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2026-W35

Finance Analyst Report: 2026-08-27 06:00:52 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): $79,972 (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] Crypto Today: Bitcoin, Ethereum, XRP bulls regain strength amid steady capital inflows URL: https://www.fxstreet.com/cryptocurrencies/news/crypto-today-bitcoin-ethereum-xrp-bulls-regain-strength-amid-steady-capital-inflows-202608271000 Published: Thu, 27 Aug 2026 10:00:00 GMT

[2] USD/JPY remains range-bound: Markets await fresh signals URL: https://www.fxstreet.com/analysis/usd-jpy-remains-range-bound-markets-await-fresh-signals-202608270956 Published: Thu, 27 Aug 2026 09:56:50 GMT

[3] Euro steadies against Japanese Yen as German sentiment beats expectations URL: https://www.fxstreet.com/news/euro-steadies-against-japanese-yen-as-german-sentiment-beats-expectations-202608270951 Published: Thu, 27 Aug 2026 09:51:41 GMT

[4] US Dollar: Policy reality supports resilience - OCBC URL: https://www.fxstreet.com/news/us-dollar-policy-reality-supports-resilience-ocbc-202608270949 Published: Thu, 27 Aug 2026 09:49:04 GMT

[5] Midweek technical look on EUR/USD, Oil, BTC/USD [Video] URL: https://www.fxstreet.com/analysis/midweek-technical-look-on-eur-usd-oil-btc-usd-video-202608270937 Published: Thu, 27 Aug 2026 09:37:34 GMT

[6] Gold Price Forecast: XAU/USD hits lows sub-$4,600 as US inflation supports the Greenback URL: https://www.fxstreet.com/news/gold-price-forecast-xau-usd-hits-lows-sub-4-600-as-us-inflation-supports-the-greenback-202608270936 Published: Thu, 27 Aug 2026 09:36:50 GMT

[7] Silver price today: Silver rises, according to FXStreet data URL: https://www.fxstreet.com/news/silver-price-today-silver-rises-according-to-fxstreet-data-202608270935 Published: Thu, 27 Aug 2026 09:35:55 GMT

[8] Eurozone bank lending growth accelerated in July URL: https://www.fxstreet.com/analysis/eurozone-bank-lending-growth-accelerated-in-july-202608270932 Published: Thu, 27 Aug 2026 09:32:12 GMT

[9] South Africa Producer Price Index (MoM) dipped from previous -0.1% to -1% in July URL: https://www.fxstreet.com/news/south-africa-producer-price-index-mom-dipped-from-previous-01-to-1-in-july-202608270930 Published: Thu, 27 Aug 2026 09:30:12 GMT

[10] South Africa Producer Price Index (YoY): 5.7% (July) vs previous 7.5% URL: https://www.fxstreet.com/news/south-africa-producer-price-index-yoy-57-july-vs-previous-75-202608270930 Published: Thu, 27 Aug 2026 09:30:07 GMT

[11] British Pound: Remains under pressure below resistance against Euro - Societe Generale URL: https://www.fxstreet.com/news/british-pound-remains-under-pressure-below-resistance-against-euro-societe-generale-202608270929 Published: Thu, 27 Aug 2026 09:29:33 GMT

[12] How to trade the world economic forum, NASDAQ and S&P 500 recovering? [Video] URL: https://www.fxstreet.com/analysis/how-to-trade-the-world-economic-forum-nasdaq-and-sp-500-recovering-video-202608270929 Published: Thu, 27 Aug 2026 09:29:05 GMT

[13] United States Dollar Index gains support as strong US data sparks rate hike expectations URL: https://www.fxstreet.com/news/united-states-dollar-index-gains-support-as-strong-us-data-sparks-rate-hike-expectations-202608270916 Published: Thu, 27 Aug 2026 09:16:31 GMT

[14] Indian Rupee: Yields looking attractive after sell-off - DBS URL: https://www.fxstreet.com/news/indian-rupee-yields-looking-attractive-after-sell-off-dbs-202608270914 Published: Thu, 27 Aug 2026 09:14:09 GMT

[15] WTI Price Forecast: Bears have the upper hand below $82.10-$82.15 confluence hurdle URL: https://www.fxstreet.com/news/wti-price-forecast-bears-have-the-upper-hand-below-8210-8215-confluence-hurdle-202608270859 Published: Thu, 27 Aug 2026 08:59:22 GMT

[16] Polish Zloty: Import pass-through risks challenge cuts - BNY URL: https://www.fxstreet.com/news/polish-zloty-import-pass-through-risks-challenge-cuts-bny-202608270858 Published: Thu, 27 Aug 2026 08:58:36 GMT

[17] Euro steadies against Canadian Dollar following stronger German Consumer Confidence data URL: https://www.fxstreet.com/news/euro-steadies-against-canadian-dollar-following-stronger-german-consumer-confidence-data-202608270857 Published: Thu, 27 Aug 2026 08:57:37 GMT

[18] US Dollar: Warsh speech keeps markets cautious - ING URL: https://www.fxstreet.com/news/us-dollar-warsh-speech-keeps-markets-cautious-ing-202608270847 Published: Thu, 27 Aug 2026 08:47:02 GMT

[19] OneRoyal appoints Nicole Heinrich as Global Head of Sales URL: https://www.fxstreet.com/press-releases/oneroyal-appoints-nicole-heinrich-as-global-head-of-sales-202608270843 Published: Thu, 27 Aug 2026 08:43:34 GMT

[20] Silver Price Forecasts: XAG/USD remains bullish with dips capped above $67.40 URL: https://www.fxstreet.com/news/silver-price-forecasts-xag-usd-remains-bullish-with-dips-capped-above-6740-202608270837 Published: Thu, 27 Aug 2026 08:37:30 GMT

[21] Japanese Yen flattens against US Dollar in countdown to Jackson Hole Symposium URL: https://www.fxstreet.com/news/japanese-yen-flattens-against-us-dollar-in-countdown-to-jackson-hole-symposium-202608270834 Published: Thu, 27 Aug 2026 08:34:15 GMT

[22] BTC/USD price outlook: Bitcoin tests 0.786 Arc, awaiting directional confirmation URL: https://www.fxstreet.com/cryptocurrencies/news/btc-usd-price-outlook-bitcoin-tests-0786-arc-awaiting-directional-confirmation-202608270831 Published: Thu, 27 Aug 2026 08:31:54 GMT

[23] Dow Jones futures advance as strong Nvidia outlook lifts market sentiment URL: https://www.fxstreet.com/news/dow-jones-futures-advance-as-strong-nvidia-outlook-lifts-market-sentiment-202608270829 Published: Thu, 27 Aug 2026 08:29:08 GMT

[24] Australian Dollar: Tests resistance on firm inflation - OCBC URL: https://www.fxstreet.com/news/australian-dollar-tests-resistance-on-firm-inflation-ocbc-202608270826 Published: Thu, 27 Aug 2026 08:26:56 GMT

[25] New ECB call: No cuts in 2027 URL: https://www.fxstreet.com/analysis/new-ecb-call-no-cuts-in-2027-202608270818 Published: Thu, 27 Aug 2026 08:18:08 GMT

[26] Brazilian Real: Rate cuts may support BRL against US Dollar - Societe Generale URL: https://www.fxstreet.com/news/brazilian-real-rate-cuts-may-support-brl-against-us-dollar-societe-generale-202608270818 Published: Thu, 27 Aug 2026 08:18:06 GMT

[27] Nvidia boosts AI stocks as Jackson Hole takes centre stage URL: https://www.fxstreet.com/analysis/nvidia-boosts-ai-stocks-as-jackson-hole-takes-centre-stage-202608270817 Published: Thu, 27 Aug 2026 08:17:24 GMT

[28] XAU/USD price outlook: Gold spot/US Dollar tests 0.786 arc, awaiting directional confirmation URL: https://www.fxstreet.com/analysis/xau-usd-price-outlook-gold-spot-us-dollar-tests-0786-arc-awaiting-directional-confirmation-202608270811 Published: Thu, 27 Aug 2026 08:11:14 GMT

Iran War News

Updates (1):

[1] Iran will bar Western vessels from region, lawmaker says Time: 2026-08-27T08:43:30.303Z

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: 150
  • Oil Prices: Brent $95.29 (+3.09%)
  • War Risk Insurance: EXTREME β€” 50.0x normal
  • Tanker Rates: WS280 (+460% vs pre-crisis)
  • Global Impact: 21% of world oil supply at risk; est. $3.2 billion/day economic cost