Finance Analyst Report: 2026-08-13 10:11:16 ET
Signal Alignment
SPY Direction: SPY +0.6% (3d) | Alignment: 88% (7 aligned, 1 divergent) Status: STRONG ALIGNMENT β Strong alignment β structural signals confirm price direction
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | π’ BULLISH | β ALIGNED | DIX 0.444 moderate, 0DTE PCR 0.59 call-heavy |
| Gamma | π’ BULLISH | β ALIGNED | GEX +10.6B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 70% 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 -2.5% slowing 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 14.7 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 6.10 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 17 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.6% stable, MOVE 72 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.72% moderate, NFCI -0.549 loose |
Divergence read: Structural signals confirm the rally β dark pool, gamma, and breadth align with SPY's uptrend (88% of directional signals in agreement).
Market Status
Regime: TRANSITIONAL | Score: 81/100 (Favorable, with caution) | Score reads 81 (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 14.7 (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: $778.18 | 50 SMA $748.12 | 200 SMA $704.50 | +0.0% from 50d | ZGL $772.75
- QQQ: $732.07 | 50 SMA $713.49 | 200 SMA $649.53 | +0.0% from 50d | ZGL $723.65
- IWM: $304.56 | 50 SMA $294.52 | 200 SMA $268.01 | +0.0% from 50d | ZGL $301.45
- VIX: 14.73 β sub-20 (low vol)
- 10Y Yield: 4.617%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $778.18 βΌ | 75.21 | 55.8 | $772.75 | Bearish | 0.22 |
| QQQ | $732.07 β² | 63.25 | 62.3 | $723.65 | Bearish | 0.23 |
| IWM | $304.56 βΌ | 65.21 | 27.2 | $301.45 | Bearish | 0.29 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.73 β² | 32.16 | 54.0 | $11.27 | Neutral | 1.35 |
| TNX | 46.17 βΌ | 47.84 | 36.9 | - | - | - |
| GLD | $400.73 βΌ | 78.64 | 28.8 | $377.42 | Bearish | 0.39 |
| DXY | 99.88 βΌ | 26.43 βΌ | 30.5 β² | - | - | - |
| SLV | $58.35 βΌ | 75.18 | 13.6 | $44.00 | Bearish | 0.37 |
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: 69.7%
- Stocks Above 200-Day SMA: 73.6%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 406
- Mag 7 Concentration: 31.6%
- Top 10 Concentration: 41.4%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 89.5% | 17/19 |
| Health Care | 86.7% | 39/45 |
| Financials | 82.4% | 42/51 |
| Industrials | 76.5% | 39/51 |
| Consumer Staples | 75.9% | 22/29 |
| Communication Services | 75.0% | 12/16 |
| Materials | 72.7% | 16/22 |
| Consumer Discretionary | 70.5% | 31/44 |
| Technology | 60.0% | 36/60 |
| Real Estate | 36.8% | 7/19 |
| Utilities | 12.0% | 3/25 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $80.46 βΌ (5d: +3.0% βΌ)
- Brent Crude: $86.15 βΌ | Spread: $5.69 βΌ
- RBOB Gasoline: $2.8600/gal
- Heating Oil: $4.2300/gal
- 3-2-1 Crack Spread: $58.84/bbl β² (Very wide)
- XLE (Energy Sector): $60.24 βΌ
- UNG (Nat Gas): $9.99
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 β² (Normal Relationship)
- 0DTE Call Volume: 942,263.0 β²
- 0DTE Put Volume: 555,678.0 β²
- 0DTE Put/Call Ratio: 0.59 (Heavy 0DTE Call Buying (Bullish))
- 0DTE Notional Dollar Volume: $116.6B β²
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $778.18)
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: 4.62% βΌ
- Yield Curve (10Y-3M): 0.92 βΌ (Normal)
- DXY: 99.88 βΌ
- Growth vs Value: 0.94 β²
- Fed Funds Rate: N/A | Next FOMC: N/A
- Rate Probabilities: Hold N/A | Cut N/A
Inflation Expectations
- 5Y Breakeven: 2.24% (Near Target)
- 10Y Breakeven: 2.26%
- 5Y5Y Forward: 2.28%
- Stagflation Risk Score: 17/100
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: $16,715B
- BTC-USD (Liquidity Proxy): $63,539 (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: +0.41%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Producer Price Index (PPI): 286.827 | Prev: 290.489
Upcoming Calendar (30 Days)
Economic Releases:
- Retail Sales: 2026-08-14
- Philadelphia Fed Mfg Index: 2026-08-25
- Gross Domestic Product (GDP): 2026-08-26
- Producer Price Index (PPI): 2026-09-10
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 (β0.2% 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 (3):
[1] Food inflation jumped to 5.52% and the Reserve Bank of India held at 5.25%: Why rate hikes are still on the table URL: https://www.fxstreet.com/news/food-inflation-jumped-to-552-and-the-reserve-bank-of-india-held-at-525-why-rate-hikes-are-still-on-the-table-202608131355 Published: Thu, 13 Aug 2026 13:55:29 GMT
[2] IREN: Bitcoin and AI infrastructure play strengthens as bulls regain control URL: https://www.fxstreet.com/cryptocurrencies/news/iren-bitcoin-and-ai-infrastructure-play-strengthens-as-bulls-regain-control-202608131353 Published: Thu, 13 Aug 2026 13:53:15 GMT
[3] United Kingdom: Growth risks tilt higher - Deutsche Bank URL: https://www.fxstreet.com/news/united-kingdom-growth-risks-tilt-higher-deutsche-bank-202608131351 Published: Thu, 13 Aug 2026 13:51:26 GMT
Iran War News
No new Iran International updates since last report.
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: 18.3% of normal (1.9M / 10.3M DWT)
- Stranded Vessels: 270
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS225 (+350% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost