Finance Analyst Report: 2026-08-13 02:00:52 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): $63,810 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 (28):
[1] United Kingdom Gross Domestic Product (YoY) above expectations (1.1%) in 2Q: Actual (1.2%) URL: https://www.fxstreet.com/news/united-kingdom-gross-domestic-product-yoy-above-expectations-11-in-2q-actual-12-202608130600 Published: Thu, 13 Aug 2026 06:00:29 GMT
[2] United Kingdom Manufacturing Production (YoY) below expectations (1.2%) in June: Actual (0.5%) URL: https://www.fxstreet.com/news/united-kingdom-manufacturing-production-yoy-below-expectations-12-in-june-actual-05-202608130600 Published: Thu, 13 Aug 2026 06:00:10 GMT
[3] United Kingdom Industrial Production (YoY) came in at -0.2% below forecasts (0.2%) in June URL: https://www.fxstreet.com/news/united-kingdom-industrial-production-yoy-came-in-at-02-below-forecasts-02-in-june-202608130600 Published: Thu, 13 Aug 2026 06:00:10 GMT
[4] United Kingdom Manufacturing Production (MoM) came in at -0.5%, below expectations (-0.2%) in June URL: https://www.fxstreet.com/news/united-kingdom-manufacturing-production-mom-came-in-at-05-below-expectations-02-in-june-202608130600 Published: Thu, 13 Aug 2026 06:00:09 GMT
[5] United Kingdom Industrial Production (MoM) came in at -0.2%, below expectations (0.1%) in June URL: https://www.fxstreet.com/news/united-kingdom-industrial-production-mom-came-in-at-02-below-expectations-01-in-june-202608130600 Published: Thu, 13 Aug 2026 06:00:09 GMT
[6] United Kingdom Gross Domestic Product (QoQ) came in at 0.6%, above forecasts (0.4%) in 2Q URL: https://www.fxstreet.com/news/united-kingdom-gross-domestic-product-qoq-came-in-at-06-above-forecasts-04-in-2q-202608130600 Published: Thu, 13 Aug 2026 06:00:08 GMT
[7] United Kingdom Gross Domestic Product (MoM) registered at 0.3% above expectations (0%) in June URL: https://www.fxstreet.com/news/united-kingdom-gross-domestic-product-mom-registered-at-03-above-expectations-0-in-june-202608130600 Published: Thu, 13 Aug 2026 06:00:07 GMT
[8] Sweden Consumer Price Index (MoM) meets forecasts (-0.3%) in July URL: https://www.fxstreet.com/news/sweden-consumer-price-index-mom-meets-forecasts-03-in-july-202608130600 Published: Thu, 13 Aug 2026 06:00:06 GMT
[9] Sweden Consumer Price Index (YoY) meets forecasts (0.2%) in July URL: https://www.fxstreet.com/news/sweden-consumer-price-index-yoy-meets-forecasts-02-in-july-202608130600 Published: Thu, 13 Aug 2026 06:00:06 GMT
[10] Top Altcoins Price Forecast: XRP holds at make-or-break level, ADA and SOL risk 50-day EMA breakout URL: https://www.fxstreet.com/cryptocurrencies/news/top-altcoins-price-forecast-xrp-holds-at-make-or-break-level-ada-and-sol-risk-50-day-ema-breakout-202608130553 Published: Thu, 13 Aug 2026 05:53:59 GMT
[11] Soft inflation supports hold from Norge's Bank URL: https://www.fxstreet.com/analysis/soft-inflation-supports-hold-from-norges-bank-202608130553 Published: Thu, 13 Aug 2026 05:53:30 GMT
[12] New Zealand inflation forecasts fall as Japan PPI pain lingers URL: https://www.fxstreet.com/analysis/new-zealand-inflation-forecasts-fall-as-japan-ppi-pain-lingers-202608130545 Published: Thu, 13 Aug 2026 05:45:19 GMT
[13] AUD/USD Price Forecast: Struggles to extend rally above 0.7100 URL: https://www.fxstreet.com/news/aud-usd-price-forecast-struggles-to-extend-rally-above-07100-202608130542 Published: Thu, 13 Aug 2026 05:42:47 GMT
[14] Cryptocurrencies Price Prediction: Monero, Ripple & Bitcoin - Asian Wrap 13 August URL: https://www.fxstreet.com/cryptocurrencies/news/cryptocurrencies-price-prediction-monero-ripple-bitcoin-asian-wrap-13-august-202608130527 Published: Thu, 13 Aug 2026 05:27:46 GMT
[15] EUR/USD Price Forecast: Flatlines below 1.1550, while staying bearish under 100-day SMA URL: https://www.fxstreet.com/news/eur-usd-price-forecast-flatlines-below-11550-while-staying-bearish-under-100-day-sma-202608130522 Published: Thu, 13 Aug 2026 05:22:50 GMT
[16] Indian Rupee opens marginally lower as US Dollar trades firmly URL: https://www.fxstreet.com/news/indian-rupee-opens-marginally-lower-as-us-dollar-trades-firmly-202608130521 Published: Thu, 13 Aug 2026 05:21:00 GMT
[17] EUR/JPY Price Forecast: Falls to near 183.50 near nine-day EMA URL: https://www.fxstreet.com/news/eur-jpy-price-forecast-falls-to-near-18350-near-nine-day-ema-202608130513 Published: Thu, 13 Aug 2026 05:13:54 GMT
[18] Saudi Arabia Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/saudi-arabia-gold-price-today-gold-falls-according-to-fxstreet-data-202608130505 Published: Thu, 13 Aug 2026 05:05:05 GMT
[19] Monero Price Forecast: Extends rally as derivatives metrics, technical signals turn firmly bullish URL: https://www.fxstreet.com/cryptocurrencies/news/monero-price-forecast-extends-rally-as-derivatives-metrics-technical-signals-turn-firmly-bullish-202608130504 Published: Thu, 13 Aug 2026 05:04:29 GMT
[20] Philippines Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/philippines-gold-price-today-gold-falls-according-to-fxstreet-data-202608130500 Published: Thu, 13 Aug 2026 05:00:06 GMT
[21] United Arab Emirates Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/united-arab-emirates-gold-price-today-gold-falls-according-to-fxstreet-data-202608130455 Published: Thu, 13 Aug 2026 04:55:26 GMT
[22] Swiss Franc slides to two-week low as oil-driven Fed hike bets boost USD URL: https://www.fxstreet.com/news/swiss-franc-slides-to-two-week-low-as-oil-driven-fed-hike-bets-boost-usd-202608130447 Published: Thu, 13 Aug 2026 04:47:47 GMT
[23] Pakistan Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/pakistan-gold-price-today-gold-falls-according-to-fxstreet-data-202608130445 Published: Thu, 13 Aug 2026 04:45:23 GMT
[24] India Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/india-gold-price-today-gold-falls-according-to-fxstreet-data-202608130435 Published: Thu, 13 Aug 2026 04:35:08 GMT
[25] Malaysia Gold price today: Gold falls, according to FXStreet data URL: https://www.fxstreet.com/news/malaysia-gold-price-today-gold-falls-according-to-fxstreet-data-202608130430 Published: Thu, 13 Aug 2026 04:30:10 GMT
[26] AUD/JPY Price Forecast: Softens below 112.50 as near-term bearish bias persists below 100-day SMA URL: https://www.fxstreet.com/news/aud-jpy-price-forecast-softens-below-11250-as-near-term-bearish-bias-persists-below-100-day-sma-202608130427 Published: Thu, 13 Aug 2026 04:27:59 GMT
[27] Morning briefing: EUR/USD could decline towards 1.1500 and lower URL: https://www.fxstreet.com/analysis/morning-briefing-eur-usd-could-decline-towards-11500-and-lower-202608130418 Published: Thu, 13 Aug 2026 04:18:12 GMT
[28] Ripple and Stellar outlook: Stay under pressure as cautious sentiment builds URL: https://www.fxstreet.com/cryptocurrencies/news/ripple-and-stellar-outlook-stay-under-pressure-as-cautious-sentiment-builds-202608130409 Published: Thu, 13 Aug 2026 04:09:50 GMT
Iran War News
Updates (2):
[1] Iran official calls national unity a 'red line' for media Time: 2026-08-13T05:25:44.596Z
[2] X suspends account of Houthi military spokesman Yahya Saree Time: 2026-08-13T04:35:02.405Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 166 days ago)
- Ships Transiting: 13 of 60 normal daily β 21.7% of normal
- Throughput: 15.1% of normal (1.6M / 10.3M DWT)
- Stranded Vessels: 51
- Oil Prices: Brent $88.90 (-8.30%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS320 (+540% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.1 billion/day economic cost