Finance Analyst Report: 2026-08-14 12:07:03 ET
Signal Alignment
SPY Direction: SPY +0.5% (3d) | Alignment: 75% (6 aligned, 2 divergent) Status: STRONG ALIGNMENT β Strong alignment β structural signals confirm price direction
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | π΄ BEARISH | β DIVERGENT | DIX 0.471 moderate, 0DTE PCR 1.24 put-heavy |
| Gamma | π’ BULLISH | β ALIGNED | GEX +9.2B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 71% 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 -4.3% growth pessimism Β· real yield 2.42% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.56 elevated, SPY/DXY -0.09 normal, SPY/TNX -0.40 elevated, SPY/Oil -0.63 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.5 sub-20 in contango Β· SKEW 134 normal Β· VVIX/VIX 6.10 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 16 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.9% 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% moderate, NFCI -0.549 loose |
Divergence read: Structural signals broadly confirm the risk-on rally β gamma, breadth, and energy align with SPY's uptrend (75% of directional signals in agreement).
Market Status
Regime: RISK-ON | Score: 86/100 (Favorable) |
Leading indicators show DIX stable at 0.471; GEX positive at 9.2B (vol-suppressing); breadth rising to 71% (participation broadening). Lagging confirmation: VIX at 14.5 (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· 165 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $776.37 | 50 SMA $748.48 | 200 SMA $705.00 | +0.0% from 50d | ZGL $774.07
- QQQ: $729.38 | 50 SMA $713.21 | 200 SMA $650.11 | +0.0% from 50d | ZGL $726.92
- IWM: $304.35 | 50 SMA $294.75 | 200 SMA $268.28 | +0.0% from 50d | ZGL $301.44
- VIX: 14.52 β sub-20 (low vol)
- 10Y Yield: 4.688%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $776.37 | 76.79 | 56.6 | $774.07 | Neutral | 0.56 |
| QQQ | $729.38 | 69.87 | 63.3 | $726.92 | Neutral | 0.94 |
| IWM | $304.35 | 67.72 | 27.0 | $301.44 | Bearish | 0.26 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.52 | 32.96 | 53.1 | $11.13 | Neutral | 1.41 |
| TNX | 46.88 β² | 46.23 | 36.9 | - | - | - |
| GLD | $402.97 | 71.17 | 30.6 | $379.09 | Bearish | 0.33 |
| DXY | 99.52 | 23.04 | 32.7 | - | - | - |
| SLV | $58.76 | 69.52 | 13.4 | $53.45 | Bearish | 0.33 |
Dark Pool Activity
- DIX (Dark Index): 0.471
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 9.18B
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: 71.0%
- Stocks Above 200-Day SMA: 75.7%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 458
- Mag 7 Concentration: 31.6%
- Top 10 Concentration: 41.2%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 94.7% | 0/0 |
| Health Care | 87.8% | 0/0 |
| Communication Services | 84.2% | 0/0 |
| Financials | 84.1% | 0/0 |
| Consumer Staples | 82.1% | 0/0 |
| Materials | 77.3% | 0/0 |
| Industrials | 68.9% | 0/0 |
| Consumer Discretionary | 67.9% | 0/0 |
| Technology | 63.9% | 0/0 |
| Real Estate | 48.0% | 0/0 |
| Utilities | 18.5% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $81.68 (5d: -0.6%)
- Brent Crude: $87.80 | Spread: $6.12
- RBOB Gasoline: $2.8900/gal
- Heating Oil: $4.1300/gal
- 3-2-1 Crack Spread: $57.06/bbl (Very wide)
- XLE (Energy Sector): $61.97
- UNG (Nat Gas): $10.06
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.557 | elevated |
| SPY / DXY | -0.088 | normal |
| SPY / TNX | -0.403 | elevated |
| SPY / Oil | -0.626 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.23
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 1,612,634.0
- 0DTE Put Volume: 2,003,642.0
- 0DTE Put/Call Ratio: 1.24 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $280.8B
- Gamma Call Wall: $775 | Put Wall: $770 (Spot: $776.37)
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: 4.69%
- Yield Curve (10Y-3M): 0.99 (Normal)
- DXY: 99.52
- 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): $62,924 (Neutral)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.471, GEX +9.2B, HY OAS 2.71%, breadth 71%.
- [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: hy_oas is STALE (~62h old vs an expected max of ~49h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [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.
- [INFO] Screener: COP β promotion-ready (5d on list, HIGH conviction 76/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
- [INFO] Screener: Q β promotion-ready (8d on list, HIGH conviction 70/100, regime post_earnings_digestion, calibrated pead_drift hit-rate 56% (n=276)).
Seasonality
- Current Month: August
- Average Return: +0.42%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Retail Sales: 660047.0 | Prev: 665054.0
Upcoming Calendar (30 Days)
Economic Releases:
- 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 (2):
[1] ASEAN FX: Regional data and growth concerns - MUFG URL: https://www.fxstreet.com/news/asean-fx-regional-data-and-growth-concerns-mufg-202608141601 Published: Fri, 14 Aug 2026 16:01:00 GMT
[2] Canada: Core softness guides BoC path - TD Securities URL: https://www.fxstreet.com/news/canada-core-softness-guides-boc-path-td-securities-202608141553 Published: Fri, 14 Aug 2026 15:53:00 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, 167 days ago)
- Ships Transiting: 1 of 60 normal daily β 1.7% of normal
- Throughput: 1.5% of normal (0.1M / 10.3M DWT)
- Stranded Vessels: 330
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 50.0x normal
- Tanker Rates: WS340 (+580% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $8.5 billion/day economic cost