Finance Analyst Report: 2026-08-12 13:30:26 ET
Signal Alignment
SPY Direction: SPY -0.1% (3d) | Alignment: 14% (1 aligned, 6 divergent) Status: STRONG DIVERGENCE β Strong divergence β structural signals broadly disagree with price
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.435 moderate, 0DTE PCR 1.10 balanced |
| Gamma | π’ BULLISH | β DIVERGENT | GEX +6.9B strong suppression |
| Breadth | π’ BULLISH | β DIVERGENT | Breadth 67% β broad participation supports rally |
| Energy | π’ BULLISH | β DIVERGENT | Energy STABLE β no macro headwind from oil |
| growth_expectations | π΄ BEARISH | β ALIGNED | Copper/Gold -5.4% growth collapse Β· real yield 2.43% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.63 elevated, SPY/DXY -0.17 normal, SPY/TNX -0.29 elevated, SPY/Oil -0.65 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.7 sub-20 in contango Β· SKEW 136 normal Β· VVIX/VIX 6.06 dealer fear |
| Inflation | π’ BULLISH | β DIVERGENT | Stagflation score 18 β low inflation risk |
| carry_risk | π’ BULLISH | β DIVERGENT | USD/JPY 5d +1.1% 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 2.72% moderate, NFCI -0.549 loose |
Divergence read: Strong divergence β gamma, breadth, and energy flash bullish as SPY falls. 6 of 7 signals refuse to confirm the decline β reversal risk if structure holds.
Market Status
Regime: TRANSITIONAL | Score: 83/100 (Favorable, with caution) | Score reads 83 (Favorable) but regime is TRANSITIONAL β DIX below threshold (0.435) keeps full risk-on classification at bay. Signal-price divergence detected: 6 signals disagree with SPY's 5d trend.
Leading indicators show DIX stable at 0.435; GEX positive at 6.9B (vol-suppressing); credit spreads widening (stress building). Lagging confirmation: VIX at 14.7 (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: $772.76 | 50 SMA $747.84 | 200 SMA $703.99 | +0.0% from 50d | ZGL $758.98
- QQQ: $725.04 | 50 SMA $713.88 | 200 SMA $648.96 | +0.0% from 50d | ZGL $708.74
- IWM: $302.24 | 50 SMA $294.24 | 200 SMA $267.73 | +0.0% from 50d | ZGL $301.11
- VIX: 14.66 β sub-20 (low vol)
- 10Y Yield: 4.668%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $772.76 | 65.36 | 55.9 | $758.98 | Neutral | 0.58 |
| QQQ | $725.04 | 55.12 | 63.0 | $708.74 | Bearish | 0.34 |
| IWM | $302.24 | 60.32 | 26.8 | $301.11 | Bearish | 0.45 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.66 | 44.75 | 53.7 | $11.27 | Neutral | 1.38 |
| TNX | 46.68 | 52.54 | 38.3 | - | - | - |
| GLD | $404.17 | 67.62 | 29.1 | $381.08 | Bearish | 0.19 |
| DXY | 99.96 | 27.24 | 34.3 | - | - | - |
| SLV | $59.20 | 65.18 | 13.8 | $53.35 | Bearish | 0.27 |
Dark Pool Activity
- DIX (Dark Index): 0.435
- DIX Signal: Neutral
- GEX (Gamma Exposure): 6.94B
Credit Conditions
- HY OAS Spread: 2.72% (Normal)
- BBB Spread: 0.98%
- 2s10s Spread: 0.48% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 67.2%
- Stocks Above 200-Day SMA: 71.5%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 481
- Mag 7 Concentration: 31.5%
- Top 10 Concentration: 41.3%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 94.7% | 0/0 |
| Financials | 87.9% | 0/0 |
| Health Care | 85.2% | 0/0 |
| Materials | 75.0% | 0/0 |
| Communication Services | 73.7% | 0/0 |
| Industrials | 72.6% | 0/0 |
| Consumer Discretionary | 65.5% | 0/0 |
| Consumer Staples | 62.5% | 0/0 |
| Technology | 60.0% | 0/0 |
| Real Estate | 28.6% | 0/0 |
| Utilities | 13.3% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $83.22 (5d: +7.7%)
- Brent Crude: $88.76 | Spread: $5.54
- RBOB Gasoline: $2.8700/gal
- Heating Oil: $4.1500/gal
- 3-2-1 Crack Spread: $55.24/bbl (Very wide)
- XLE (Energy Sector): $60.90
- UNG (Nat Gas): $10.22
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.626 | elevated |
| SPY / DXY | -0.174 | normal |
| SPY / TNX | -0.287 | elevated |
| SPY / Oil | -0.645 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 77.92
- VIX/MOVE Ratio: 0.19 (Normal Relationship)
- 0DTE Call Volume: 1,987,304.0
- 0DTE Put Volume: 2,186,007.0
- 0DTE Put/Call Ratio: 1.10 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $322.5B
- Gamma Call Wall: $775 | Put Wall: $770 (Spot: $772.76)
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: 4.67%
- Yield Curve (10Y-3M): 0.96 (Normal)
- DXY: 99.96
- Growth vs Value: 0.94
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-09-16
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.23% (Near Target)
- 10Y Breakeven: 2.27%
- 5Y5Y Forward: 2.31%
- Stagflation Risk Score: 18/100
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: ~$6,836B
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,720B
- BTC-USD (Liquidity Proxy): $63,365 (Neutral)
Active Alerts
- [WARNING] Copper/Gold 20d RoC at -5.4% β growth expectations deteriorating rapidly.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [WARNING] VVIX/VIX ratio at 6.1 β vol-of-vol outpacing VIX, uncertainty about uncertainty rising.
- [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: NET β promotion-ready (3d on list, HIGH conviction 69/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
- [INFO] Screener: PH β promotion-ready (3d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
- [INFO] Screener: PFE β promotion-ready (6d on list, HIGH conviction 80/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
- [INFO] Screener: ENTG β promotion-ready (6d on list, HIGH conviction 66/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
- [INFO] Screener: MSI β promotion-ready (3d on list, HIGH conviction 61/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 54% (n=248)).
Seasonality
- Current Month: August
- Average Return: +0.39%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Consumer Price Index (CPI): β³ Pending
Upcoming Calendar (30 Days)
Economic Releases:
- Gross Domestic Product (GDP): 2026-08-26
- Consumer Price Index (CPI): 2026-09-11
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 (1):
[1] Cryptocurrencies price prediction: XRP, Bitcoin & Cryptos - American Wrap 12 August URL: https://www.fxstreet.com/cryptocurrencies/news/cryptocurrencies-price-prediction-xrp-bitcoin-cryptos-american-wrap-12-august-202608121659 Published: Wed, 12 Aug 2026 16:59:58 GMT
Iran War News
Updates (1):
[1] Trump willing to 'bankrupt' Iran after military strikes, US ambassador to Israel says Time: 2026-08-12T17:08:56.703Z
Hormuz Strait Status
Hormuz Strait: no change since last report.
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 165 days ago)
- Ships Transiting: 8 of 60 normal daily β 13.3% of normal
- Throughput: 13.0% of normal (1.3M / 10.3M DWT)
- Stranded Vessels: 270
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS165 (+230% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost