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2026-W33

Finance Analyst Report: 2026-08-16 20:00:53 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
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

  • 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

  • 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 75.15 55.5 $755.95 Neutral 0.61
QQQ $730.85 70.52 60.4 $718.94 Neutral 0.57
IWM $304.90 67.58 27.3 $281.00 Neutral 0.52

Macro Board

Ticker Price RSI(14) IVR ZGL Ξ³-Sent PCR
VIX 14.25 31.40 50.9 $10.50 Bearish 1.63
TNX 46.96 55.28 40.7 - - -
GLD $401.84 71.08 27.5 $380.99 Bearish 0.40
DXY 99.67 24.01 30.0 - - -
SLV $58.65 69.47 11.2 $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%
  • Stocks Above 200-Day SMA: 73.9%
  • 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 | Spread: $6.12
  • RBOB Gasoline: $2.9000/gal
  • Heating Oil: $4.1600/gal
  • 3-2-1 Crack Spread: $57.04/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: 0.0
  • 0DTE Put Volume: 0.0
  • 0DTE Put/Call Ratio: 1.07 (No 0DTE Expiry Today)
  • 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
  • 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: 2.24% (Near Target)
  • 10Y Breakeven: 2.27%
  • 5Y5Y Forward: 2.30%
  • 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: ~$4,044B
  • Global Net Liquidity: $16,695B
  • BTC-USD (Liquidity Proxy): $62,830 β–Ό (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

Unread articles (25):

[1] South Korea Trade Balance: $30.39B (July) vs $30.32B URL: https://www.fxstreet.com/news/south-korea-trade-balance-3039b-july-vs-3032b-202608162359 Published: Sun, 16 Aug 2026 23:59:22 GMT

[2] Japan's GDP grows 0.3% QoQ in Q2 2026 vs 0.5% expected URL: https://www.fxstreet.com/news/japans-gdp-grows-03-qoq-in-q2-2026-vs-05-expected-202608162353 Published: Sun, 16 Aug 2026 23:53:48 GMT

[3] Japan Gross Domestic Product Deflator (YoY) came in at 2.6%, above forecasts (2.4%) in 2Q URL: https://www.fxstreet.com/news/japan-gross-domestic-product-deflator-yoy-came-in-at-26-above-forecasts-24-in-2q-202608162351 Published: Sun, 16 Aug 2026 23:51:09 GMT

[4] Japan Gross Domestic Product (QoQ) registered at 0.3%, below expectations (0.5%) in 2Q URL: https://www.fxstreet.com/news/japan-gross-domestic-product-qoq-registered-at-03-below-expectations-05-in-2q-202608162350 Published: Sun, 16 Aug 2026 23:50:40 GMT

[5] Japan Gross Domestic Product Annualized came in at 1.1%, below expectations (2%) in 2Q URL: https://www.fxstreet.com/news/japan-gross-domestic-product-annualized-came-in-at-11-below-expectations-2-in-2q-202608162350 Published: Sun, 16 Aug 2026 23:50:01 GMT

[6] Weekly column: Cool inflation data propels S&P to record highs while others lag URL: https://www.fxstreet.com/analysis/weekly-column-cool-inflation-data-propels-sp-to-record-highs-while-others-lag-202608162342 Published: Sun, 16 Aug 2026 23:42:05 GMT

[7] PFE price outlook: Pfizer pressing against 0.618 arc. Potential breakout toward $27.95 URL: https://www.fxstreet.com/news/pfe-price-outlook-pfizer-pressing-against-0618-arc-potential-breakout-toward-2795-202608162338 Published: Sun, 16 Aug 2026 23:38:53 GMT

[8] BTC/USD price outlook: Bitcoin navigating between arc levels. Potential continuation toward $58,000 URL: https://www.fxstreet.com/cryptocurrencies/news/btc-usd-price-outlook-bitcoin-navigating-between-arc-levels-potential-continuation-toward-58-000-202608162335 Published: Sun, 16 Aug 2026 23:35:01 GMT

[9] Silver price outlook: Silver pressing against 0.5 arc. Potential breakout toward $66.30 URL: https://www.fxstreet.com/analysis/silver-price-outlook-silver-pressing-against-05-arc-potential-breakout-toward-6630-202608162332 Published: Sun, 16 Aug 2026 23:32:54 GMT

[10] Breakout continuation URL: https://www.fxstreet.com/news/breakout-continuation-202608162330 Published: Sun, 16 Aug 2026 23:30:24 GMT

[11] Australian Dollar gains traction to near 0.7100 on fading Fed hike bets URL: https://www.fxstreet.com/news/australian-dollar-gains-traction-to-near-07100-on-fading-fed-hike-bets-202608162329 Published: Sun, 16 Aug 2026 23:29:08 GMT

[12] Copper hits an all-time COT extreme as large speculators crowd the long side [Video] URL: https://www.fxstreet.com/analysis/copper-hits-an-all-time-cot-extreme-as-large-speculators-crowd-the-long-side-video-202608162328 Published: Sun, 16 Aug 2026 23:28:41 GMT

[13] 15-minute forex breakout strategy with 89% accuracy [Video] URL: https://www.fxstreet.com/education/15-minute-forex-breakout-strategy-with-89-accuracy-video-202608162326 Published: Sun, 16 Aug 2026 23:26:09 GMT

[14] EUR/USD to 1.1600? GBP/USD and AUD/USD test resist. JPY pairs fight to extend bounce. CHF keeps weakening [Video] URL: https://www.fxstreet.com/analysis/eur-usd-to-11600-gbp-usd-and-aud-usd-test-resist-jpy-pairs-fight-to-extend-bounce-chf-keeps-weakening-video-202608162323 Published: Sun, 16 Aug 2026 23:23:49 GMT

[15] MCL1! price outlook: Micro WTI Crude Oil Futures holds above 0.786 support arc. Potential rebound toward $93 URL: https://www.fxstreet.com/analysis/mcl1-price-outlook-micro-wti-crude-oil-futures-holds-above-0786-support-arc-potential-rebound-toward-93-202608162314 Published: Sun, 16 Aug 2026 23:14:39 GMT

[16] DXY price outlook: US Dollar Index pressing against 0.618 support arc. Potential breakdown toward 98.55 URL: https://www.fxstreet.com/analysis/dxy-price-outlook-us-dollar-index-pressing-against-0618-support-arc-potential-breakdown-toward-9855-202608162311 Published: Sun, 16 Aug 2026 23:11:58 GMT

[17] United Kingdom Rightmove House Price Index (YoY) declined to -1% in August from previous -0.4% URL: https://www.fxstreet.com/news/united-kingdom-rightmove-house-price-index-yoy-declined-to-1-in-august-from-previous-04-202608162309 Published: Sun, 16 Aug 2026 23:09:21 GMT

[18] United Kingdom Rightmove House Price Index (YoY) increased to 1% in August from previous -0.4% URL: https://www.fxstreet.com/news/united-kingdom-rightmove-house-price-index-yoy-increased-to-1-in-august-from-previous-04-202608162309 Published: Sun, 16 Aug 2026 23:09:07 GMT

[19] New Zealand Business NZ PSI remains unchanged at 50.6 in July URL: https://www.fxstreet.com/news/new-zealand-business-nz-psi-remains-unchanged-at-506-in-july-202608162305 Published: Sun, 16 Aug 2026 23:05:43 GMT

[20] United Kingdom Rightmove House Price Index (MoM): -2% (August) vs previous -1% URL: https://www.fxstreet.com/news/united-kingdom-rightmove-house-price-index-mom-2-august-vs-previous-1-202608162303 Published: Sun, 16 Aug 2026 23:03:57 GMT

[21] Israel attacks Lebanon as US prepares fresh Iran sanctions URL: https://www.fxstreet.com/news/israel-strikes-lebanon-as-us-prepares-fresh-iran-sanctions-202608162303 Published: Sun, 16 Aug 2026 23:03:26 GMT

[22] New Zealand Electronic Card Retail Sales (YoY) rose from previous 1.3% to 3.4% in July URL: https://www.fxstreet.com/news/new-zealand-electronic-card-retail-sales-yoy-rose-from-previous-13-to-34-in-july-202608162302 Published: Sun, 16 Aug 2026 23:02:54 GMT

[23] New Zealand Electronic Card Retail Sales (MoM) increased to 1.3% in July from previous -1.4% URL: https://www.fxstreet.com/news/new-zealand-electronic-card-retail-sales-mom-increased-to-13-in-july-from-previous-14-202608162302 Published: Sun, 16 Aug 2026 23:02:47 GMT

[24] New Zealand Food Price Index (MoM): 0.1% (July) vs previous 0.6% URL: https://www.fxstreet.com/news/new-zealand-food-price-index-mom-01-july-vs-previous-06-202608162302 Published: Sun, 16 Aug 2026 23:02:41 GMT

[25] New Zealand Business NZ PSI increased to 50.9 in July from previous 50.6 URL: https://www.fxstreet.com/news/new-zealand-business-nz-psi-increased-to-509-in-july-from-previous-506-202608162301 Published: Sun, 16 Aug 2026 23:01:59 GMT

Iran War News

Updates (10):

[1] Hormuz vessel traffic slows after tanker attacks Time: 2026-08-16T23:22:20.264Z

[2] Trump cuts South Korea drills, cites Seoul refusal to join Iran campaign Time: 2026-08-16T22:07:00.000Z

[3] Trump hails Saudi-Turkey-Pakistan defense pact as 'big, bold' step Time: 2026-08-16T21:26:03.447Z

[4] Qatar presses Hormuz navigation in regional calls Time: 2026-08-16T21:04:00.000Z

[5] Iran's military actions could turn 'offensive,' IRGC political deputy says Time: 2026-08-16T19:50:54.113Z

[6] CENTCOM chief praises USS Abraham Lincoln crew Time: 2026-08-16T19:39:14.656Z

[7] Iraqi Kurdistan president's office confirms Barzani's US-Iran backchannel role Time: 2026-08-16T19:04:30.728Z

[8] Ghalibaf says Iran won war militarily and politically Time: 2026-08-16T19:00:01.109Z

[9] Iran vice president says rising prices have become 'painful' Time: 2026-08-16T18:02:15.948Z

[10] Republican lawmaker says Trump set 'false expectations' early in Iran war Time: 2026-08-16T16:43:11.378Z

Hormuz Strait Status

Strait of Hormuz Dashboard:

  • Strait Status: CLOSED (since 2026-02-28, 169 days ago)
  • Ships Transiting: 1 of 60 normal daily β€” 1.7% of normal
  • Throughput: 1.5% of normal (0.2M / 10.3M DWT)
  • Stranded Vessels: 350
  • Oil Prices: Brent $93.26 (+0.56%)
  • War Risk Insurance: EXTREME β€” 50.0x normal
  • Tanker Rates: WS300 (+500% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $3.2 billion/day economic cost