Finance Analyst Report: 2026-08-26 12:07:08 ET
Signal Alignment
SPY Direction: SPY +0.1% (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 | βͺ NEUTRAL | β | DIX 0.469 moderate, 0DTE PCR 1.07 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +5.6B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 61% 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 -7.1% growth collapse Β· real yield 2.38% restrictive |
| Correlations | π΄ BEARISH | β DIVERGENT | SPY/VIX -0.20 extreme, SPY/DXY -0.08 normal, SPY/TNX -0.50 elevated, SPY/Oil -0.68 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.6 sub-20 in contango Β· SKEW 143 firm Β· VVIX/VIX 5.58 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 21 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.7% stable, MOVE 72 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.70% benign, NFCI -0.566 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: 80/100 (Favorable) |
Leading indicators show DIX stable at 0.469; GEX positive at 5.6B (vol-suppressing); breadth rising to 61% (participation broadening). Lagging confirmation: VIX at 15.6 (low-fear environment); seasonal pattern historically neutral.
Screener Action Board
- Regime: low β Calm regime β balanced board
- Longs: ELAN, KHC, PFE
- Shorts: BBY, WTW
Track Record
- AI Brief Hit Rate (decayed): 1d 13% (n=218) | 3d 34% (n=218) | 5d 32% (n=218)
- Screener Board Record: 264 closed (hit rate 48%) Β· 157 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $765.01 | 50 SMA $752.75 | 200 SMA $708.43 | +0.0% from 50d | ZGL $765.92
- QQQ: $709.10 | 50 SMA $713.01 | 200 SMA $653.65 | -0.0% from 50d | ZGL $709.31
- IWM: $298.59 | 50 SMA $296.96 | 200 SMA $270.46 | +0.0% from 50d | ZGL $300.41
- VIX: 15.61 β sub-20 (low vol)
- 10Y Yield: 4.664%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $765.01 | 45.41 | 50.4 | $765.92 | Bearish | 1.52 |
| QQQ | $709.10 | 44.89 | 54.4 | $709.31 | Neutral | 0.91 |
| IWM | $298.59 | 49.02 | 29.8 | $300.41 | Bearish | 2.09 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.61 | 47.88 | 43.5 | $11.06 | Neutral | 0.93 |
| TNX | 46.64 | 52.21 | 46.8 | - | - | - |
| GLD | $421.72 | 78.51 | 31.8 | $401.08 | Neutral | 0.52 |
| DXY | 99.17 | 35.10 | 42.1 | - | - | - |
| SLV | $61.41 | 70.15 | 11.6 | $57.68 | Bearish | 0.49 |
Dark Pool Activity
- DIX (Dark Index): 0.469
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 5.62B
Credit Conditions
- HY OAS Spread: 2.70% (Normal)
- BBB Spread: 1.00%
- 2s10s Spread: 0.47% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 60.6%
- Stocks Above 200-Day SMA: 72.9%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 495
- Mag 7 Concentration: 31.5%
- Top 10 Concentration: 40.9%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 100.0% | 0/0 |
| Health Care | 87.0% | 0/0 |
| Consumer Staples | 78.8% | 0/0 |
| Communication Services | 73.7% | 0/0 |
| Materials | 70.8% | 0/0 |
| Financials | 67.6% | 0/0 |
| Consumer Discretionary | 54.2% | 0/0 |
| Technology | 52.3% | 0/0 |
| Real Estate | 46.2% | 0/0 |
| Industrials | 43.3% | 0/0 |
| Utilities | 16.7% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $82.81 (5d: -5.7%)
- Brent Crude: $87.77 | Spread: $4.96
- RBOB Gasoline: $2.9800/gal
- Heating Oil: $4.1900/gal
- 3-2-1 Crack Spread: $59.29/bbl (Very wide)
- XLE (Energy Sector): $62.96
- UNG (Nat Gas): $10.44
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.201 | extreme |
| SPY / DXY | -0.082 | normal |
| SPY / TNX | -0.496 | elevated |
| SPY / Oil | -0.683 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 71.92
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 1,102,000.0
- 0DTE Put Volume: 1,175,709.0
- 0DTE Put/Call Ratio: 1.07 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $174.2B
- Gamma Call Wall: $770 | Put Wall: $765 (Spot: $765.01)
CTA Trend Stack
- SMA Stack Score: 4/4 above
- Position: Above all 4 SMAs (full-stack long)
Positioning & Sentiment
- CFTC E-mini Specs Net: -10,560 contracts (Z +1.84, as of 2026-08-18)
- AAII Bull-Bear Spread: -4.4% (as of 2026-08-19)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
- Fragility Flags: Air Pocket watch Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.66%
- Yield Curve (10Y-3M): 0.97 (Normal)
- DXY: 99.17
- Growth vs Value: 0.93
- Fed Funds Rate: 3.50-3.75% | Next FOMC: 2026-09-16
- Rate Probabilities: Hold 84.0% | Cut 11.0%
Inflation Expectations
- 5Y Breakeven: 2.31% (Near Target)
- 10Y Breakeven: 2.32%
- 5Y5Y Forward: 2.33%
- Stagflation Risk Score: 21/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6745.7B
- Treasury General Account (TGA): $953.6B
- Reverse Repo (RRP): $0.4B
- US Net Liquidity (WALCL - TGA - RRP): $5,792B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,894B
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,729B
- BTC-USD (Liquidity Proxy): $77,993 (Neutral)
Active Alerts
- [INFO] Full bullish alignment: DIX 0.469, GEX +5.6B, HY OAS 2.70%, breadth 61%.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [WARNING] Copper/Gold 20d RoC at -7.1% β growth expectations deteriorating rapidly.
- [WARNING] SKEW at 143 β elevated tail-risk hedging activity.
- [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] SPY (765.65) dropped below ZGL (765.92) β expect amplified downside moves.
- [INFO] SPY (766.03) reclaimed ZGL (765.92) β volatility dampening resumes.
- [INFO] Screener: 2 fresh PRIMED high-conviction name(s) for 2026-08-26 β SCHW (conviction 85/100, breakout_pullback, calibrated oversold_sympathy hit-rate 52% (n=4598)); CELH (conviction 60/100, capitulation, calibrated oversold_sympathy hit-rate 52% (n=4598)). Calibrated setups only; decision-support, not advice.
- [INFO] Screener: SWK β promotion-ready (7d on list, HIGH conviction 62/100, regime breakout_pullback, calibrated distribution_top hit-rate 47% (n=2436)).
Seasonality
- Current Month: August
- Average Return: +0.34%
- Median Return: +1.41%
- Hit Rate: 65%
- Signal: Historically Neutral
Today's Events
Economic Releases:
- Gross Domestic Product (GDP): 32486.066 | Prev: 31865.721
Earnings:
- NVDA: EPS Est. $2.09 (β0.6% vs 30d)
Upcoming Calendar (30 Days)
Economic Releases:
- Employment Situation (Payrolls): 2026-09-04
- Producer Price Index (PPI): 2026-09-10
- Consumer Price Index (CPI): 2026-09-11
- Retail Sales: 2026-09-16
- Industrial Production: 2026-09-18
- Philadelphia Fed Mfg Index: 2026-09-22
Earnings & EPS Estimates:
- JPM (2026-10-13): EPS Est. $5.91 (β2.7% vs 30d)
- GS (2026-10-13): EPS Est. $16.43 (β16.6% vs 30d)
- TSLA (2026-10-21): EPS Est. $0.45 (β17.9% vs 30d)
- MSFT (2026-10-28): EPS Est. $4.72 (β2.3% vs 30d)
- GOOGL (2026-10-28): EPS Est. $3.01 (β0.2% vs 30d)
- META (2026-10-28): EPS Est. $6.76 (β4.1% vs 30d)
- AAPL (2026-10-29): EPS Est. $1.98 (β2.0% vs 30d)
- AMZN (2026-10-29): EPS Est. $1.95 (β2.2% vs 30d)
- WMT (2026-11-19): EPS Est. $0.64 (β6.8% vs 30d)
FX News Wire
Unread articles (3):
[1] Russia Industrial Output came in at 0.4% below forecasts (0.7%) in July URL: https://www.fxstreet.com/news/russia-industrial-output-came-in-at-04-below-forecasts-07-in-july-202608261600 Published: Wed, 26 Aug 2026 16:00:00 GMT
[2] Meta's share price brushes off legal woes, but there are more to come URL: https://www.fxstreet.com/news/metas-share-price-brushes-off-legal-woes-but-there-are-more-to-come-202608261553 Published: Wed, 26 Aug 2026 15:53:14 GMT
[3] 11,000 still in sight for FTSE 100 URL: https://www.fxstreet.com/analysis/11-000-still-in-sight-for-ftse-100-202608261552 Published: Wed, 26 Aug 2026 15:52:05 GMT
Iran War News
Updates (1):
[1] Iran says wartime conditions block IAEA access to bombed nuclear sites Time: 2026-08-26T15:50:57.545Z
Hormuz Strait Status
Strait of Hormuz Dashboard:
- Strait Status: CLOSED (since 2026-02-28, 179 days ago)
- Ships Transiting: 10 of 60 normal daily β 5.0% of normal
- Throughput: 5.0% of normal (0.5M / 10.3M DWT)
- Stranded Vessels: 150
- Oil Prices: Brent $95.29 (+3.09%)
- War Risk Insurance: EXTREME β 66.7x normal
- Tanker Rates: WS320 (+540% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $3.2 billion/day economic cost