- DIX (Dark Index): 0.435
- DIX Signal: Neutral
- GEX (Gamma Exposure): 6.94B
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: 64.6%
- Stocks Above 200-Day SMA: 72.0%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 497
- Mag 7 Concentration: 31.7%
- Top 10 Concentration: 41.5%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Financials | 85.1% | 0/0 |
| Health Care | 83.3% | 0/0 |
| Communication Services | 78.9% | 0/0 |
| Energy | 78.9% | 0/0 |
| Materials | 75.0% | 0/0 |
| Industrials | 68.7% | 0/0 |
| Consumer Discretionary | 67.8% | 0/0 |
| Consumer Staples | 61.8% | 0/0 |
| Technology | 58.5% | 0/0 |
| Real Estate | 14.3% | 0/0 |
| Utilities | 13.3% | 0/0 |
Energy & Commodities
- Energy Regime: RISING
- WTI Crude: $83.23 (5d: +10.7%)
- Brent Crude: $88.95 | Spread: $5.72
- RBOB Gasoline: $2.8900/gal
- Heating Oil: $4.2800/gal
- 3-2-1 Crack Spread: $57.61/bbl (Very wide)
- XLE (Energy Sector): $60.93
- UNG (Nat Gas): $10.07
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.642 | elevated |
| SPY / DXY | -0.211 | normal |
| SPY / TNX | -0.298 | elevated |
| SPY / Oil | -0.607 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 77.92
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 3,721,190.0
- 0DTE Put Volume: 3,847,102.0
- 0DTE Put/Call Ratio: 1.03 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $583.2B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $770.79)
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: 4.68%
- Yield Curve (10Y-3M): 0.95 (Normal)
- DXY: 99.82
- 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): $1.2B
- US Net Liquidity (WALCL - TGA - RRP): $5,840B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,837B
- BOJ Balance Sheet: ~$4,046B
- Global Net Liquidity: $16,723B
- BTC-USD (Liquidity Proxy): $63,911 (Neutral)
Active Alerts
- [WARNING] Data integrity: volatility_regime is STALE (~3h 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] Oil-equity transmission active: SPY-Oil correlation at -0.607 with energy in RISING β crude shock propagating into equities.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [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] DIX dropped below 0.45 to 0.435 β institutional buying support fading.
- [WARNING] Regime shifted from RISK-ON to TRANSITIONAL.
- [INFO] Screener: 605 name(s) exited the program (823 exit event(s)) in the trailing 7d (2026-08-05 β 2026-08-11). Reasons: decayed 693, s2_evicted 118, tier_drop 12. 578 never ripened, 0 unclassified.
- [INFO] Screener: PCTY β promotion-ready (5d on list, HIGH conviction 68/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
- [INFO] Screener: PLTR β promotion-ready (7d on list, HIGH conviction 67/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
Seasonality
- Current Month: August
- Average Return: +0.38%
- 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
- 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 (β2.2% vs 30d)
FX News Wire
Unread articles (7):
[1] GBP/JPY Price Forecast: Struggles at 50-day SMA with bulls near 215.50 URL: https://www.fxstreet.com/news/gbp-jpy-price-forecast-struggles-at-50-day-sma-with-bulls-near-21550-202608112317 Published: Tue, 11 Aug 2026 23:17:17 GMT
[2] Singapore Dollar: Decline risks assessed against US Dollar - OCBC URL: https://www.fxstreet.com/news/singapore-dollar-decline-risks-assessed-against-us-dollar-ocbc-202608112307 Published: Tue, 11 Aug 2026 23:07:00 GMT
[3] South Korea Unemployment Rate up to 2.8% in July from previous 2.7% URL: https://www.fxstreet.com/news/south-korea-unemployment-rate-up-to-28-in-july-from-previous-27-202608112300 Published: Tue, 11 Aug 2026 23:00:01 GMT
[4] The Australian Dollar goes seven weeks without a central bank URL: https://www.fxstreet.com/news/the-australian-dollar-goes-seven-weeks-without-a-central-bank-202608112244 Published: Tue, 11 Aug 2026 22:44:18 GMT
[5] US yields ease as CPI caution offsets Oil rally URL: https://www.fxstreet.com/news/us-yields-ease-as-cpi-caution-offsets-oil-rally-202608112239 Published: Tue, 11 Aug 2026 22:39:56 GMT
[6] Chinese Yuan: Range trade persists, upside risk against US Dollar - UOB URL: https://www.fxstreet.com/news/chinese-yuan-range-trade-persists-upside-risk-against-us-dollar-uob-202608112226 Published: Tue, 11 Aug 2026 22:26:00 GMT
[7] The Japanese Yen gives back half of a record intervention URL: https://www.fxstreet.com/news/the-japanese-yen-gives-back-half-of-a-record-intervention-202608112205 Published: Tue, 11 Aug 2026 22:05:53 GMT
Iran War News
Updates (3):
[1] US Navy tests low-cost underwater drone with 2,000-mile range Time: 2026-08-11T23:29:28.954Z
[2] Iran fears its own people more than anything else, former US envoy says Time: 2026-08-11T22:46:14.667Z
[3] Iran proposed 30-day Hormuz corridor before US objections stalled deal Time: 2026-08-11T22:12:20.817Z
Hormuz Strait Status
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: 15.0% of normal (1.5M / 10.3M DWT)
- Stranded Vessels: 270
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 30.0x normal
- Tanker Rates: WS135 (+170% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost