Finance Analyst Report: 2026-08-13 09:04:20 ET
Signal Alignment
SPY Direction: SPY +0.2% (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 | βͺ NEUTRAL | β | DIX 0.444 moderate, 0DTE PCR 1.07 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +10.6B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 65% β broad participation supports rally |
| Energy | π’ BULLISH | β ALIGNED | Energy STABLE β no macro headwind from oil |
| growth_expectations | π΄ BEARISH | β DIVERGENT | Copper/Gold -4.1% growth pessimism 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 14.4 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 6.10 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 18 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.5% stable, MOVE 72 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β 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 14.4 (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: $774.47 | 50 SMA $748.12 | 200 SMA $704.50 | +0.0% from 50d | ZGL $772.89
- QQQ: $724.81 | 50 SMA $713.49 | 200 SMA $649.53 | +0.0% from 50d | ZGL $708.78
- IWM: $303.45 | 50 SMA $294.52 | 200 SMA $268.01 | +0.0% from 50d | ZGL $301.64
- VIX: 14.45 β sub-20 (low vol)
- 10Y Yield: 4.657%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $774.47 β² | 75.21 | 55.8 | $772.89 | Neutral | 0.63 |
| QQQ | $724.81 β² | 63.25 | 62.3 | $708.78 | Neutral | 0.70 |
| IWM | $303.45 β² | 65.21 | 27.2 | $301.64 | Neutral | 0.74 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.45 βΌ | 32.16 | 54.0 | $11.27 | Neutral | 1.30 |
| TNX | 46.57 βΌ | 47.84 | 36.9 | - | - | - |
| GLD | $402.92 β² | 78.64 | 28.8 | $381.10 | Bearish | 0.28 |
| DXY | 99.88 βΌ | 26.39 βΌ | 30.6 β² | - | - | - |
| SLV | $58.94 β² | 75.18 | 13.6 | $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: $81.24 βΌ (5d: +3.9% βΌ)
- Brent Crude: $87.10 βΌ | Spread: $5.86 β²
- RBOB Gasoline: $2.8800/gal
- Heating Oil: $4.2600/gal βΌ
- 3-2-1 Crack Spread: $59.04/bbl β² (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 βΌ (Normal Relationship)
- 0DTE Call Volume: 0.0
- 0DTE Put Volume: 0.0
- 0DTE Put/Call Ratio: 1.07 (No 0DTE Flow Yet)
- 0DTE Notional Dollar Volume: $449.1B
- Gamma Call Wall: $775 | Put Wall: $770 (Spot: $774.47)
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: 4.66% βΌ
- Yield Curve (10Y-3M): 0.96 βΌ (Normal)
- DXY: 99.88 βΌ
- Growth vs Value: 0.94 β²
- 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
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,721B
- BTC-USD (Liquidity Proxy): $63,687 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:
- Producer Price Index (PPI): 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 (10):
[1] Japanese Yen: Policy support for BoJ hikes - BBH URL: https://www.fxstreet.com/news/japanese-yen-policy-support-for-boj-hikes-bbh-202608131302 Published: Thu, 13 Aug 2026 13:02:11 GMT
[2] Russia Central Bank Reserves $ increased to $740B from previous $720.3B URL: https://www.fxstreet.com/news/russia-central-bank-reserves-increased-to-740b-from-previous-7203b-202608131300 Published: Thu, 13 Aug 2026 13:00:10 GMT
[3] Ripple Price Forecast: XRP recovery lacks momentum as bulls defend $1.00 support URL: https://www.fxstreet.com/cryptocurrencies/news/ripple-price-forecast-xrp-recovery-lacks-momentum-as-bulls-defend-100-support-202608131300 Published: Thu, 13 Aug 2026 13:00:00 GMT
[4] China keeps buying Gold URL: https://www.fxstreet.com/analysis/china-keeps-buying-gold-202608131252 Published: Thu, 13 Aug 2026 12:52:07 GMT
[5] Turkish Lira: Further depreciation seen against US Dollar - Commerzbank URL: https://www.fxstreet.com/news/turkish-lira-further-depreciation-seen-against-us-dollar-commerzbank-202608131250 Published: Thu, 13 Aug 2026 12:50:27 GMT
[6] On what planet does a prognosis of no rate hike favor a rise in the currency? URL: https://www.fxstreet.com/analysis/on-what-planet-does-a-prognosis-of-no-rate-hike-favor-a-rise-in-the-currency-202608131244 Published: Thu, 13 Aug 2026 12:44:04 GMT
[7] US PPI comes in softer than expected, confirms easing inflation pressure URL: https://www.fxstreet.com/news/us-ppi-comes-in-softer-than-expected-confirms-easing-inflation-pressures-202608131243 Published: Thu, 13 Aug 2026 12:43:15 GMT
[8] Bank of Canada: Gradual tightening path into 2027 - NBC URL: https://www.fxstreet.com/news/bank-of-canada-gradual-tightening-path-into-2027-nbc-202608131239 Published: Thu, 13 Aug 2026 12:39:15 GMT
[9] US Initial Jobless Claims increased to 209K last week URL: https://www.fxstreet.com/news/us-initial-jobless-claims-increased-to-209k-last-week-202608131237 Published: Thu, 13 Aug 2026 12:37:31 GMT
[10] WTI Oil Price Forecast: Momentum turns flat as Bollinger Bands expand URL: https://www.fxstreet.com/news/wti-oil-price-forecast-momentum-turns-flat-as-bollinger-bands-expand-202608131234 Published: Thu, 13 Aug 2026 12:34:20 GMT
Iran War News
Updates (1):
[1] Two killed, 15 wounded in Houthi attack on Yemeni government forces - Al Arabiya Time: 2026-08-13T12:46:09.630Z
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: 13.1% of normal (1.4M / 10.3M DWT)
- Stranded Vessels: 200
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS320 (+540% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $3.8 billion/day economic cost