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2026-W33

Finance Analyst Report: 2026-08-16 10:01:43 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 βšͺ NEUTRAL β€” DIX 0.469 above 0.45 but falling β€” institutional buying fading, 0DTE PCR 1.07 balanced
Gamma 🟒 BULLISH βœ“ ALIGNED GEX +15.2B strong suppression
Breadth 🟒 BULLISH βœ“ ALIGNED Breadth 71% β€” broad participation supports rally
Energy 🟒 BULLISH βœ“ ALIGNED Energy STABLE β€” no macro headwind from oil
growth_expectations πŸ”΄ BEARISH βœ— DIVERGENT Copper/Gold -3.9% growth pessimism Β· real yield 2.39% restrictive
Correlations βšͺ NEUTRAL β€” SPY/VIX -0.55 elevated, SPY/DXY -0.10 normal, SPY/TNX -0.41 elevated, SPY/Oil -0.63 stretched
Volatility βšͺ NEUTRAL β€” VIX 14.2 sub-20 in contango Β· SKEW 138 normal Β· VVIX/VIX 6.14 dealer fear
Inflation 🟒 BULLISH βœ“ ALIGNED Stagflation score 18 β€” low inflation risk
carry_risk 🟒 BULLISH βœ“ ALIGNED USD/JPY 5d +0.1% stable, MOVE 70 calm
Liquidity βšͺ NEUTRAL β€” Liquidity Adequate, cut prob 11% β€” hawkish lean but no BS drain
Credit 🟒 BULLISH βœ“ 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: 86/100 (Favorable) |

Leading indicators show DIX stable at 0.469; GEX positive at 15.2B (vol-suppressing); breadth rising to 71% (participation broadening). Lagging confirmation: VIX at 14.2 (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: 196 closed (hit rate 45%) Β· 150 open

What Changed

  • Health score ↑ 5 points (81 β†’ 86)

Key Levels

  • SPY: $775.98 | 50 SMA $748.93 | 200 SMA $705.46 | +0.0% from 50d | ZGL $755.95
  • QQQ: $730.85 | 50 SMA $712.95 | 200 SMA $650.62 | +0.0% from 50d | ZGL $718.94
  • IWM: $304.90 | 50 SMA $295.10 | 200 SMA $268.55 | +0.0% from 50d | ZGL $281.0
  • 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 $775.98 β–Ό 75.15 β–Ό 55.5 β–Ό $755.95 Neutral 0.61
QQQ $730.85 β–Ό 70.52 β–² 60.4 β–Ό $718.94 Neutral 0.57
IWM $304.90 β–² 67.58 β–Ό 27.3 β–² $281.00 Neutral 0.52

Macro Board

Ticker Price RSI(14) IVR ZGL Ξ³-Sent PCR
VIX 14.25 31.40 β–Ό 50.9 β–Ό $10.50 Bearish 1.63
TNX 46.96 55.28 β–² 40.7 β–² - - -
GLD $401.84 β–Ό 71.08 β–Ό 27.5 β–Ό $380.99 Bearish 0.40
DXY 99.67 β–² 24.01 β–² 30.0 β–Ό - - -
SLV $58.65 β–² 69.47 β–Ό 11.2 β–Ό $42.00 Bearish 0.32

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: 70.6% β–²
  • Stocks Above 200-Day SMA: 73.9% β–²
  • Breadth Signal: Strong Bullish
  • Total Stocks Analyzed: 411
  • Mag 7 Concentration: 31.6%
  • Top 10 Concentration: 41.2%

Sector Breadth

Sector % > 50d SMA Stocks
Energy 94.7% 18/19
Financials 84.5% 49/58
Communication Services 83.3% 15/18
Health Care 82.9% 34/41
Consumer Staples 82.1% 23/28
Industrials 75.5% 40/53
Materials 73.7% 14/19
Consumer Discretionary 64.6% 31/48
Technology 63.2% 36/57
Real Estate 34.8% 8/23
Utilities 29.2% 7/24

Energy & Commodities

  • Energy Regime: STABLE
  • WTI Crude: $82.40 (5d: +0.3%)
  • Brent Crude: $88.52 β–Ό | Spread: $6.12 β–Ό
  • RBOB Gasoline: $2.9000/gal
  • Heating Oil: $4.1600/gal β–Ό
  • 3-2-1 Crack Spread: $57.04/bbl β–Ό (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: 0.0 β–Ό
  • 0DTE Put Volume: 0.0 β–Ό
  • 0DTE Put/Call Ratio: 1.07 (No 0DTE Expiry Today β—†)
  • 0DTE Notional Dollar Volume: $548.6B
  • Gamma Call Wall: $780 | Put Wall: $765 (Spot: $775.98)

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: 99.67 β–²
  • Growth vs Value: 0.94 β–Ό
  • 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% β–² (Near Target)
  • 10Y Breakeven: 2.27% β–²
  • 5Y5Y Forward: 2.30% β–²
  • Stagflation Risk Score: 18/100 β–Ό

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: ~$4,044B
  • Global Net Liquidity: $16,695B
  • BTC-USD (Liquidity Proxy): $62,997 β–² (Neutral)

Active Alerts

  • [WARNING] Regime shifted from RISK-ON to TRANSITIONAL.
  • [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.
  • [INFO] Screener: QLYS β€” promotion-ready (3d on list, HIGH conviction 60/100, regime post_earnings_digestion, calibrated oversold_sympathy hit-rate 51% (n=3661)).
  • [INFO] Screener: QLYS β€” new HIGH-conviction candidate (conviction 60/100, regime post_earnings_digestion, calibrated oversold_sympathy hit-rate 51% (n=3661)). Worth a look.
  • [INFO] Screener: CG β€” confluence of 3 archetypes (conviction 48/100, regime capitulation, calibrated oversold_sympathy hit-rate 51% (n=3661)).

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:

  • 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 (↓0.2% vs 30d)
  • NVDA (2026-08-26): EPS Est. $2.08 (↑0.3% vs 30d)
  • JPM (2026-10-13): EPS Est. $5.91 (↑8.1% vs 30d)
  • GS (2026-10-13): EPS Est. $16.43 (↑16.6% vs 30d)
  • TSLA (2026-10-21): EPS Est. $0.45 (↓17.4% vs 30d)
  • MSFT (2026-10-28): EPS Est. $4.71 (↑2.0% vs 30d)
  • GOOGL (2026-10-28): EPS Est. $3.00 (↑0.1% vs 30d)
  • META (2026-10-28): EPS Est. $6.75 (↓4.3% vs 30d)
  • AAPL (2026-10-29): EPS Est. $1.98 (↓2.0% vs 30d)
  • AMZN (2026-10-29): EPS Est. $1.95 (↑2.1% vs 30d)

FX News Wire

No new articles found since last report.

Iran War News

Updates (3):

[1] Iran to offer imported premium gasoline at 897,000 rials per liter Time: 2026-08-16T13:10:55.013Z

[2] Rezaei says Khamenei military appointments upended US, Israeli calculations Time: 2026-08-16T12:34:32.879Z

[3] Trump officials tapped Barzani as secret backchannel to IRGC - Axios Time: 2026-08-16T12:24:57.688Z

Hormuz Strait Status

Strait of Hormuz Dashboard:

  • Strait Status: CLOSED (since 2026-02-28, 169 days ago)
  • Ships Transiting: 2 of 60 normal daily β€” 3.3% of normal
  • Throughput: 6.7% of normal (0.7M / 10.3M DWT)
  • Stranded Vessels: 372
  • Oil Prices: Brent $93.26 (+0.56%)
  • War Risk Insurance: EXTREME β€” 43.3x normal
  • Tanker Rates: WS240 (+380% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $1.8 billion/day economic cost