Finance Analyst Report: 2026-08-15 04:00:50 ET
Signal Alignment
SPY Direction: SPY +0.5% (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 0.469 above 0.45 but falling β institutional buying fading, 0DTE PCR 1.07 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +15.2B 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 -3.9% growth pessimism Β· real yield 2.39% restrictive |
| Correlations | βͺ NEUTRAL | β | SPY/VIX -0.55 elevated, SPY/DXY -0.10 normal, SPY/TNX -0.41 elevated, SPY/Oil -0.63 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.2 sub-20 in contango Β· SKEW 138 normal Β· VVIX/VIX 6.14 dealer fear |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 18 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.1% stable, MOVE 70 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate |
| 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 (86% of directional signals in agreement).
Market Status
Regime: RISK-ON | Score: 81/100 (Favorable) |
Leading indicators show DIX stable at 0.469; GEX positive at 15.2B (vol-suppressing); breadth rising to 70% (participation broadening). Lagging confirmation: VIX at 14.2 (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: $776.01 | 50 SMA $748.48 | 200 SMA $705.00 | +0.0% from 50d | ZGL $776.15
- QQQ: $731.00 | 50 SMA $713.21 | 200 SMA $650.11 | +0.0% from 50d | ZGL $731.0
- IWM: $304.88 | 50 SMA $294.75 | 200 SMA $268.28 | +0.0% from 50d | ZGL $304.14
- VIX: 14.25 β sub-20 (low vol)
- 10Y Yield: 4.696%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $776.01 | 76.79 | 56.6 | $776.15 | Neutral | 1.25 |
| QQQ | $731.00 | 69.87 | 63.3 | $731.00 | Bearish | 1.60 |
| IWM | $304.88 | 67.72 | 27.0 | $304.14 | Bearish | 0.45 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.25 | 32.96 | 53.1 | $11.23 | Neutral | 1.42 |
| TNX | 46.96 | 46.23 | 36.9 | - | - | - |
| GLD | $401.98 | 71.17 | 30.6 | $381.01 | Neutral | 0.59 |
| DXY | 99.64 | 23.78 | 30.6 | - | - | - |
| SLV | $58.59 | 69.52 | 13.4 | $44.00 | Bearish | 0.39 |
Dark Pool Activity
- DIX (Dark Index): 0.469
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 15.19B
Credit Conditions
- HY OAS Spread: 2.71% (Normal)
- BBB Spread: 0.98%
- 2s10s Spread: 0.51% (Healthy slope)
Market Breadth
- Stocks Above 50-Day SMA: 70.5%
- Stocks Above 200-Day SMA: 73.0%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 457
- Mag 7 Concentration: 31.6%
- Top 10 Concentration: 41.2%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 94.4% | 17/18 |
| Health Care | 87.5% | 42/48 |
| Financials | 84.6% | 55/65 |
| Communication Services | 83.3% | 15/18 |
| Materials | 81.8% | 18/22 |
| Consumer Staples | 79.3% | 23/29 |
| Industrials | 70.7% | 41/58 |
| Technology | 64.5% | 40/62 |
| Consumer Discretionary | 62.5% | 35/56 |
| Real Estate | 42.3% | 11/26 |
| Utilities | 26.9% | 7/26 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $82.40 (5d: +0.3%)
- Brent Crude: $88.59 | Spread: $6.19
- RBOB Gasoline: $2.9000/gal
- Heating Oil: $4.1700/gal
- 3-2-1 Crack Spread: $57.18/bbl (Very wide)
- XLE (Energy Sector): $61.91
- UNG (Nat Gas): $9.92
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.545 | elevated |
| SPY / DXY | -0.103 | normal |
| SPY / TNX | -0.405 | elevated |
| SPY / Oil | -0.631 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.58
- VIX/MOVE Ratio: 0.20 (Normal Relationship)
- 0DTE Call Volume: 3,412,814.0
- 0DTE Put Volume: 3,653,326.0
- 0DTE Put/Call Ratio: 1.07 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $548.6B
- Gamma Call Wall: $780 | Put Wall: $765 (Spot: $776.01)
CTA Trend Stack
- SMA Stack Score: 4/4 above
- Position: Above all 4 SMAs (full-stack long)
Positioning & Sentiment
- CFTC E-mini Specs Net: +11,280 contracts (Z +2.32, as of 2026-08-11)
- AAII Bull-Bear Spread: -3.2% (as of 2026-08-12)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
Macro Fundamentals
- 10Y Yield: 4.70%
- Yield Curve (10Y-3M): 1.00 (Normal)
- DXY: 99.64
- Growth vs Value: 0.94
- Fed Funds Rate: N/A | Next FOMC: N/A
- Rate Probabilities: Hold N/A | Cut N/A
Inflation Expectations
- 5Y Breakeven: 2.21% (Near Target)
- 10Y Breakeven: 2.24%
- 5Y5Y Forward: 2.27%
- Stagflation Risk Score: 18/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6760.0B
- Treasury General Account (TGA): $964.0B
- Reverse Repo (RRP): $0.2B
- US Net Liquidity (WALCL - TGA - RRP): $5,796B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,855B
- BOJ Balance Sheet: ~$4,045B
- Global Net Liquidity: $16,696B
- BTC-USD (Liquidity Proxy): $63,018 β² (Neutral)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.469, GEX +15.2B, HY OAS 2.71%, breadth 70%.
- [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: zero_dte_pcr 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] Data integrity: nfci is STALE (~193h old vs an expected max of ~193h) and it feeds the drawdown-risk lens and/or the health score β those surfaces are running on stale input.
- [INFO] Screener: FFIV β new HIGH-conviction candidate (conviction 69/100, regime range_noise, calibrated failed_breakout hit-rate 51% (n=6629)). Worth a look.
- [INFO] Screener: HOOD β new HIGH-conviction candidate (conviction 63/100, regime capitulation, calibrated failed_breakout hit-rate 51% (n=6629)). Worth a look.
- [INFO] Screener: HPQ β new HIGH-conviction candidate (conviction 69/100, regime breakout_pullback, calibrated oversold_sympathy hit-rate 51% (n=3661)). Worth a look.
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:
- Gross Domestic Product (GDP): 2026-08-26
- Employment Situation (Payrolls): 2026-09-04
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
No new articles found since last report.
Iran War News
Updates (4):
[1] US will never control Strait of Hormuz, Iran judiciary chief says Time: 2026-08-15T07:39:09.298Z
[2] Bulk carrier hit by projectile in Strait of Hormuz, crew safe Time: 2026-08-15T07:24:33.783Z
[3] Iran says more than 500 telecom sites struck during war Time: 2026-08-15T06:40:08.168Z
[4] Iran war was a step toward global Islamic rule, IRGC chief says Time: 2026-08-15T05:52:58.332Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 168 days ago)
- Ships Transiting: 13 of 60 normal daily β 21.7% of normal
- Throughput: 22.1% of normal (2.3M / 10.3M DWT)
- Stranded Vessels: 250
- Oil Prices: Brent $93.26 (+0.56%)
- War Risk Insurance: EXTREME β 56.7x normal
- Tanker Rates: WS285 (+470% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost