Finance Analyst Report: 2026-08-13 18:04:08 ET
Signal Alignment
SPY Direction: SPY +1.0% (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 68% 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 -2.2% slowing Β· real yield 2.42% 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 134 normal Β· VVIX/VIX 6.11 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 16 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.7% stable, MOVE 69 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 68% (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· 160 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $778.16 | 50 SMA $748.12 | 200 SMA $704.50 | +0.0% from 50d | ZGL $772.68
- QQQ: $732.45 | 50 SMA $713.49 | 200 SMA $649.53 | +0.0% from 50d | ZGL $720.87
- IWM: $303.67 | 50 SMA $294.52 | 200 SMA $268.01 | +0.0% from 50d | ZGL $301.34
- VIX: 14.63 β sub-20 (low vol)
- 10Y Yield: 4.641%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $778.16 | 75.21 | 55.8 | $772.68 | Bearish | 0.19 |
| QQQ | $732.45 | 63.25 | 62.3 | $720.87 | Bearish | 0.16 |
| IWM | $303.67 | 65.21 | 27.2 | $301.34 | Bearish | 0.42 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.63 | 32.16 | 54.0 | $10.00 | None | None |
| TNX | 46.41 | 47.84 | 36.9 | - | - | - |
| GLD | $399.19 | 78.64 | 28.8 | $377.53 | Bearish | 0.45 |
| DXY | 99.97 | 25.63 | 40.4 | - | - | - |
| SLV | $58.20 | 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: 67.7%
- Stocks Above 200-Day SMA: 73.2%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 393
- Mag 7 Concentration: 31.6%
- Top 10 Concentration: 41.3%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 88.9% | 0/0 |
| Health Care | 86.0% | 0/0 |
| Financials | 85.1% | 0/0 |
| Communication Services | 80.0% | 0/0 |
| Consumer Staples | 76.9% | 0/0 |
| Industrials | 72.7% | 0/0 |
| Consumer Discretionary | 64.4% | 0/0 |
| Materials | 63.2% | 0/0 |
| Technology | 59.3% | 0/0 |
| Real Estate | 35.0% | 0/0 |
| Utilities | 13.0% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $81.21 (5d: +3.9%)
- Brent Crude: $86.96 | Spread: $5.75
- RBOB Gasoline: $2.8500/gal
- Heating Oil: $4.1200/gal
- 3-2-1 Crack Spread: $56.27/bbl (Very wide)
- XLE (Energy Sector): $61.06
- UNG (Nat Gas): $9.97
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.558 | elevated |
| SPY / DXY | -0.159 | normal |
| SPY / TNX | -0.393 | elevated |
| SPY / Oil | -0.632 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.23
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 4,568,582.0
- 0DTE Put Volume: 3,482,871.0
- 0DTE Put/Call Ratio: 0.76 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $626.3B
- Gamma Call Wall: $780 | Put Wall: $770 (Spot: $778.16)
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: 2.21% (Near Target)
- 10Y Breakeven: 2.24%
- 5Y5Y Forward: 2.27%
- Stagflation Risk Score: 16/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6760.0B
- Treasury General Account (TGA): $964.0B
- Reverse Repo (RRP): $0.5B
- US Net Liquidity (WALCL - TGA - RRP): $5,796B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,832B
- BOJ Balance Sheet: ~$4,041B
- Global Net Liquidity: $16,668B
- BTC-USD (Liquidity Proxy): $63,479 (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).
- [INFO] Screener: NET β promotion-ready (4d on list, HIGH conviction 71/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: ENTG β promotion-ready (7d on list, HIGH conviction 65/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: PCTY β promotion-ready (7d on list, HIGH conviction 71/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: MSI β promotion-ready (4d on list, HIGH conviction 62/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: VTRS β promotion-ready (4d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: RVTY β promotion-ready (21d on list, HIGH conviction 67/100, regime post_earnings_digestion, calibrated failed_breakout hit-rate 51% (n=6267)).
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:
- Gross Domestic Product (GDP): 2026-08-26
- Employment Situation (Payrolls): 2026-09-04
- 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] Euro holds above 1.1500 as US inflation curbs Fed bets URL: https://www.fxstreet.com/news/euro-holds-above-11500-as-us-inflation-curbs-fed-bets-202608132122 Published: Thu, 13 Aug 2026 21:22:13 GMT
Iran War News
Updates (2):
[1] UAE condemns Iranian attack on two ADNOC tankers in Strait of Hormuz Time: 2026-08-13T21:17:17.186Z
[2] Vance says Iran is 'unpredictable', has failed to honor commitments to US Time: 2026-08-13T21:15:49.136Z
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: 5.0% of normal (0.5M / 10.3M DWT)
- Stranded Vessels: 270
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 58.3x normal
- Tanker Rates: WS185 (+270% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.1 billion/day economic cost