Data as of 2026-07-08T13:00:00-04:00 (Polygon intraday bars are 15-minute delayed). Every figure is computed deterministically from report.json before narration.
Session Snapshot
| Proxy | Name | Group | Last | Since Close | Gap | Since Open | RVol |
|---|
| SPY | S&P 500 | index | 744.28 | -0.46% | -0.61% | +0.15% | 1.08 |
| QQQ | Nasdaq 100 | index | 708.17 | -0.18% | -0.63% | +0.46% | 1.24 |
| DIA | Dow Industrials | index | 522.43 | -1.14% | -0.97% | -0.17% | 1.32 |
| IWM | Russell 2000 | index | 292.62 | -1.21% | -0.73% | -0.48% | 1.52 |
| MDY | S&P MidCap 400 | index | 679.78 | -1.21% | -0.68% | -0.54% | 0.86 |
| IJR | S&P SmallCap 600 | index | 143.79 | -1.10% | -0.63% | -0.48% | 0.90 |
| RSP | S&P 500 Equal Weight | index | 212.27 | -1.15% | -0.55% | -0.59% | 2.15 |
| VTI | Total US Market | index | 367.57 | -0.55% | -0.54% | -0.01% | 1.71 |
| XLK | Technology | sector | 180.00 | +0.46% | -0.95% | +1.42% | 1.29 |
| XLF | Financials | sector | 55.20 | -1.52% | -0.46% | -1.06% | 1.85 |
| XLE | Energy | sector | 55.25 | +1.12% | +1.49% | -0.37% | 2.10 |
| XLV | Health Care | sector | 163.28 | -0.71% | -0.62% | -0.08% | 1.31 |
| XLI | Industrials | sector | 180.20 | -1.20% | -0.89% | -0.31% | 1.36 |
| XLY | Consumer Discretionary | sector | 115.12 | -1.93% | -0.92% | -1.02% | 2.42 |
| XLP | Consumer Staples | sector | 84.80 | -0.08% | +0.37% | -0.44% | 1.60 |
| XLU | Utilities | sector | 45.49 | -0.45% | +0.09% | -0.54% | 1.01 |
| XLB | Materials | sector | 50.28 | -2.38% | -0.99% | -1.40% | 1.55 |
| XLC | Communication Services | sector | 109.89 | -1.02% | -0.09% | -0.93% | 1.03 |
| XLRE | Real Estate | sector | 44.34 | -1.24% | -0.09% | -1.15% | 1.06 |
| MTUM | Momentum Factor | style | 313.56 | +0.36% | -0.74% | +1.11% | 1.23 |
| VLUE | Value Factor | style | 191.41 | -0.24% | -1.06% | +0.83% | 0.49 |
| QUAL | Quality Factor | style | 216.97 | -0.35% | -0.50% | +0.15% | 1.33 |
| USMV | Min Volatility | style | 97.79 | -0.57% | -0.50% | -0.07% | 0.95 |
| SPLV | Low Volatility | style | 76.18 | -0.96% | -0.19% | -0.77% | 1.69 |
| SPHB | High Beta | style | 144.47 | -0.93% | -1.26% | +0.33% | 2.59 |
| IWF | Russell 1000 Growth | style | 121.23 | -0.10% | -0.73% | +0.64% | 0.66 |
| IWD | Russell 1000 Value | style | 245.47 | -0.92% | -0.38% | -0.54% | 0.76 |
| VUG | Vanguard Growth | style | 85.67 | -0.25% | -0.58% | +0.33% | 2.39 |
| VTV | Vanguard Value | style | 218.00 | -0.72% | -0.47% | -0.25% | 2.07 |
| SMH | Semiconductors | theme | 589.41 | +1.37% | -1.05% | +2.45% | 1.24 |
| XBI | Biotech | theme | 160.90 | -1.81% | -1.00% | -0.82% | 1.73 |
| ITA | Aerospace & Defense | theme | 239.49 | -2.29% | -0.74% | -1.56% | 1.56 |
| KRE | Regional Banks | theme | 73.51 | -2.08% | -0.52% | -1.57% | 2.07 |
| XHB | Homebuilders | theme | 106.48 | -2.68% | -1.27% | -1.43% | 1.44 |
| TAN | Solar | theme | 53.24 | -2.86% | -1.92% | -0.97% | 1.16 |
| TLT | 20+yr Treasuries | cross_asset | 84.30 | -0.30% | -0.28% | -0.02% | 1.34 |
| IEF | 7-10yr Treasuries | cross_asset | 93.48 | -0.23% | -0.18% | -0.05% | 0.97 |
| HYG | High Yield Credit | cross_asset | 79.63 | -0.16% | -0.19% | +0.03% | 1.64 |
| LQD | IG Credit | cross_asset | 107.59 | -0.27% | -0.19% | -0.08% | 1.86 |
| GLD | Gold | cross_asset | 372.95 | -1.20% | -1.14% | -0.06% | 1.34 |
| USO | Oil | cross_asset | 112.52 | +3.31% | +3.16% | +0.14% | 4.72 |
| UUP | US Dollar | cross_asset | 28.38 | -0.07% | +0.04% | -0.11% | 0.92 |
Midday session shows a negative gap of 0.65% on large caps, with further selling bringing the intraday loss to 1.21%. Breadth is decisively negative with only 210 advancers against 791 decliners and just 6.38% of baskets positive. The regime composite sits at -0.165, with the Choppy Neutral label at low confidence (0.11).
Intraday Factor Moves
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Broken Momentum / Avoid | 135 | -1.32% | -0.65% | -0.66% | 19.3% adv | 0.83 | 100.0% |
| Extended Momentum Risk | 5 | -2.25% | -0.47% | -1.79% | 20.0% adv | 1.02 | 100.0% |
| Institutional Large-Cap Accumulation | 22 | -1.56% | -0.47% | -1.09% | 22.7% adv | 0.87 | 100.0% |
| Mega-Cap Liquid Momentum Leadership | 11 | +0.11% | -0.89% | +1.02% | 45.5% adv | 0.99 | 100.0% |
| Neutral / Transition | 380 | -0.86% | -0.63% | -0.24% | 26.9% adv | 0.80 | 99.7% |
| Oversold / Mean-Reversion Watch | 43 | -0.27% | -0.78% | +0.52% | 47.6% adv | 1.08 | 100.0% |
| Quality / Low-Vol Uptrend | 241 | -1.51% | -0.50% | -1.02% | 11.3% adv | 0.74 | 98.8% |
| Thematic Momentum Leadership | 169 | -1.72% | -0.88% | -0.85% | 14.2% adv | 0.81 | 100.0% |
Factor performance week-to-date is dominated by defensive and value tilts. Momentum and High Beta have underperformed Low Vol by 0.83% and 1.57%, respectively. Small caps have lagged large caps by 1.6%. Growth outperformed Value by 0.6%, while Credit spreads earned 0.87%. Semis underperformed the market by 0.42%. The Momentum Leadership minus Broken Momentum spread is 0.96%, suggesting some relative stability in leadership names.
Sector Rotation
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Communication Services | 44 | -1.22% | -0.25% | -0.97% | 20.9% adv | 0.70 | 97.7% |
| Consumer Discretionary | 106 | -1.94% | -0.97% | -0.98% | 12.3% adv | 0.85 | 100.0% |
| Consumer Staples | 47 | -1.00% | +0.09% | -1.10% | 27.7% adv | 0.88 | 100.0% |
| Energy | 40 | +1.50% | +1.49% | +0.00% | 70.0% adv | 1.16 | 100.0% |
| Financials | 149 | -1.76% | -0.60% | -1.16% | 10.8% adv | 0.82 | 99.3% |
| Health Care | 128 | -1.36% | -0.70% | -0.66% | 20.5% adv | 0.79 | 99.2% |
| Industrials | 177 | -1.53% | -0.95% | -0.59% | 14.2% adv | 0.82 | 100.0% |
| Information Technology | 166 | -0.57% | -1.12% | +0.55% | 33.9% adv | 0.81 | 99.4% |
| Materials | 39 | -1.59% | -1.07% | -0.53% | 20.5% adv | 0.91 | 100.0% |
| Real Estate | 66 | -1.32% | -0.41% | -0.91% | 7.6% adv | 0.66 | 100.0% |
| Utilities | 44 | -0.42% | +0.02% | -0.44% | 25.0% adv | 0.59 | 100.0% |
Rotation signals remain muted, with the rotation component scoring -0.5. The rank correlation of daily returns versus weekly returns is -0.8333, indicating significant short-term reversal. Week-to-date versus month-to-date correlation is 0.4286. Sectors in expansion/late acceleration include Utilities, Health Care, Real Estate, and Energy, while Materials is in reset and Info Tech in basing. No leadership flip was detected.
Themes and Keyword Baskets
| Theme | N | Intraday | WTD | MTD | Breadth |
|---|
| Semiconductors | 247 | -0.50% | -2.49% | -6.61% | 34.9% adv |
| Oil & Gas | 370 | -0.51% | +0.49% | +0.15% | 32.1% adv |
| Industrial Automation | 491 | -0.87% | -2.31% | -4.41% | 23.6% adv |
| Cybersecurity | 158 | -1.05% | -0.63% | -0.39% | 28.6% adv |
| AI Infrastructure | 830 | -1.07% | -1.98% | -3.42% | 24.7% adv |
| Commodities / Materials | 184 | -1.46% | -3.23% | -4.54% | 23.0% adv |
| Defense / Aerospace | 259 | -1.50% | -3.49% | -5.45% | 14.4% adv |
| Housing / Real Estate | 423 | -1.53% | -1.06% | -0.51% | 14.7% adv |
| Financials / Credit | 677 | -1.60% | -1.32% | +0.23% | 16.0% adv |
| Crypto / Digital Assets | 151 | -1.68% | -1.74% | -0.21% | 18.1% adv |
Best theme: Semiconductors -0.50% since close; worst: Crypto / Digital Assets -1.68%.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1006 | -1.21% | -1.21% | -1.68% | 21.0% adv |
| Micro Cap $250M-$1B | 228 | n/a | -0.48% | -1.19% | 11.9% adv |
| Nano Cap <$250M | 21 | n/a | +0.40% | -0.15% | 9.5% adv |
| Small Cap $1B-$5B | 829 | n/a | -0.80% | -0.68% | 10.9% adv |
| % > SMA50 | % > SMA200 | Advancers | Decliners | % Baskets Positive |
|---|
| 61.6% | 66.6% | 210 | 791 | 6.4% |
61.6% of the universe holds above the 50-day and 66.6% above the 200-day; advancers 210 vs decliners 791.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.83 | 5.9% |
| production | Extended Momentum Risk | 1.02 | 0.0% |
| production | Institutional Large-Cap Accumulation | 0.87 | 9.1% |
| production | Mega-Cap Liquid Momentum Leadership | 0.99 | 9.1% |
| production | Neutral / Transition | 0.80 | 8.7% |
| production | Oversold / Mean-Reversion Watch | 1.08 | 26.2% |
| production | Quality / Low-Vol Uptrend | 0.74 | 5.0% |
| production | Thematic Momentum Leadership | 0.81 | 9.5% |
| Ticker | Basket | RVol | Return | Note |
|---|
| OXY | Neutral / Transition | 4.03 | +3.91% | breakout volume |
| VG | Neutral / Transition | 3.58 | +5.82% | breakout volume |
| QXO | Broken Momentum / Avoid | 3.57 | -8.43% | distribution volume |
| WBS | Quality / Low-Vol Uptrend | 3.28 | -2.15% | distribution volume |
| ASB | Thematic Momentum Leadership | 2.96 | -3.09% | distribution volume |
OXY prints 4.03x relative volume in Neutral / Transition at +3.91%.
Regime Assessment
| Label | Confidence | Composite |
|---|
| Choppy Neutral | 0.11 | -0.17 |
| Component | Score [−2..+2] | Key inputs |
|---|
| trend | 0.1 | spy_vs_sma50_pct=0.7128, spy_vs_sma200_pct=7.371, sma20_slope_sign=-1.0, d3_pct=-0.0671 |
| breadth | 0.1 | pct_above_sma50=61.59, pct_above_sma200=66.57, adv_dec_ratio=0.265, pct_baskets_positive=6.38 |
| volatility | 0.5 | rv20_pctile_2y=74.8, tr_vs_atr20=0.744, atr20_method=true_range, intraday_range_vs_20d=0.548 |
| rotation | -0.5 | spearman_d1_vs_w1=-0.8333, spearman_wtd_vs_m1=0.4286, leadership_flip=False |
| size | -0.7 | small_large_d1=-0.7466, small_large_w1=-2.2727, small_large_m1=2.9824, smallmid_vs_5b_d1=0.4971 |
| style | -1.0 | mom_lowvol_w1=-9.9151, hibeta_lowvol_w1=-8.8559, growth_value_w1=-3.6218, credit_w1=0.9317 |
| Wave stage | Sectors |
|---|
| Expansion / late acceleration | 5 |
| Basing / early-cycle | 4 |
| Reset within trend | 2 |
Regime: Choppy Neutral (confidence 0.11, composite -0.17).
Opportunity Watchlist
| Ticker | Sector | Opportunity | Wave stage | Regime fit |
|---|
| ACI | Consumer Staples | 88.5 | Wave 1 / accumulation | 91.9 |
| OZK | Financials | 87.2 | Mixed / transition | 91.7 |
| OWL | Financials | 81.7 | Wave 1 / accumulation | 88.5 |
| SWKS | Information Technology | 83.3 | Wave 1 / accumulation | 88.2 |
| TAP | Consumer Staples | 84.6 | Wave 1 / accumulation | 87.9 |
| Ticker | Since close | Vs basket | Read |
|---|
| ACI | +0.68% | +2.00% | confirms |
| OZK | -1.14% | -0.28% | diverges |
| OWL | -1.22% | -0.36% | diverges |
| SWKS | -1.76% | -1.49% | diverges |
| TAP | -0.60% | +0.72% | diverges |
Top screener pick: ACI (Consumer Staples), opportunity score 88.5, Wave 1 / accumulation.
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | -2.05% | -2.05% | +0.27% |
| production: Extended Momentum Risk | -1.62% | -1.62% | +5.99% |
| production: Institutional Large-Cap Accumulation | -0.98% | -0.98% | +2.85% |
| production: Mega-Cap Liquid Momentum Leadership | -1.09% | -1.09% | -5.93% |
| production: Neutral / Transition | -1.53% | -1.53% | -2.65% |
| production: Oversold / Mean-Reversion Watch | -4.77% | -4.77% | -12.77% |
| production: Quality / Low-Vol Uptrend | -1.34% | -1.34% | +0.75% |
| production: Thematic Momentum Leadership | -1.55% | -1.55% | -0.76% |
| theme: AI Infrastructure | -1.98% | -1.98% | -3.42% |
| theme: Cloud Software | +1.96% | +1.96% | +3.10% |
| theme: Commodities / Materials | -3.23% | -3.23% | -4.54% |
| theme: Consumer / Retail | -2.21% | -2.21% | -0.91% |
| theme: Crypto / Digital Assets | -1.74% | -1.74% | -0.21% |
| theme: Cybersecurity | -0.63% | -0.63% | -0.39% |
| theme: Defense / Aerospace | -3.49% | -3.49% | -5.45% |
| theme: Energy Transition | -1.52% | -1.52% | -1.56% |
| theme: Financials / Credit | -1.32% | -1.32% | +0.23% |
| theme: Healthcare / Biotech | +0.36% | +0.36% | +1.86% |
| theme: Housing / Real Estate | -1.06% | -1.06% | -0.51% |
| theme: Industrial Automation | -2.31% | -2.31% | -4.41% |
| theme: Macro Rates / Inflation | -1.84% | -1.84% | -1.69% |
| theme: Oil & Gas | +0.49% | +0.49% | +0.15% |
| theme: Semiconductors | -2.49% | -2.49% | -6.61% |
| sector: Communication Services | -1.23% | -1.23% | +1.35% |
| sector: Consumer Discretionary | -3.06% | -3.06% | -2.44% |
| sector: Consumer Staples | -1.83% | -1.83% | +1.45% |
| sector: Energy | +3.65% | +3.65% | +3.14% |
| sector: Financials | -1.06% | -1.06% | +1.43% |
| sector: Health Care | -0.79% | -0.79% | +2.20% |
| sector: Industrials | -3.47% | -3.47% | -5.42% |
| sector: Information Technology | -1.36% | -1.36% | -5.10% |
| sector: Materials | -3.84% | -3.84% | -3.83% |
| sector: Real Estate | -1.31% | -1.31% | +0.37% |
| sector: Utilities | -0.81% | -0.81% | +0.09% |
| size: Large (>=5B) | -1.68% | -1.68% | -1.43% |
| size: Micro Cap $250M-$1B | -1.19% | -1.19% | -0.92% |
| size: Nano Cap <$250M | -0.15% | -0.15% | -3.23% |
| size: Small Cap $1B-$5B | -0.68% | -0.68% | -0.49% |
| style: Base Building / Coiled | -1.85% | -1.85% | -1.69% |
| style: Extended Overbought Momentum | -0.60% | -0.60% | +4.32% |
| style: Low-Vol Uptrend | -1.32% | -1.32% | +0.02% |
| style: Momentum Breakout / Leadership | -2.09% | -2.09% | +0.41% |
| style: Neutral / Transition | -1.51% | -1.51% | -2.28% |
| style: Normal Vol/Trend | -2.27% | -2.27% | -4.09% |
| style: Oversold / Mean-Reversion Watch | -4.77% | -4.77% | -12.77% |
| style: Persistent Uptrend / Compounder | -1.19% | -1.19% | +0.19% |
| style: Weak Downtrend / Avoid Momentum | -2.05% | -2.05% | +0.27% |
WTD: best Energy +3.65%, worst Oversold / Mean-Reversion Watch -4.77%; breadth deteriorating.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-08T13:00:00-04:00 |
| warehouse_snapshot | 2026-07-08 |
| proxy_daily | 2026-07-07 |
| screener_artifact | 2026-07-08T20:33:12.166787-04:00 |
| grouped_daily | unavailable |
- Overall coverage: 99.5%
- Degraded baskets: theme:Healthcare / Biotech
- Missing archived report days: 2026-07-01, 2026-07-02, 2026-07-06, 2026-07-07
- Report generated at 2026-07-09T03:01:15-04:00; every figure above is computed deterministically from report.json
- Narration: 6 of 9 sections used the deterministic fallback (themes, size_breadth, volume, regime, opportunities, multi_horizon); all other sections are LLM-narrated