Finance Analyst Report: 2026-08-13 00:01:02 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 0.444 moderate, 0DTE PCR 1.07 balanced |
| Gamma | π’ BULLISH | β DIVERGENT | GEX +10.6B strong suppression |
| Breadth | π’ BULLISH | β DIVERGENT | Breadth 65% 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 -0.62 elevated, SPY/DXY -0.17 normal, SPY/TNX -0.29 elevated, SPY/Oil -0.65 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.6 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 6.08 dealer fear |
| Inflation | π’ BULLISH | β DIVERGENT | Stagflation score 18 β low inflation risk |
| carry_risk | π’ BULLISH | β DIVERGENT | USD/JPY 5d +1.2% yen weakening, MOVE 72 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate |
| 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 (0.444) keeps full risk-on classification at bay. Signal-price divergence detected: 6 signals disagree with SPY's 5d trend.
Leading indicators show DIX rising to 0.444 (institutional accumulation increasing); GEX positive at 10.6B (vol-suppressing); credit spreads widening (stress building). Lagging confirmation: VIX at 14.6 (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: $772.50 | 50 SMA $747.84 | 200 SMA $703.99 | +0.0% from 50d | ZGL $758.85
- QQQ: $722.84 | 50 SMA $713.88 | 200 SMA $648.96 | +0.0% from 50d | ZGL $708.71
- IWM: $302.89 | 50 SMA $294.24 | 200 SMA $267.73 | +0.0% from 50d | ZGL $301.04
- VIX: 14.55 β sub-20 (low vol)
- 10Y Yield: 4.682%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $772.50 | 65.36 | 55.9 | $758.85 | Bearish | 0.48 |
| QQQ | $722.84 | 55.12 | 63.0 | $708.71 | Bearish | 0.41 |
| IWM | $302.89 | 60.32 | 26.8 | $301.04 | Bearish | 0.27 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.55 | 44.75 | 53.7 | $11.27 | Neutral | 1.38 |
| TNX | 46.82 | 52.54 | 38.3 | - | - | - |
| GLD | $404.42 | 67.62 | 29.1 | $381.12 | Bearish | 0.13 |
| DXY | 99.98 | 35.09 | 40.3 | - | - | - |
| SLV | $59.03 | 65.18 | 13.8 | $53.67 | Bearish | 0.26 |
Dark Pool Activity
- DIX (Dark Index): 0.444
- DIX Signal: Neutral
- GEX (Gamma Exposure): 10.63B
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: 65.2%
- Stocks Above 200-Day SMA: 69.6%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 376
- Mag 7 Concentration: 31.5%
- Top 10 Concentration: 41.3%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 94.1% | 16/17 |
| Health Care | 85.0% | 34/40 |
| Financials | 82.6% | 38/46 |
| Industrials | 69.4% | 34/49 |
| Materials | 68.4% | 13/19 |
| Consumer Discretionary | 62.2% | 28/45 |
| Consumer Staples | 62.1% | 18/29 |
| Communication Services | 61.5% | 8/13 |
| Technology | 56.1% | 32/57 |
| Real Estate | 25.0% | 4/16 |
| Utilities | 13.6% | 3/22 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $82.58 (5d: +6.8%)
- Brent Crude: $88.37 | Spread: $5.79
- RBOB Gasoline: $2.8800/gal
- Heating Oil: $4.1600/gal
- 3-2-1 Crack Spread: $56.30/bbl (Very wide)
- XLE (Energy Sector): $61.03
- UNG (Nat Gas): $10.20
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.623 | elevated |
| SPY / DXY | -0.174 | normal |
| SPY / TNX | -0.286 | elevated |
| SPY / Oil | -0.645 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 72.09
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 2,811,741.0
- 0DTE Put Volume: 3,001,505.0
- 0DTE Put/Call Ratio: 1.07 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $449.1B
- Gamma Call Wall: $775 | Put Wall: $770 (Spot: $772.50)
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)
Macro Fundamentals
- 10Y Yield: 4.68%
- Yield Curve (10Y-3M): 0.98 (Normal)
- DXY: 99.98
- Growth vs Value: 0.94
- Fed Funds Rate: N/A | Next FOMC: N/A
- Rate Probabilities: Hold N/A | Cut N/A
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): $0.7B
- US Net Liquidity (WALCL - TGA - RRP): $5,841B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,836B
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,721B
- BTC-USD (Liquidity Proxy): $63,571 β² (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] 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: PCTY β promotion-ready (6d on list, HIGH conviction 66/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: VTRS β promotion-ready (3d on list, HIGH conviction 72/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: RVTY β promotion-ready (6d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: PLTR β promotion-ready (8d on list, HIGH conviction 68/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
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 (12):
[1] Crypto Market Overview: Bitcoin loses softer CPI gains - Virtuals Protocol, OKB rise URL: https://www.fxstreet.com/cryptocurrencies/news/crypto-market-overview-bitcoin-loses-softer-cpi-gains-virtuals-protocol-okb-rise-202608130354 Published: Thu, 13 Aug 2026 03:54:14 GMT
[2] Asian stocks rise on soft US CPI, AI earnings rally URL: https://www.fxstreet.com/news/asian-stocks-rise-on-soft-us-cpi-ai-earnings-rally-202608130351 Published: Thu, 13 Aug 2026 03:51:47 GMT
[3] Gold retreats from June 5 high as oil-driven Fed rate-hike bets underpin USD URL: https://www.fxstreet.com/news/gold-retreats-from-june-5-high-as-oil-driven-fed-rate-hike-bets-underpin-usd-202608130344 Published: Thu, 13 Aug 2026 03:44:08 GMT
[4] Silver Price Forecast: XAG/USD wobbles around $65.40, easing hawkish Fed bets strengthen outlook URL: https://www.fxstreet.com/news/silver-price-forecast-xag-usd-wobbles-around-6540-easing-hawkish-fed-bets-strengthen-outlook-202608130329 Published: Thu, 13 Aug 2026 03:29:35 GMT
[5] New Zealand Dollar remains subdued as two-year QoQ RBNZ Inflation Expectations ease in Q3 URL: https://www.fxstreet.com/news/new-zealand-dollar-remains-subdued-as-two-year-qoq-rbnz-inflation-expectations-ease-in-q3-202608130327 Published: Thu, 13 Aug 2026 03:27:12 GMT
[6] Gold Price Forecast: XAU/USD clings to 100-day SMA, with upside risks intact URL: https://www.fxstreet.com/analysis/gold-price-forecast-xau-usd-clings-to-100-day-sma-with-upside-risks-intact-202608130326 Published: Thu, 13 Aug 2026 03:26:51 GMT
[7] RBNZ Survey: NZ two-year inflation expectations cool down to 2.34% QoQ in Q3 2026 URL: https://www.fxstreet.com/news/rbnz-survey-nz-two-year-inflation-expectations-cool-down-to-234-qoq-in-q3-2026-202608130308 Published: Thu, 13 Aug 2026 03:08:57 GMT
[8] New Zealand RBNZ Inflation Expectations (QoQ) declined to 2.34% in 3Q from previous 2.53% URL: https://www.fxstreet.com/news/new-zealand-rbnz-inflation-expectations-qoq-declined-to-234-in-3q-from-previous-253-202608130305 Published: Thu, 13 Aug 2026 03:05:43 GMT
[9] Japanese Yen flatlines near 159.50 on intervention risks, US PPI data looms URL: https://www.fxstreet.com/news/japanese-yen-flatlines-near-15950-on-intervention-risks-us-ppi-data-looms-202608130237 Published: Thu, 13 Aug 2026 02:37:18 GMT
[10] Elliott Wave view: Oil maintains short term bullish framework [Video] URL: https://www.fxstreet.com/analysis/elliott-wave-view-oil-maintains-short-term-bullish-framework-video-202608130226 Published: Thu, 13 Aug 2026 02:26:27 GMT
[11] 0.7050: Australian Dollar stuck in a range as Iran risks offset hawkish RBA URL: https://www.fxstreet.com/news/07050-australian-dollar-stuck-in-a-range-as-iran-risks-offset-hawkish-rba-202608130214 Published: Thu, 13 Aug 2026 02:14:40 GMT
[12] UK GDP expected to show moderate Q2 growth URL: https://www.fxstreet.com/news/uk-gdp-expected-to-show-moderate-q2-growth-202608130200 Published: Thu, 13 Aug 2026 02:00:00 GMT
Iran War News
Updates (2):
[1] France lost 'moral high ground', Iran foreign minister says Time: 2026-08-13T02:47:52.193Z
[2] Iran security forces seize 181 firearms in Khuzestan - report Time: 2026-08-13T02:31:55.975Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 166 days ago)
- Ships Transiting: 8 of 60 normal daily β 13.3% of normal
- Throughput: 0.0% of normal (0.0M / 10.3M DWT)
- Stranded Vessels: 142
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 30.0x normal
- Tanker Rates: WS280 (+460% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost