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2026-W33

Finance Analyst Report: 2026-08-13 08:32:35 ET

Signal Alignment

SPY Direction: SPY +0.0% (3d) | Alignment: 86% (6 aligned, 1 divergent) Status: STRONG ALIGNMENT β€” Strong alignment β€” structural signals confirm price direction

Category Signal Says vs SPY Key Driver
Dark Pool βšͺ NEUTRAL β€” DIX 0.444 moderate, 0DTE PCR 1.07 balanced
Gamma 🟒 BULLISH βœ“ ALIGNED GEX +10.6B strong suppression
Breadth 🟒 BULLISH βœ“ ALIGNED Breadth 65% β€” broad participation supports rally
Energy 🟒 BULLISH βœ“ ALIGNED Energy STABLE β€” no macro headwind from oil
growth_expectations πŸ”΄ BEARISH βœ— DIVERGENT Copper/Gold -4.4% growth pessimism Β· real yield 2.43% restrictive
Correlations βšͺ NEUTRAL β€” SPY/VIX -0.62 elevated, SPY/DXY -0.17 normal, SPY/TNX -0.29 elevated, SPY/Oil -0.65 stretched
Volatility βšͺ NEUTRAL β€” VIX 14.6 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 6.07 dealer fear
Inflation 🟒 BULLISH βœ“ ALIGNED Stagflation score 18 β€” low inflation risk
carry_risk 🟒 BULLISH βœ“ ALIGNED USD/JPY 5d +0.6% stable, MOVE 72 calm
Liquidity βšͺ NEUTRAL β€” Liquidity Adequate, cut prob 11% β€” hawkish lean but no BS drain
Credit 🟒 BULLISH βœ“ ALIGNED HY OAS 2.72% moderate, NFCI -0.549 loose

Divergence read: Structural signals confirm the rally β€” gamma, breadth, and energy align with SPY's uptrend (86% of directional signals in agreement).

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.

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

  • Regime: low β€” Calm regime β€” balanced board
  • Longs: KHC, PFE, FSLR
  • Shorts: WTW, VLY

Track Record

  • AI Brief Hit Rate (decayed): 1d 14% (n=240) | 3d 36% (n=240) | 5d 32% (n=240)
  • Screener Board Record: 176 closed (hit rate 45%) Β· 150 open

What Changed

  • No signal changes detected.

Key Levels

  • SPY: $773.50 | 50 SMA $748.12 | 200 SMA $704.50 | +0.0% from 50d | ZGL $772.89
  • QQQ: $723.10 | 50 SMA $713.49 | 200 SMA $649.53 | +0.0% from 50d | ZGL $708.78
  • IWM: $302.97 | 50 SMA $294.52 | 200 SMA $268.01 | +0.0% from 50d | ZGL $301.64
  • VIX: 14.55 β€” sub-20 (low vol)
  • 10Y Yield: 4.676%

Equity & Derivatives Board

Ticker Price RSI(14) IVR ZGL Ξ³-Sent PCR
SPY $773.50 β–² 75.21 β–² 55.8 β–Ό $772.89 Neutral 0.63
QQQ $723.10 β–² 63.25 β–² 62.3 β–Ό $708.78 Neutral 0.70
IWM $302.97 β–² 65.21 β–² 27.2 β–² $301.64 Neutral 0.74

Macro Board

Ticker Price RSI(14) IVR ZGL Ξ³-Sent PCR
VIX 14.55 32.16 β–Ό 54.0 β–² $11.27 Neutral 1.30
TNX 46.76 β–Ό 47.84 β–Ό 36.9 β–Ό - - -
GLD $402.01 β–Ό 78.64 β–² 28.8 β–Ό $381.10 Bearish 0.28
DXY 99.94 β–Ό 26.87 β–Ό 30.3 β–Ό - - -
SLV $58.60 β–Ό 75.18 β–² 13.6 β–Ό $46.00 Bearish 0.33

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: $81.57 β–Ό (5d: +4.3% β–Ό)
  • Brent Crude: $87.40 β–Ό | Spread: $5.83 β–²
  • RBOB Gasoline: $2.8800/gal
  • Heating Oil: $4.2700/gal β–²
  • 3-2-1 Crack Spread: $58.85/bbl β–² (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: 0.0 β–Ό
  • 0DTE Put Volume: 0.0 β–Ό
  • 0DTE Put/Call Ratio: 1.07 (No 0DTE Flow Yet β—†)
  • 0DTE Notional Dollar Volume: $449.1B
  • Gamma Call Wall: $775 | Put Wall: $770 (Spot: $773.50)

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% β–Ό
  • Yield Curve (10Y-3M): 0.97 β–Ό (Normal)
  • DXY: 99.94 β–Ό
  • Growth vs Value: 0.94 β–Ό
  • 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): $0.7B
  • US Net Liquidity (WALCL - TGA - RRP): $5,841B
  • Liquidity Regime: Adequate
  • ECB Balance Sheet: ~$6,831B β–Ό
  • BOJ Balance Sheet: ~$4,044B
  • Global Net Liquidity: $16,721B
  • BTC-USD (Liquidity Proxy): $63,426 β–² (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:

  • Producer Price Index (PPI): ⏳ Pending

Upcoming Calendar (30 Days)

Economic Releases:

  • Industrial Production: 2026-08-18
  • Philadelphia Fed Mfg Index: 2026-08-25
  • Gross Domestic Product (GDP): 2026-08-26
  • Employment Situation (Payrolls): 2026-09-04
  • Producer Price Index (PPI): 2026-09-10
  • Consumer Price Index (CPI): 2026-09-11

Earnings & EPS Estimates:

  • WMT (2026-08-20): EPS Est. $0.74 (↓0.2% vs 30d)
  • NVDA (2026-08-26): EPS Est. $2.08 (↑0.1% vs 30d)
  • JPM (2026-10-13): EPS Est. $5.91 (↑8.1% vs 30d)
  • GS (2026-10-13): EPS Est. $16.43 (↑16.6% vs 30d)
  • TSLA (2026-10-21): EPS Est. $0.46 (↓15.5% vs 30d)
  • MSFT (2026-10-28): EPS Est. $4.71 (↑1.9% vs 30d)
  • GOOGL (2026-10-28): EPS Est. $3.00 (↓0.1% vs 30d)
  • META (2026-10-28): EPS Est. $6.75 (↓4.3% vs 30d)
  • AAPL (2026-10-29): EPS Est. $1.98 (↓1.6% vs 30d)
  • AMZN (2026-10-29): EPS Est. $1.95 (↑2.2% vs 30d)

FX News Wire

Unread articles (9):

[1] United States Continuing Jobless Claims below forecasts (1.8M) in July 31: Actual (1.777M) URL: https://www.fxstreet.com/news/united-states-continuing-jobless-claims-below-forecasts-18m-in-july-31-actual-1777m-202608131230 Published: Thu, 13 Aug 2026 12:30:12 GMT

[2] United States Producer Price Index (YoY) below expectations (4.9%) in July: Actual (4.7%) URL: https://www.fxstreet.com/news/united-states-producer-price-index-yoy-below-expectations-49-in-july-actual-47-202608131230 Published: Thu, 13 Aug 2026 12:30:06 GMT

[3] United States Producer Price Index ex Food & Energy (MoM) came in at 0.2%, below expectations (0.3%) in July URL: https://www.fxstreet.com/news/united-states-producer-price-index-ex-food-energy-mom-came-in-at-02-below-expectations-03-in-july-202608131230 Published: Thu, 13 Aug 2026 12:30:06 GMT

[4] United States Producer Price Index ex Food & Energy (YoY) in line with forecasts (4.2%) in July URL: https://www.fxstreet.com/news/united-states-producer-price-index-ex-food-energy-yoy-in-line-with-forecasts-42-in-july-202608131230 Published: Thu, 13 Aug 2026 12:30:04 GMT

[5] United States Producer Price Index (MoM) registered at 0%, below expectations (0.2%) in July URL: https://www.fxstreet.com/news/united-states-producer-price-index-mom-registered-at-0-below-expectations-02-in-july-202608131230 Published: Thu, 13 Aug 2026 12:30:04 GMT

[6] United States Initial Jobless Claims 4-week average increased to 199K in August 7 from previous 198.75K URL: https://www.fxstreet.com/news/united-states-initial-jobless-claims-4-week-average-increased-to-199k-in-august-7-from-previous-19875k-202608131230 Published: Thu, 13 Aug 2026 12:30:03 GMT

[7] United States Initial Jobless Claims registered at 209K above expectations (202K) in August 7 URL: https://www.fxstreet.com/news/united-states-initial-jobless-claims-registered-at-209k-above-expectations-202k-in-august-7-202608131230 Published: Thu, 13 Aug 2026 12:30:03 GMT

[8] Euro steadies against Japanese Yen as ECB rate hike expectations strengthen URL: https://www.fxstreet.com/news/euro-steadies-against-japanese-yen-as-ecb-rate-hike-expectations-strengthen-202608131229 Published: Thu, 13 Aug 2026 12:29:29 GMT

[9] Indian Rupee: Benign inflation reinforces RBI pause - DBS URL: https://www.fxstreet.com/news/indian-rupee-benign-inflation-reinforces-rbi-pause-dbs-202608131229 Published: Thu, 13 Aug 2026 12:29:14 GMT

Iran War News

Updates (2):

[BREAKING] [1] No ship can safely cross Hormuz without Iran's permission, military command says Time: 2026-08-13T12:16:31.189Z

[2] Land routes cannot replace Iran's blocked sea trade, chamber official warns Time: 2026-08-13T11:50:07.166Z

Hormuz Strait Status

Hormuz Strait: no change since last report.

Strait of Hormuz Dashboard:

  • Strait Status: CLOSED (since 2026-02-28, 166 days ago)
  • Ships Transiting: 13 of 60 normal daily β€” 13.3% of normal
  • Throughput: 13.3% of normal (1.4M / 10.3M DWT)
  • Stranded Vessels: 51
  • Oil Prices: Brent $93.26 (+0.56%)
  • War Risk Insurance: EXTREME β€” 53.3x normal
  • Tanker Rates: WS485 (+870% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost