Finance Analyst Report: 2026-08-13 16:07:21 ET
Signal Alignment
SPY Direction: SPY +0.9% (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 0.76 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 -2.3% slowing Β· real yield 2.43% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.56 elevated, SPY/DXY -0.16 normal, SPY/TNX -0.39 elevated, SPY/Oil -0.63 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.6 sub-20 in contango Β· SKEW 137 normal Β· VVIX/VIX 6.12 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 17 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.7% 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 2.71% benign, 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: 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 stable at 0.444; GEX positive at 10.6B (vol-suppressing); breadth rising to 70% (participation broadening). 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· 155 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $777.96 | 50 SMA $748.12 | 200 SMA $704.50 | +0.0% from 50d | ZGL $772.54
- QQQ: $732.45 | 50 SMA $713.49 | 200 SMA $649.53 | +0.0% from 50d | ZGL $713.85
- IWM: $303.54 | 50 SMA $294.52 | 200 SMA $268.01 | +0.0% from 50d | ZGL $301.37
- VIX: 14.56 β sub-20 (low vol)
- 10Y Yield: 4.641%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $777.96 | 75.21 | 55.8 | $772.54 | Bearish | 0.16 |
| QQQ | $732.45 | 63.25 | 62.3 | $713.85 | Bearish | 0.16 |
| IWM | $303.54 | 65.21 | 27.2 | $301.37 | Bearish | 0.41 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.56 | 32.16 | 54.0 | $11.27 | Neutral | 1.36 |
| TNX | 46.41 | 47.84 | 36.9 | - | - | - |
| GLD | $398.74 | 78.64 | 28.8 | $380.74 | Bearish | 0.45 |
| DXY | 99.97 | 25.66 | 40.4 | - | - | - |
| SLV | $58.14 | 75.18 | 13.6 | $44.00 | Bearish | 0.38 |
Dark Pool Activity
- DIX (Dark Index): 0.444
- DIX Signal: Neutral
- GEX (Gamma Exposure): 10.63B
Credit Conditions
- HY OAS Spread: 2.71% (Normal)
- BBB Spread: 0.98%
- 2s10s Spread: 0.48% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 69.6%
- Stocks Above 200-Day SMA: 73.0%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 401
- Mag 7 Concentration: 31.6%
- Top 10 Concentration: 41.3%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 88.9% | 0/0 |
| Health Care | 88.6% | 0/0 |
| Consumer Staples | 82.8% | 0/0 |
| Financials | 81.8% | 0/0 |
| Communication Services | 81.2% | 0/0 |
| Industrials | 76.5% | 0/0 |
| Consumer Discretionary | 66.0% | 0/0 |
| Materials | 63.2% | 0/0 |
| Technology | 60.0% | 0/0 |
| Real Estate | 46.2% | 0/0 |
| Utilities | 18.2% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $81.20 (5d: +3.9%)
- Brent Crude: $86.92 | Spread: $5.72
- RBOB Gasoline: $2.8500/gal
- Heating Oil: $4.1200/gal
- 3-2-1 Crack Spread: $56.28/bbl (Very wide)
- XLE (Energy Sector): $61.04
- UNG (Nat Gas): $9.96
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.561 | elevated |
| SPY / DXY | -0.157 | normal |
| SPY / TNX | -0.389 | elevated |
| SPY / Oil | -0.631 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 72.09
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 4,552,809.0
- 0DTE Put Volume: 3,468,018.0
- 0DTE Put/Call Ratio: 0.76 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $623.9B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $777.96)
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: -3.2% (as of 2026-08-12)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
- Fragility Flags: Air Pocket none Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.64%
- Yield Curve (10Y-3M): 0.94 (Normal)
- DXY: 99.97
- Growth vs Value: 0.94
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-09-16
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.24% (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): $0.5B
- 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): $63,301 (Neutral)
Active Alerts
- [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).
- [WARNING] Data integrity: gex is STALE (~38h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: dix is STALE (~38h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [WARNING] Data integrity: naaim_exposure has printed the same value (79.7) for 11 consecutive trading days β publish cadence is weekly (~5 trading day(s); freeze bar 10). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: effr has printed the same value (3.63) for 22 consecutive trading days β publish cadence is daily (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: vix_backwardation_depth_pct has printed the same value (0.0) for 85 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
- [WARNING] Data integrity: fa_live_max_pain has printed the same value (735.0) for 31 consecutive trading days β publish cadence is intraday (~1 trading day(s); freeze bar 5). The feed may be frozen: downstream lenses, grading, and analogues are consuming a stale copy.
Seasonality
- Current Month: August
- Average Return: +0.43%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Producer Price Index (PPI): 284.057 | Prev: 286.279
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 (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 (1):
[1] Forex Today: US Dollar holds steady ahead of US Retail Sales URL: https://www.fxstreet.com/news/forex-today-us-dollar-holds-steady-ahead-of-us-retail-sales-202608132001 Published: Thu, 13 Aug 2026 20:01:02 GMT
Iran War News
Updates (2):
[1] US could not verify Israeli warnings of Iran plots against Trump - Reuters Time: 2026-08-13T19:58:08.437Z
[2] German Hilton forced into emergency operations over Khamenei-linked financier sanctions Time: 2026-08-13T19:46:18.646Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 166 days ago)
- Ships Transiting: 3 of 60 normal daily β 5.0% of normal
- Throughput: 4.2% of normal (0.4M / 10.3M DWT)
- Stranded Vessels: 372
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS210 (+320% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost