Data as of 2026-07-08T10:00:00-04:00 (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 | 743.22 | -0.60% | -0.61% | +0.01% | 1.52 |
| QQQ | Nasdaq 100 | index | 706.68 | -0.39% | -0.63% | +0.25% | 2.04 |
| DIA | Dow Industrials | index | 522.73 | -1.08% | -0.97% | -0.12% | 2.38 |
| IWM | Russell 2000 | index | 293.80 | -0.81% | -0.73% | -0.08% | 1.87 |
| MDY | S&P MidCap 400 | index | 681.07 | -1.03% | -0.68% | -0.35% | 1.30 |
| IJR | S&P SmallCap 600 | index | 144.12 | -0.87% | -0.63% | -0.25% | 0.83 |
| RSP | S&P 500 Equal Weight | index | 212.39 | -1.09% | -0.55% | -0.54% | 2.66 |
| VTI | Total US Market | index | 367.28 | -0.63% | -0.54% | -0.09% | 1.66 |
| XLK | Technology | sector | 178.95 | -0.13% | -0.95% | +0.83% | 1.40 |
| XLF | Financials | sector | 55.41 | -1.14% | -0.46% | -0.68% | 1.99 |
| XLE | Energy | sector | 55.45 | +1.47% | +1.49% | -0.02% | 3.17 |
| XLV | Health Care | sector | 163.35 | -0.66% | -0.62% | -0.04% | 2.53 |
| XLI | Industrials | sector | 180.75 | -0.89% | -0.89% | -0.01% | 2.24 |
| XLY | Consumer Discretionary | sector | 115.14 | -1.92% | -0.92% | -1.01% | 2.95 |
| XLP | Consumer Staples | sector | 84.75 | -0.12% | +0.37% | -0.49% | 2.24 |
| XLU | Utilities | sector | 45.59 | -0.24% | +0.09% | -0.33% | 1.56 |
| XLB | Materials | sector | 50.23 | -2.48% | -0.99% | -1.50% | 2.01 |
| XLC | Communication Services | sector | 109.96 | -0.95% | -0.09% | -0.87% | 1.35 |
| XLRE | Real Estate | sector | 44.54 | -0.78% | -0.09% | -0.69% | 1.97 |
| MTUM | Momentum Factor | style | 313.99 | +0.50% | -0.74% | +1.24% | 1.71 |
| VLUE | Value Factor | style | 191.45 | -0.22% | -1.06% | +0.85% | 0.49 |
| QUAL | Quality Factor | style | 216.42 | -0.61% | -0.50% | -0.11% | 1.10 |
| USMV | Min Volatility | style | 97.73 | -0.63% | -0.50% | -0.13% | 1.20 |
| SPLV | Low Volatility | style | 76.34 | -0.75% | -0.19% | -0.57% | 1.40 |
| SPHB | High Beta | style | 144.31 | -1.04% | -1.26% | +0.22% | 3.33 |
| IWF | Russell 1000 Growth | style | 120.85 | -0.41% | -0.73% | +0.32% | 0.58 |
| IWD | Russell 1000 Value | style | 245.61 | -0.86% | -0.38% | -0.48% | 0.53 |
| VUG | Vanguard Growth | style | 85.40 | -0.56% | -0.58% | +0.02% | 1.37 |
| VTV | Vanguard Value | style | 218.25 | -0.60% | -0.47% | -0.13% | 1.39 |
| SMH | Semiconductors | theme | 584.75 | +0.57% | -1.05% | +1.64% | 1.94 |
| XBI | Biotech | theme | 162.53 | -0.82% | -1.00% | +0.18% | 1.77 |
| ITA | Aerospace & Defense | theme | 241.85 | -1.33% | -0.74% | -0.59% | 1.44 |
| KRE | Regional Banks | theme | 73.87 | -1.60% | -0.52% | -1.08% | 2.68 |
| XHB | Homebuilders | theme | 106.26 | -2.88% | -1.27% | -1.63% | 1.59 |
| TAN | Solar | theme | 53.72 | -1.99% | -1.92% | -0.07% | 0.81 |
| TLT | 20+yr Treasuries | cross_asset | 84.25 | -0.35% | -0.28% | -0.07% | 1.19 |
| IEF | 7-10yr Treasuries | cross_asset | 93.45 | -0.26% | -0.18% | -0.08% | 1.15 |
| HYG | High Yield Credit | cross_asset | 79.64 | -0.14% | -0.19% | +0.04% | 1.13 |
| LQD | IG Credit | cross_asset | 107.58 | -0.27% | -0.19% | -0.09% | 2.44 |
| GLD | Gold | cross_asset | 372.27 | -1.38% | -1.14% | -0.24% | 1.32 |
| USO | Oil | cross_asset | 112.45 | +3.24% | +3.16% | +0.08% | 7.23 |
| UUP | US Dollar | cross_asset | 28.41 | +0.05% | +0.04% | +0.02% | 0.52 |
SPY -0.60% since close (gap -0.61%, rvol 1.52); session phase regular.
Intraday Factor Moves
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Broken Momentum / Avoid | 135 | -1.03% | -0.65% | -0.38% | 24.4% adv | 0.91 | 100.0% |
| Extended Momentum Risk | 5 | -2.32% | -0.47% | -1.86% | 0.0% adv | 0.95 | 100.0% |
| Institutional Large-Cap Accumulation | 22 | -1.26% | -0.47% | -0.79% | 18.2% adv | 1.10 | 100.0% |
| Mega-Cap Liquid Momentum Leadership | 11 | -0.03% | -0.89% | +0.89% | 45.5% adv | 1.62 | 100.0% |
| Neutral / Transition | 380 | -0.81% | -0.63% | -0.19% | 29.3% adv | 0.88 | 99.7% |
| Oversold / Mean-Reversion Watch | 43 | -0.29% | -0.78% | +0.50% | 50.0% adv | 1.20 | 100.0% |
| Quality / Low-Vol Uptrend | 241 | -1.26% | -0.50% | -0.77% | 12.6% adv | 0.71 | 98.8% |
| Thematic Momentum Leadership | 169 | -1.26% | -0.88% | -0.39% | 18.3% adv | 0.75 | 100.0% |
Best production basket: Mega-Cap Liquid Momentum Leadership -0.03% since close; worst: Extended Momentum Risk -2.32%.
Sector Rotation
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Communication Services | 44 | -1.12% | -0.25% | -0.87% | 20.9% adv | 0.82 | 97.7% |
| Consumer Discretionary | 106 | -1.98% | -0.97% | -1.03% | 9.4% adv | 0.90 | 100.0% |
| Consumer Staples | 47 | -0.77% | +0.09% | -0.86% | 27.7% adv | 0.89 | 100.0% |
| Energy | 40 | +1.74% | +1.49% | +0.24% | 80.0% adv | 1.12 | 100.0% |
| Financials | 149 | -1.25% | -0.60% | -0.65% | 10.8% adv | 0.75 | 99.3% |
| Health Care | 128 | -0.99% | -0.70% | -0.30% | 22.8% adv | 0.88 | 99.2% |
| Industrials | 177 | -1.17% | -0.95% | -0.22% | 21.6% adv | 0.80 | 100.0% |
| Information Technology | 166 | -0.89% | -1.12% | +0.24% | 33.3% adv | 0.98 | 99.4% |
| Materials | 39 | -1.32% | -1.07% | -0.25% | 30.8% adv | 1.07 | 100.0% |
| Real Estate | 66 | -0.92% | -0.41% | -0.51% | 10.6% adv | 0.59 | 100.0% |
| Utilities | 44 | -0.28% | +0.02% | -0.30% | 31.8% adv | 0.57 | 100.0% |
Best sector: Energy +1.74% since close; worst: Consumer Discretionary -1.98%.
Themes and Keyword Baskets
| Theme | N | Intraday | WTD | MTD | Breadth |
|---|
| Oil & Gas | 370 | -0.31% | +0.60% | +0.27% | 38.9% adv |
| Semiconductors | 247 | -0.67% | -2.60% | -6.70% | 33.5% adv |
| Industrial Automation | 491 | -0.84% | -2.28% | -4.38% | 27.3% adv |
| Cybersecurity | 158 | -0.99% | -0.60% | -0.36% | 30.2% adv |
| AI Infrastructure | 830 | -1.00% | -1.94% | -3.38% | 25.3% adv |
| Defense / Aerospace | 259 | -1.25% | -3.36% | -5.32% | 22.9% adv |
| Consumer / Retail | 486 | -1.27% | -2.13% | -0.83% | 20.5% adv |
| Housing / Real Estate | 423 | -1.30% | -0.93% | -0.38% | 17.8% adv |
| Cloud Software | 262 | -1.32% | +1.87% | +3.02% | 21.4% adv |
| Financials / Credit | 677 | -1.35% | -1.19% | +0.37% | 15.0% adv |
Best theme: Oil & Gas -0.31% since close; worst: Financials / Credit -1.35%.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1006 | -1.01% | -1.01% | -1.49% | 23.5% 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 |
|---|
| 62.5% | 66.6% | 235 | 765 | 4.3% |
62.5% of the universe holds above the 50-day and 66.6% above the 200-day; advancers 235 vs decliners 765.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.91 | 12.6% |
| production | Extended Momentum Risk | 0.95 | 20.0% |
| production | Institutional Large-Cap Accumulation | 1.10 | 22.7% |
| production | Mega-Cap Liquid Momentum Leadership | 1.62 | 72.7% |
| production | Neutral / Transition | 0.88 | 19.0% |
| production | Oversold / Mean-Reversion Watch | 1.20 | 35.7% |
| production | Quality / Low-Vol Uptrend | 0.71 | 6.3% |
| production | Thematic Momentum Leadership | 0.75 | 16.6% |
| Ticker | Basket | RVol | Return | Note |
|---|
| RIVN | Neutral / Transition | 12.56 | -3.79% | distribution volume |
| WBS | Quality / Low-Vol Uptrend | 6.64 | -2.00% | distribution volume |
| QXO | Broken Momentum / Avoid | 4.61 | -6.00% | distribution volume |
| WULF | Neutral / Transition | 4.58 | +9.93% | breakout volume |
| OXY | Neutral / Transition | 4.54 | +3.29% | breakout volume |
RIVN prints 12.56x relative volume in Neutral / Transition at -3.79%.
Regime Assessment
| Label | Confidence | Composite |
|---|
| Choppy Neutral | 0.09 | -0.14 |
| Component | Score [−2..+2] | Key inputs |
|---|
| trend | 0.1 | spy_vs_sma50_pct=0.5694, spy_vs_sma200_pct=7.2181, sma20_slope_sign=-1.0, d3_pct=-0.2095 |
| breadth | 0.1 | pct_above_sma50=62.49, pct_above_sma200=66.57, adv_dec_ratio=0.307, pct_baskets_positive=4.26 |
| volatility | 0.5 | rv20_pctile_2y=74.8, tr_vs_atr20=0.46, atr20_method=true_range, intraday_range_vs_20d=0.232 |
| rotation | -1.0 | spearman_d1_vs_w1=-0.9027, spearman_wtd_vs_m1=0.6905, leadership_flip=True |
| size | -0.1 | small_large_d1=-0.2064, small_large_w1=-1.7379, small_large_m1=3.5451, smallmid_vs_5b_d1=0.3014 |
| style | -1.0 | mom_lowvol_w1=-9.7341, hibeta_lowvol_w1=-9.1724, growth_value_w1=-3.9855, credit_w1=0.9552 |
| Wave stage | Sectors |
|---|
| Expansion / late acceleration | 5 |
| Basing / early-cycle | 4 |
| Reset within trend | 2 |
Regime: Choppy Neutral (confidence 0.09, composite -0.14).
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 | +1.63% | +2.66% | confirms |
| OZK | -1.27% | -0.46% | diverges |
| OWL | -1.06% | -0.25% | diverges |
| SWKS | -3.66% | -3.37% | diverges |
| TAP | +0.01% | +1.04% | confirms |
Top screener pick: ACI (Consumer Staples), opportunity score 88.5, Wave 1 / accumulation.
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | -1.78% | -1.78% | +0.55% |
| production: Extended Momentum Risk | -1.70% | -1.70% | +5.92% |
| production: Institutional Large-Cap Accumulation | -0.68% | -0.68% | +3.17% |
| production: Mega-Cap Liquid Momentum Leadership | -1.24% | -1.24% | -6.05% |
| production: Neutral / Transition | -1.49% | -1.49% | -2.60% |
| production: Oversold / Mean-Reversion Watch | -4.78% | -4.78% | -12.78% |
| production: Quality / Low-Vol Uptrend | -1.09% | -1.09% | +1.00% |
| production: Thematic Momentum Leadership | -1.08% | -1.08% | -0.28% |
| theme: AI Infrastructure | -1.94% | -1.94% | -3.38% |
| theme: Cloud Software | +1.87% | +1.87% | +3.02% |
| theme: Commodities / Materials | -3.07% | -3.07% | -4.39% |
| theme: Consumer / Retail | -2.13% | -2.13% | -0.83% |
| theme: Crypto / Digital Assets | -1.43% | -1.43% | +0.08% |
| theme: Cybersecurity | -0.60% | -0.60% | -0.36% |
| theme: Defense / Aerospace | -3.36% | -3.36% | -5.32% |
| theme: Energy Transition | -1.43% | -1.43% | -1.47% |
| theme: Financials / Credit | -1.19% | -1.19% | +0.37% |
| theme: Healthcare / Biotech | +0.55% | +0.55% | +2.06% |
| theme: Housing / Real Estate | -0.93% | -0.93% | -0.38% |
| theme: Industrial Automation | -2.28% | -2.28% | -4.38% |
| theme: Macro Rates / Inflation | -1.78% | -1.78% | -1.63% |
| theme: Oil & Gas | +0.60% | +0.60% | +0.27% |
| theme: Semiconductors | -2.60% | -2.60% | -6.70% |
| sector: Communication Services | -1.13% | -1.13% | +1.44% |
| sector: Consumer Discretionary | -3.10% | -3.10% | -2.48% |
| sector: Consumer Staples | -1.61% | -1.61% | +1.68% |
| sector: Energy | +3.89% | +3.89% | +3.38% |
| sector: Financials | -0.55% | -0.55% | +1.95% |
| sector: Health Care | -0.42% | -0.42% | +2.58% |
| sector: Industrials | -3.12% | -3.12% | -5.07% |
| sector: Information Technology | -1.68% | -1.68% | -5.38% |
| sector: Materials | -3.56% | -3.56% | -3.56% |
| sector: Real Estate | -0.91% | -0.91% | +0.77% |
| sector: Utilities | -0.68% | -0.68% | +0.23% |
| size: Large (>=5B) | -1.49% | -1.49% | -1.23% |
| 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 | -1.82% | -1.82% | -1.65% |
| style: Extended Overbought Momentum | -0.16% | -0.16% | +4.77% |
| style: Low-Vol Uptrend | -1.03% | -1.03% | +0.31% |
| style: Momentum Breakout / Leadership | -1.45% | -1.45% | +1.08% |
| style: Neutral / Transition | -1.46% | -1.46% | -2.23% |
| style: Normal Vol/Trend | -2.13% | -2.13% | -3.95% |
| style: Oversold / Mean-Reversion Watch | -4.78% | -4.78% | -12.78% |
| style: Persistent Uptrend / Compounder | -0.89% | -0.89% | +0.49% |
| style: Weak Downtrend / Avoid Momentum | -1.78% | -1.78% | +0.55% |
WTD: best Energy +3.89%, worst Oversold / Mean-Reversion Watch -4.78%; breadth deteriorating.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-08T10:00:00-04:00 |
| 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 2026-07-09T02:58:31-04:00; every figure above is computed deterministically from report.json
- Narration: all 9 narrative sections used the deterministic fallback (LLM narrative unavailable or disabled this run)