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2026-W35

Finance Analyst Report: 2026-08-27 04:00:56 ET

Signal Alignment

SPY Direction: SPY +0.5% (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 βšͺ NEUTRAL β€” DIX 0.457 moderate, 0DTE PCR 1.05 balanced
Gamma 🟒 BULLISH βœ“ ALIGNED GEX +5.8B strong suppression
Breadth 🟒 BULLISH βœ“ ALIGNED Breadth 60% 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 -6.9% growth collapse Β· real yield 2.38% restrictive
Correlations πŸ”΄ BEARISH βœ— DIVERGENT SPY/VIX -0.20 extreme, SPY/DXY -0.03 normal, SPY/TNX -0.54 stretched, SPY/Oil -0.68 stretched
Volatility βšͺ NEUTRAL β€” VIX 15.2 sub-20 in contango Β· SKEW 143 firm Β· VVIX/VIX 5.60 dealer stress
Inflation 🟒 BULLISH βœ“ ALIGNED Stagflation score 21 β€” low inflation risk
carry_risk 🟒 BULLISH βœ“ ALIGNED USD/JPY 5d +0.6% stable, MOVE 69 calm
Liquidity βšͺ NEUTRAL β€” Liquidity Adequate, cut prob 11% β€” hawkish lean but no BS drain
Credit 🟒 BULLISH βœ“ 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: 84/100 (Favorable) |

Leading indicators show DIX stable at 0.457; GEX positive at 5.8B (vol-suppressing). Lagging confirmation: VIX at 15.2 (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: $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): 0.457
  • DIX Signal: Moderate buying
  • GEX (Gamma Exposure): 5.81B

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 -0.204 extreme
SPY / DXY -0.034 normal
SPY / TNX -0.541 stretched
SPY / Oil -0.675 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: $770 | Put Wall: $760 (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): $79,077 (Neutral)

Active Alerts

  • [INFO] Full bullish alignment: DIX 0.457, GEX +5.8B, 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).
  • [WARNING] Data integrity: zero_dte_pcr is STALE (~0h 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: hy_oas is STALE (~54h old vs an expected max of ~49h) and it feeds the drawdown-risk lens and/or the health score β€” those surfaces are running on stale input.
  • [WARNING] Data integrity: gex is STALE (~30h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β€” those surfaces are running on stale input.
  • [WARNING] Data integrity: dix is STALE (~30h old vs an expected max of ~28h) and it feeds the drawdown-risk lens and/or the health score β€” those surfaces are running on stale input.

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

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 (↑2.7% vs 30d)
  • GS (2026-10-13): EPS Est. $16.43 (↑16.6% vs 30d)
  • TSLA (2026-10-21): EPS Est. $0.45 (↓17.9% vs 30d)
  • MSFT (2026-10-28): EPS Est. $4.72 (↑2.3% vs 30d)
  • GOOGL (2026-10-28): EPS Est. $3.01 (↓0.2% vs 30d)
  • META (2026-10-28): EPS Est. $6.76 (↓4.1% vs 30d)
  • AAPL (2026-10-29): EPS Est. $1.98 (↓2.0% vs 30d)
  • AMZN (2026-10-29): EPS Est. $1.95 (↑2.2% vs 30d)
  • WMT (2026-11-19): EPS Est. $0.64 (↓6.8% vs 30d)

FX News Wire

Unread articles (28):

[1] Swiss Franc remains on the defensive despite stronger Swiss employment figures URL: https://www.fxstreet.com/news/swiss-franc-remains-on-the-defensive-despite-stronger-swiss-employment-figures-202608270759 Published: Thu, 27 Aug 2026 07:59:44 GMT

[2] USD/CAD - Ready for the upside move? [Video] URL: https://www.fxstreet.com/analysis/usd-cad-ready-for-the-upside-move-video-202608270755 Published: Thu, 27 Aug 2026 07:55:26 GMT

[3] Bitcoin, Gold, and the confidence that now drives both (BTC vs XAU) URL: https://www.fxstreet.com/cryptocurrencies/news/bitcoin-gold-and-the-confidence-that-now-drives-both-btc-vs-xau-202608270753 Published: Thu, 27 Aug 2026 07:53:53 GMT

[4] Turkish Lira: Inflation expectations outpace CBRT forecasts - Commerzbank URL: https://www.fxstreet.com/news/turkish-lira-inflation-expectations-outpace-cbrt-forecasts-commerzbank-202608270749 Published: Thu, 27 Aug 2026 07:49:20 GMT

[5] China's Commerce Ministry says we reserve right to take measures against US overcapacity tariffs URL: https://www.fxstreet.com/news/chinas-commerce-ministry-says-we-reserve-right-to-take-measures-against-us-overcapacity-tariffs-202608270738 Published: Thu, 27 Aug 2026 07:38:27 GMT

[6] Norwegian Krone: Valuation headwinds temper NOK against Euro - BNY URL: https://www.fxstreet.com/news/norwegian-krone-valuation-headwinds-temper-nok-against-euro-bny-202608270737 Published: Thu, 27 Aug 2026 07:37:30 GMT

[7] Harmovest Capital strengthens global financial services through technology and compliance URL: https://www.fxstreet.com/press-releases/harmovest-capital-strengthens-global-financial-services-through-technology-and-compliance-202608270735 Published: Thu, 27 Aug 2026 07:35:20 GMT

[8] USD/CAD Price Forecast: US-Canada trade war pressures Canadian Dollar URL: https://www.fxstreet.com/news/usd-cad-price-forecast-us-canada-trade-war-pressures-canadian-dollar-202608270732 Published: Thu, 27 Aug 2026 07:32:45 GMT

[9] Forex Today: Markets quiet down ahead of Jackson Hole Symposium URL: https://www.fxstreet.com/news/forex-today-markets-quiet-down-ahead-of-jackson-hole-symposium-202608270730 Published: Thu, 27 Aug 2026 07:30:39 GMT

[10] New Zealand Dollar hangs near weekly low, below 0.5950 as Fed hike bets lift USD URL: https://www.fxstreet.com/news/new-zealand-dollar-hangs-near-weekly-low-below-05950-as-fed-hike-bets-lift-usd-202608270730 Published: Thu, 27 Aug 2026 07:30:32 GMT

[11] Trade ideas for the Silver and the Dollar today [Video] URL: https://www.fxstreet.com/analysis/trade-ideas-for-the-silver-and-the-dollar-today-video-202608270730 Published: Thu, 27 Aug 2026 07:30:02 GMT

[12] Cardano Price Forecast: ADA risks steeper decline amid easing retail demand URL: https://www.fxstreet.com/cryptocurrencies/news/cardano-price-forecast-ada-risks-steeper-decline-amid-easing-retail-demand-202608270724 Published: Thu, 27 Aug 2026 07:24:18 GMT

[13] Australian Dollar: RBA hike repricing supports gains - DBS URL: https://www.fxstreet.com/news/australian-dollar-rba-hike-repricing-supports-gains-dbs-202608270717 Published: Thu, 27 Aug 2026 07:17:49 GMT

[14] EUR/USD Price Forecast: Correcting lower with the near-term bullish trend intact URL: https://www.fxstreet.com/news/eur-usd-price-forecast-corrects-lower-with-the-near-term-bullish-trend-intact-202608270717 Published: Thu, 27 Aug 2026 07:17:47 GMT

[15] Equities: Tech earnings lift futures after quiet session - Deutsche Bank URL: https://www.fxstreet.com/news/equities-tech-earnings-lift-futures-after-quiet-session-deutsche-bank-202608270706 Published: Thu, 27 Aug 2026 07:06:48 GMT

[16] Philippines BSP Interest rate decision in line with expectations (5) URL: https://www.fxstreet.com/news/philippines-bsp-interest-rate-decision-in-line-with-expectations-5-202608270659 Published: Thu, 27 Aug 2026 06:59:50 GMT

[17] Euro: Lower against US Dollar after PCE surprise - Danske Bank URL: https://www.fxstreet.com/news/euro-lower-against-us-dollar-after-pce-surprise-danske-bank-202608270648 Published: Thu, 27 Aug 2026 06:48:45 GMT

[18] France Producer Prices (MoM) rose from previous -0.6% to 1.1% in July URL: https://www.fxstreet.com/news/france-producer-prices-mom-rose-from-previous-06-to-11-in-july-202608270645 Published: Thu, 27 Aug 2026 06:45:01 GMT

[19] Nvidia's bumper beat, US inflation keeps Fed hikes alive ahead of Warsh speech URL: https://www.fxstreet.com/analysis/nvidias-bumper-beat-us-inflation-keeps-fed-hikes-alive-ahead-of-warsh-speech-202608270644 Published: Thu, 27 Aug 2026 06:44:38 GMT

[20] Fundamentals expected to guide the markets URL: https://www.fxstreet.com/analysis/fundamentals-expected-to-guide-the-markets-202608270640 Published: Thu, 27 Aug 2026 06:40:41 GMT

[21] The Bank of Korea raised its policy rate URL: https://www.fxstreet.com/analysis/the-bank-of-korea-raised-its-policy-rate-202608270634 Published: Thu, 27 Aug 2026 06:34:13 GMT

[22] US Dollar: Inflation data supports gains - UOB URL: https://www.fxstreet.com/news/us-dollar-inflation-data-supports-gains-uob-202608270630 Published: Thu, 27 Aug 2026 06:30:42 GMT

[23] Switzerland Employment Level (QoQ) rose from previous 5.537M to 5.698M in 2Q URL: https://www.fxstreet.com/news/switzerland-employment-level-qoq-rose-from-previous-5537m-to-5698m-in-2q-202608270630 Published: Thu, 27 Aug 2026 06:30:23 GMT

[24] Euro trims gains against British Pound despite upbeat German Consumer Confidence data URL: https://www.fxstreet.com/news/euro-edges-down-against-british-pound-despite-upbeat-german-consumer-confidence-data-202608270630 Published: Thu, 27 Aug 2026 06:30:16 GMT

[25] Hungary Gross Wages (YoY) down to 7.1% in June from previous 8.7% URL: https://www.fxstreet.com/news/hungary-gross-wages-yoy-down-to-71-in-june-from-previous-87-202608270630 Published: Thu, 27 Aug 2026 06:30:00 GMT

[26] WTI falls below $81.00 as Iran-Oman talks fuel hopes of Hormuz reopening URL: https://www.fxstreet.com/news/wti-falls-below-8100-as-iran-oman-talks-fuel-hopes-of-hormuz-reopening-202608270629 Published: Thu, 27 Aug 2026 06:29:05 GMT

[27] AUD/USD Price Forecast: Hawkish RBA bets support rally towards 0.7275 URL: https://www.fxstreet.com/news/aud-usd-price-forecast-hawkish-rba-bets-support-rally-towards-07275-202608270626 Published: Thu, 27 Aug 2026 06:26:48 GMT

[28] Nvidia earnings: AI boom meets margin test URL: https://www.fxstreet.com/news/nvidia-earnings-ai-boom-meets-margin-test-202608270626 Published: Thu, 27 Aug 2026 06:26:03 GMT

Iran War News

Updates (4):

[1] Pakistan says army chief's Iran talks focused on de-escalation, Hormuz Time: 2026-08-27T07:33:02.698Z

[2] No Muslim country should enable attacks on another, Pezeshkian says Time: 2026-08-27T07:19:56.626Z

[3] Iran Guards official says fighters should confront threats beyond borders Time: 2026-08-27T06:45:20.759Z

[4] CIA chief pressed Russia to cut support for Iran - Politico Time: 2026-08-27T06:34:54.451Z

Hormuz Strait Status

Strait of Hormuz Dashboard:

  • Strait Status: CLOSED (since 2026-02-28, 180 days ago)
  • Ships Transiting: 3 of 60 normal daily β€” 5.0% of normal
  • Throughput: 5.0% of normal (0.5M / 10.3M DWT)
  • Stranded Vessels: 300
  • Oil Prices: Brent $95.29 (+3.09%)
  • War Risk Insurance: EXTREME β€” 66.7x normal
  • Tanker Rates: WS475 (+850% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $4.2 billion/day economic cost