Finance Analyst Report: 2026-08-26 18:02:59 ET
Signal Alignment
SPY Direction: SPY +0.7% (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 1.05 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +5.6B strong suppression |
| Breadth | π’ BULLISH | β ALIGNED | Breadth 60% 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 -6.9% growth collapse Β· real yield 2.38% restrictive |
| Correlations | π΄ BEARISH | β DIVERGENT | SPY/VIX -0.20 extreme, SPY/DXY -0.06 normal, SPY/TNX -0.48 elevated, SPY/Oil -0.68 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 15.2 sub-20 in contango Β· SKEW 143 firm Β· VVIX/VIX 5.60 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 21 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.6% 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 2.70% 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: 85/100 (Favorable) |
Leading indicators show DIX stable at 0.469; GEX positive at 5.6B (vol-suppressing). Lagging confirmation: VIX at 15.2 (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 12% (n=216) | 3d 34% (n=216) | 5d 33% (n=216)
- Screener Board Record: 272 closed (hit rate 48%) Β· 154 open
What Changed
- No signal changes detected.
Key Levels
- SPY: $769.82 | 50 SMA $752.75 | 200 SMA $708.43 | +0.0% from 50d | ZGL $765.97
- QQQ: $717.55 | 50 SMA $713.01 | 200 SMA $653.65 | +0.0% from 50d | ZGL $709.47
- IWM: $299.20 | 50 SMA $296.96 | 200 SMA $270.46 | +0.0% from 50d | ZGL $300.25
- VIX: 15.21 β sub-20 (low vol)
- 10Y Yield: 4.664%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $769.82 | 45.41 | 50.4 | $765.97 | Neutral | 1.25 |
| QQQ | $717.55 | 44.89 | 54.4 | $709.47 | Neutral | 0.67 |
| IWM | $299.20 | 49.02 | 29.8 | $300.25 | Bearish | 1.97 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 15.21 | 47.88 | 43.5 | $11.06 | Neutral | 0.98 |
| TNX | 46.64 | 52.21 | 46.8 | - | - | - |
| GLD | $422.26 | 78.51 | 31.8 | $401.68 | Neutral | 0.58 |
| DXY | 99.14 | 34.27 | 41.5 | - | - | - |
| SLV | $61.92 | 70.15 | 11.6 | $49.06 | Bearish | 0.41 |
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: 60.0%
- Stocks Above 200-Day SMA: 72.7%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 495
- Mag 7 Concentration: 31.5%
- Top 10 Concentration: 41.0%
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 | 66.2% | 0/0 |
| Consumer Discretionary | 54.2% | 0/0 |
| Technology | 52.3% | 0/0 |
| Real Estate | 42.3% | 0/0 |
| Industrials | 41.8% | 0/0 |
| Utilities | 16.7% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $81.91 (5d: -6.7%)
- Brent Crude: $86.56 | Spread: $4.65
- RBOB Gasoline: $2.9300/gal
- Heating Oil: $4.1100/gal
- 3-2-1 Crack Spread: $57.67/bbl (Very wide)
- XLE (Energy Sector): $62.43
- UNG (Nat Gas): $10.41
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.199 | extreme |
| SPY / DXY | -0.059 | normal |
| SPY / TNX | -0.485 | elevated |
| SPY / Oil | -0.679 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.44
- VIX/MOVE Ratio: 0.22 (Normal Relationship)
- 0DTE Call Volume: 2,209,744.0
- 0DTE Put Volume: 2,322,692.0
- 0DTE Put/Call Ratio: 1.05 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $347.2B
- Gamma Call Wall: $769 | Put Wall: $765 (Spot: $769.82)
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: 99.14
- 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): $0.7B
- US Net Liquidity (WALCL - TGA - RRP): $5,791B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,894B
- BOJ Balance Sheet: ~$4,044B
- Global Net Liquidity: $16,729B
- BTC-USD (Liquidity Proxy): $78,795 (Neutral)
Active Alerts
- [INFO] Full bullish alignment: DIX 0.469, GEX +5.6B, HY OAS 2.70%, breadth 60%.
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [WARNING] Copper/Gold 20d RoC at -6.9% 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).
- [INFO] Screener: RGEN β new HIGH-conviction candidate (conviction 72/100, regime range_noise, calibrated failed_breakout hit-rate 50% (n=8608)). Worth a look.
- [INFO] Screener: PSA β promotion-ready (85d on list, HIGH conviction 69/100, regime breakout_pullback, calibrated distribution_top hit-rate 47% (n=2463)).
- [INFO] Screener: JAZZ β promotion-ready (83d on list, HIGH conviction 73/100, regime breakout_pullback, calibrated failed_breakout hit-rate 50% (n=8608)).
- [INFO] Screener: JAZZ β new HIGH-conviction candidate (conviction 73/100, regime breakout_pullback, calibrated failed_breakout hit-rate 50% (n=8608)). Worth a look.
Seasonality
- Current Month: August
- Average Return: +0.35%
- 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
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 (4):
[1] GBP/JPY Price Forecast: Evening star threatens 216.00 support URL: https://www.fxstreet.com/news/gbp-jpy-price-forecast-evening-star-threatens-21600-support-202608262152 Published: Wed, 26 Aug 2026 21:52:27 GMT
[2] New Zealand Dollar steadies as firm US Dollar caps gains URL: https://www.fxstreet.com/news/new-zealand-dollar-steadies-as-firm-us-dollar-caps-gains-202608262150 Published: Wed, 26 Aug 2026 21:50:55 GMT
[3] 60 days to pay: Nvidia is financing its own demand URL: https://www.fxstreet.com/analysis/60-days-to-pay-nvidia-is-financing-its-own-demand-202608262148 Published: Wed, 26 Aug 2026 21:48:46 GMT
[4] Mexican Peso dips as US Core PCE renew Fed hawkish bets URL: https://www.fxstreet.com/news/mexican-peso-dips-as-us-core-pce-renew-fed-hawkish-bets-202608262136 Published: Wed, 26 Aug 2026 21:36:13 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, 179 days ago)
- Ships Transiting: 3 of 60 normal daily β 5.0% of normal
- Throughput: 5.3% of normal (0.6M / 10.3M DWT)
- Stranded Vessels: 341
- Oil Prices: Brent $95.29 (+3.09%)
- War Risk Insurance: EXTREME β 33.3x normal
- Tanker Rates: WS475 (+850% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $8.5 billion/day economic cost