Finance Analyst Report: 2026-08-27 21:45:08 ET
Signal Alignment
SPY Direction: SPY +0.6% (3d) | Alignment: 71% (5 aligned, 2 divergent) Status: MIXED β Mixed β no clear signal consensus
| Category | Signal Says | vs SPY | Key Driver |
|---|---|---|---|
| Dark Pool | βͺ NEUTRAL | β | DIX 0.451 above 0.45 but falling β institutional buying fading, 0DTE PCR 0.91 balanced |
| Gamma | π’ BULLISH | β ALIGNED | GEX +6.7B strong suppression |
| Breadth | βͺ NEUTRAL | β | Breadth 55% β mixed participation |
| Energy | π’ BULLISH | β ALIGNED | Energy STABLE β no macro headwind from oil |
| growth_expectations | π΄ BEARISH | β DIVERGENT | Copper/Gold -8.6% growth collapse Β· real yield 2.34% restrictive |
| Correlations | π΄ BEARISH | β DIVERGENT | SPY/VIX -0.19 extreme, SPY/DXY -0.03 normal, SPY/TNX -0.54 stretched, SPY/Oil -0.67 stretched |
| Volatility | βͺ NEUTRAL | β | VIX 14.5 sub-20 in contango Β· SKEW 144 firm Β· VVIX/VIX 5.71 dealer stress |
| Inflation | π’ BULLISH | β ALIGNED | Stagflation score 22 β low inflation risk |
| carry_risk | π’ BULLISH | β ALIGNED | USD/JPY 5d +0.3% stable, MOVE 70 calm |
| Liquidity | βͺ NEUTRAL | β | Liquidity Adequate, cut prob 11% β hawkish lean but no BS drain |
| Credit | π’ BULLISH | β ALIGNED | HY OAS 2.67% benign, NFCI -0.566 loose |
Divergence read: Risk-on regime with gamma, energy, and inflation leaning bullish, but growth expectations and correlations haven't signed on yet β rally is concentrated, watch for broadening.
Market Status
Regime: RISK-ON | Score: 82/100 (Favorable) |
Leading indicators show DIX falling to 0.451 (institutional buying fading); GEX positive at 6.7B (vol-suppressing); credit spreads tightening (risk appetite improving). Lagging confirmation: VIX at 14.5 (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: $770.13 | 50 SMA $752.97 | 200 SMA $708.91 | +0.0% from 50d | ZGL $765.85
- QQQ: $719.23 | 50 SMA $712.36 | 200 SMA $654.15 | +0.0% from 50d | ZGL $704.46
- IWM: $299.85 | 50 SMA $297.04 | 200 SMA $270.76 | +0.0% from 50d | ZGL $299.35
- VIX: 14.51 β sub-20 (low vol)
- 10Y Yield: 4.672%
Equity & Derivatives Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| SPY | $770.13 | 46.99 | 50.5 | $765.85 | Neutral | 0.72 |
| QQQ | $719.23 | 47.37 | 52.9 | $704.46 | Bearish | 0.40 |
| IWM | $299.85 | 51.30 | 29.9 | $299.35 | Neutral | 1.18 |
Macro Board
| Ticker | Price | RSI(14) | IVR | ZGL | Ξ³-Sent | PCR |
|---|---|---|---|---|---|---|
| VIX | 14.51 | 50.37 | 43.4 | $11.06 | Neutral | 1.09 |
| TNX | 46.72 | 49.36 | 45.2 | - | - | - |
| GLD | $422.10 | 71.35 | 32.2 | $409.25 | Neutral | 0.51 |
| DXY | 99.12 | 39.85 | 35.9 | - | - | - |
| SLV | $62.67 | 67.92 | 10.3 | $57.71 | Bearish | 0.24 |
Dark Pool Activity
- DIX (Dark Index): 0.451
- DIX Signal: Moderate buying
- GEX (Gamma Exposure): 6.72B
Credit Conditions
- HY OAS Spread: 2.67% (Normal)
- BBB Spread: 0.99%
- 2s10s Spread: 0.47% (Flat-ish)
Market Breadth
- Stocks Above 50-Day SMA: 54.7%
- Stocks Above 200-Day SMA: 70.6%
- Breadth Signal: Strong Bullish
- Total Stocks Analyzed: 495
- Mag 7 Concentration: 32.0%
- Top 10 Concentration: 41.5%
Sector Breadth
| Sector | % > 50d SMA | Stocks |
|---|---|---|
| Energy | 94.7% | 0/0 |
| Health Care | 75.9% | 0/0 |
| Materials | 70.8% | 0/0 |
| Communication Services | 68.4% | 0/0 |
| Financials | 60.3% | 0/0 |
| Consumer Staples | 57.6% | 0/0 |
| Technology | 56.9% | 0/0 |
| Consumer Discretionary | 42.4% | 0/0 |
| Industrials | 40.3% | 0/0 |
| Real Estate | 30.8% | 0/0 |
| Utilities | 13.3% | 0/0 |
Energy & Commodities
- Energy Regime: STABLE
- WTI Crude: $83.54 (5d: -4.0%)
- Brent Crude: $88.56 | Spread: $5.02
- RBOB Gasoline: $2.9800/gal
- Heating Oil: $4.1700/gal
- 3-2-1 Crack Spread: $58.28/bbl (Very wide)
- XLE (Energy Sector): $62.29
- UNG (Nat Gas): $10.43
Correlations
| Pair | 20d Corr | Signal |
|---|---|---|
| SPY / VIX | -0.187 | extreme |
| SPY / DXY | -0.033 | normal |
| SPY / TNX | -0.542 | stretched |
| SPY / Oil | -0.674 | stretched |
Volatility & Options
- Volatility Regime: Contango (Normal)
- MOVE Index (Bond Vol): 69.86
- VIX/MOVE Ratio: 0.21 (Normal Relationship)
- 0DTE Call Volume: 3,801,313.0
- 0DTE Put Volume: 3,455,455.0
- 0DTE Put/Call Ratio: 0.91 (Balanced 0DTE Flow)
- 0DTE Notional Dollar Volume: $559.6B
- Gamma Call Wall: $772 | Put Wall: $760 (Spot: $770.13)
CTA Trend Stack
- SMA Stack Score: 3/4 above
- Position: Above 50,100,200d SMA(s) Β· below 20d
Positioning & Sentiment
- CFTC E-mini Specs Net: -10,560 contracts (Z +1.84, as of 2026-08-18)
- AAII Bull-Bear Spread: -11.5% (as of 2026-08-26)
- Squeeze Setup: none (0/4 triggers Β· no triggers active)
- Fragility Flags: Air Pocket watch Β· Re-entry none
Macro Fundamentals
- 10Y Yield: 4.67%
- Yield Curve (10Y-3M): 0.99 (Normal)
- DXY: 99.12
- 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: 2.33%
- 5Y5Y Forward: 2.35%
- Stagflation Risk Score: 22/100
Fed & Global Liquidity
- Fed Balance Sheet (WALCL): $6730.9B
- Treasury General Account (TGA): $950.7B
- Reverse Repo (RRP): $0.5B
- US Net Liquidity (WALCL - TGA - RRP): $5,780B
- Liquidity Regime: Adequate
- ECB Balance Sheet: ~$6,892B
- BOJ Balance Sheet: ~$4,042B
- Global Net Liquidity: $16,714B
- BTC-USD (Liquidity Proxy): $80,278 (Risk-on)
Active Alerts
- [WARNING] SPY near gamma wall β expect increased resistance/support and potential pinning at key strike.
- [INFO] Full bullish alignment: DIX 0.451, GEX +6.7B, HY OAS 2.67%, breadth 55%.
- [WARNING] Copper/Gold 20d RoC at -8.6% β growth expectations deteriorating rapidly.
- [WARNING] SKEW at 144 β elevated tail-risk hedging activity.
- [WARNING] Key correlation regime break detected β normal market relationships are shifting, increased unpredictability.
- [INFO] Screener: GE β new HIGH-conviction candidate (conviction 69/100, regime breakout_pullback, calibrated oversold_sympathy hit-rate 52% (n=4760)). Worth a look.
- [INFO] Screener: FOXA β promotion-ready (86d on list, HIGH conviction 64/100, regime range_noise, calibrated oversold_sympathy hit-rate 52% (n=4760)).
- [INFO] Screener: FOXA β new HIGH-conviction candidate (conviction 64/100, regime range_noise, calibrated oversold_sympathy hit-rate 52% (n=4760)). Worth a look.
- [INFO] Screener: FIVE β new HIGH-conviction candidate (conviction 75/100, regime breakout_pullback, calibrated oversold_sympathy hit-rate 52% (n=4760)). Worth a look.
- [INFO] Screener: CHE β promotion-ready (53d on list, HIGH conviction 72/100, regime breakout_pullback, calibrated failed_breakout hit-rate 50% (n=8800)).
Seasonality
- Current Month: August
- Average Return: +0.38%
- 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
- 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. $6.61 (β6.2% vs 30d)
- AAPL (2026-10-29): EPS Est. N/A
- AMZN (2026-10-29): EPS Est. $1.95 (β2.2% vs 30d)
- NVDA (2026-11-17): EPS Est. $2.34 (β0.1% vs 30d)
- WMT (2026-11-19): EPS Est. $0.64 (β7.1% vs 30d)
FX News Wire
Unread articles (12):
[1] Iran says preparing list of conditions to open Strait of Hormuz URL: https://www.fxstreet.com/news/iran-says-preparing-list-of-conditions-to-open-strait-of-hormuz-202608272348 Published: Thu, 27 Aug 2026 23:48:59 GMT
[2] Japan Tokyo CPI ex Fresh Food (YoY) above forecasts (1.7%) in August: Actual (1.8%) URL: https://www.fxstreet.com/news/japan-tokyo-cpi-ex-fresh-food-yoy-above-forecasts-17-in-august-actual-18-202608272346 Published: Thu, 27 Aug 2026 23:46:07 GMT
[3] Japan Tokyo CPI ex Food, Energy (YoY): 2% (August) URL: https://www.fxstreet.com/news/japan-tokyo-cpi-ex-food-energy-yoy-2-august-202608272344 Published: Thu, 27 Aug 2026 23:44:53 GMT
[4] 1.9%: Japan's Tokyo CPI inflation rises in August URL: https://www.fxstreet.com/news/19-japans-tokyo-cpi-inflation-rises-in-august-202608272331 Published: Thu, 27 Aug 2026 23:31:49 GMT
[5] Japan Tokyo Consumer Price Index (YoY): 1.9% (August) vs previous 2% URL: https://www.fxstreet.com/news/japan-tokyo-consumer-price-index-yoy-19-august-vs-previous-2-202608272330 Published: Thu, 27 Aug 2026 23:30:16 GMT
[6] Japan Unemployment Rate came in at 2.4%, below expectations (2.5%) in July URL: https://www.fxstreet.com/news/japan-unemployment-rate-came-in-at-24-below-expectations-25-in-july-202608272330 Published: Thu, 27 Aug 2026 23:30:09 GMT
[7] Japan Jobs / Applicants Ratio came in at 1.18, below expectations (1.19) in July URL: https://www.fxstreet.com/news/japan-jobs-applicants-ratio-came-in-at-118-below-expectations-119-in-july-202608272330 Published: Thu, 27 Aug 2026 23:30:01 GMT
[8] Euro holds modest bid above 1.1650 ahead of Jackson Hole Symposium URL: https://www.fxstreet.com/news/euro-holds-modest-bid-above-11650-ahead-of-jackson-hole-symposium-202608272329 Published: Thu, 27 Aug 2026 23:29:21 GMT
[9] Gold price forecast: Gold spot/US Dollar faces rejection at 1 (100%) arc URL: https://www.fxstreet.com/analysis/gold-price-forecast-gold-spot-us-dollar-faces-rejection-at-1-100-arc-202608272321 Published: Thu, 27 Aug 2026 23:21:44 GMT
[10] Ireland Consumer Confidence: 63.2 (August) vs 61.6 URL: https://www.fxstreet.com/news/ireland-consumer-confidence-632-august-vs-616-202608272301 Published: Thu, 27 Aug 2026 23:01:01 GMT
[11] The Australian Dollar is inches away from generational highs against the Yen URL: https://www.fxstreet.com/news/the-australian-dollar-is-inches-away-from-generational-highs-against-the-yen-202608272249 Published: Thu, 27 Aug 2026 22:49:02 GMT
[12] Australian Dollar hits three-month peak on risk-on mood, eyes on Warsh URL: https://www.fxstreet.com/news/australian-dollar-hits-three-month-peak-on-risk-on-mood-eyes-on-warsh-202608272246 Published: Thu, 27 Aug 2026 22:46:57 GMT
Iran War News
Updates (5):
[1] CIA chief pressed Russia to cut Iran ties during secret Moscow trip - WSJ Time: 2026-08-27T23:44:35.624Z
[2] Trump says Iran is 'failing,' seeking deal with US Time: 2026-08-27T23:12:03.563Z
[3] US to press G20 members to comply with Iran sanctions - AFP Time: 2026-08-27T22:53:14.044Z
[4] CENTCOM says Iran does not control Strait of Hormuz Time: 2026-08-27T22:36:14.460Z
[5] Putin sees US weakened by Iran war, intelligence says - Washington Post Time: 2026-08-27T22:11:34.207Z
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 3.6% of normal
- Throughput: 3.0% of normal (0.3M / 10.3M DWT)
- Stranded Vessels: 319
- Oil Prices: Brent $88.24 (-4.82%)
- War Risk Insurance: EXTREME β 66.7x normal
- Tanker Rates: WS185 (+270% vs pre-crisis)
- Global Impact: 21% of world oil supply at risk; est. $2.8 billion/day economic cost