Data as of 2026-07-08T07:00:00-04:00 (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 | 740.99 | -0.90% | n/a | n/a | n/a |
| QQQ | Nasdaq 100 | index | 700.04 | -1.32% | n/a | n/a | n/a |
| DIA | Dow Industrials | index | 522.69 | -1.09% | n/a | n/a | n/a |
| IWM | Russell 2000 | index | 292.62 | -1.21% | n/a | n/a | n/a |
| MDY | S&P MidCap 400 | index | 682.11 | -0.87% | n/a | n/a | n/a |
| IJR | S&P SmallCap 600 | index | 144.00 | -0.96% | n/a | n/a | n/a |
| RSP | S&P 500 Equal Weight | index | 213.21 | -0.71% | n/a | n/a | n/a |
| VTI | Total US Market | index | 366.14 | -0.94% | n/a | n/a | n/a |
| XLK | Technology | sector | 175.77 | -1.90% | n/a | n/a | n/a |
| XLF | Financials | sector | 55.66 | -0.70% | n/a | n/a | n/a |
| XLE | Energy | sector | 55.64 | +1.83% | n/a | n/a | n/a |
| XLV | Health Care | sector | 164.00 | -0.27% | n/a | n/a | n/a |
| XLI | Industrials | sector | 180.16 | -1.22% | n/a | n/a | n/a |
| XLY | Consumer Discretionary | sector | 115.98 | -1.20% | n/a | n/a | n/a |
| XLP | Consumer Staples | sector | 85.45 | +0.70% | n/a | n/a | n/a |
| XLU | Utilities | sector | 45.59 | -0.24% | n/a | n/a | n/a |
| XLB | Materials | sector | 51.11 | -0.78% | n/a | n/a | n/a |
| XLC | Communication Services | sector | n/a | n/a | n/a | n/a | n/a |
| XLRE | Real Estate | sector | 44.70 | -0.42% | n/a | n/a | n/a |
| MTUM | Momentum Factor | style | 311.29 | -0.37% | n/a | n/a | n/a |
| VLUE | Value Factor | style | 190.00 | -0.97% | n/a | n/a | n/a |
| QUAL | Quality Factor | style | 215.57 | -1.00% | n/a | n/a | n/a |
| USMV | Min Volatility | style | n/a | n/a | n/a | n/a | n/a |
| SPLV | Low Volatility | style | 76.79 | -0.17% | n/a | n/a | n/a |
| SPHB | High Beta | style | 143.51 | -1.59% | n/a | n/a | n/a |
| IWF | Russell 1000 Growth | style | 120.20 | -0.95% | n/a | n/a | n/a |
| IWD | Russell 1000 Value | style | n/a | n/a | n/a | n/a | n/a |
| VUG | Vanguard Growth | style | 84.82 | -1.24% | n/a | n/a | n/a |
| VTV | Vanguard Value | style | 219.02 | -0.25% | n/a | n/a | n/a |
| SMH | Semiconductors | theme | 569.00 | -2.14% | n/a | n/a | n/a |
| XBI | Biotech | theme | 161.72 | -1.31% | n/a | n/a | n/a |
| ITA | Aerospace & Defense | theme | 244.00 | -0.45% | n/a | n/a | n/a |
| KRE | Regional Banks | theme | 74.38 | -0.92% | n/a | n/a | n/a |
| XHB | Homebuilders | theme | n/a | n/a | n/a | n/a | n/a |
| TAN | Solar | theme | 53.90 | -1.66% | n/a | n/a | n/a |
| TLT | 20+yr Treasuries | cross_asset | 84.35 | -0.24% | n/a | n/a | n/a |
| IEF | 7-10yr Treasuries | cross_asset | 93.81 | +0.12% | n/a | n/a | n/a |
| HYG | High Yield Credit | cross_asset | n/a | n/a | n/a | n/a | n/a |
| LQD | IG Credit | cross_asset | 107.61 | -0.25% | n/a | n/a | n/a |
| GLD | Gold | cross_asset | 371.61 | -1.56% | n/a | n/a | n/a |
| USO | Oil | cross_asset | 112.10 | +2.92% | n/a | n/a | n/a |
| UUP | US Dollar | cross_asset | 28.43 | +0.11% | n/a | n/a | n/a |
Premarket trading on July 8, 2026 shows broad weakness with Information Technology leading declines at -2.17% since close, while Energy gains +1.82%. Consumer Staples ekes out a +0.41% gain, but most sectors are negative. Relative volume metrics are structurally suppressed pre-market, as noted in quality warnings. The missing report days may affect data continuity, but the snapshot reflects a defensive tilt with Energy’s advance and Tech’s retreat.
Intraday Factor Moves
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Broken Momentum / Avoid | 135 | -0.60% | n/a | n/a | 32.0% adv | n/a | 100.0% |
| Extended Momentum Risk | 5 | -1.47% | n/a | n/a | 25.0% adv | n/a | 100.0% |
| Institutional Large-Cap Accumulation | 22 | -0.97% | n/a | n/a | 17.6% adv | n/a | 100.0% |
| Mega-Cap Liquid Momentum Leadership | 11 | -1.78% | n/a | n/a | 18.2% adv | n/a | 100.0% |
| Neutral / Transition | 380 | -1.01% | n/a | n/a | 21.1% adv | n/a | 99.7% |
| Oversold / Mean-Reversion Watch | 43 | -1.48% | n/a | n/a | 12.5% adv | n/a | 100.0% |
| Quality / Low-Vol Uptrend | 241 | -0.39% | n/a | n/a | 27.7% adv | n/a | 98.8% |
| Thematic Momentum Leadership | 169 | -1.27% | n/a | n/a | 14.0% adv | n/a | 100.0% |
Week-to-date factor moves show aggressive anti-momentum and low-volatility outperformance. Momentum - LowVol is -2.13%, HighBeta - LowVol is -3.01%, and Growth - Value is -1.17%. Small caps trail large caps by -1.16% (Small - Large). Credit spreads widen by 1.01%, while Duration loses -1.36%. The Semis - Market spread is -3.42%. These moves indicate a sharp rotation away from high-beta, growth, and momentum toward safety and value.
Sector Rotation
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Communication Services | 44 | -0.77% | n/a | n/a | 20.6% adv | n/a | 97.7% |
| Consumer Discretionary | 106 | -0.82% | n/a | n/a | 13.6% adv | n/a | 100.0% |
| Consumer Staples | 47 | +0.41% | n/a | n/a | 84.2% adv | n/a | 100.0% |
| Energy | 40 | +1.82% | n/a | n/a | 97.2% adv | n/a | 100.0% |
| Financials | 149 | -1.12% | n/a | n/a | 7.4% adv | n/a | 99.3% |
| Health Care | 128 | -0.89% | n/a | n/a | 19.5% adv | n/a | 99.2% |
| Industrials | 177 | -0.99% | n/a | n/a | 17.2% adv | n/a | 100.0% |
| Information Technology | 166 | -2.17% | n/a | n/a | 2.2% adv | n/a | 99.4% |
| Materials | 39 | -0.83% | n/a | n/a | 23.1% adv | n/a | 100.0% |
| Real Estate | 66 | -0.21% | n/a | n/a | 28.2% adv | n/a | 100.0% |
| Utilities | 44 | -0.23% | n/a | n/a | 34.5% adv | n/a | 100.0% |
Sector rotation reveals a stark intraday bifurcation: Energy (+1.82%) and Consumer Staples (+0.41%) lead, while Information Technology (-2.17%) and Communication Services (-0.77%) lag. Technology’s breadth is dismal with only 2.19% of members advancing, versus Energy’s 97.22%. Week-to-date, Energy’s +3.87% contrasts with Technology’s -2.62%. Defensive sectors like Health Care (-0.87% intraday) and Utilities (-0.23%) show relative resilience. The rotation favors cyclicals linked to commodities and safety over growth.
Themes and Keyword Baskets
| Theme | N | Intraday | WTD | MTD | Breadth |
|---|
| Oil & Gas | 370 | -0.09% | +0.65% | +0.32% | 47.1% adv |
| Housing / Real Estate | 423 | -0.46% | -0.78% | -0.23% | 23.4% adv |
| Consumer / Retail | 486 | -0.58% | -1.92% | -0.61% | 31.2% adv |
| Macro Rates / Inflation | 494 | -0.82% | -1.80% | -1.63% | 25.8% adv |
| Energy Transition | 1123 | -0.88% | -1.40% | -1.42% | 24.9% adv |
| Defense / Aerospace | 259 | -1.36% | -3.37% | -5.30% | 17.3% adv |
| AI Infrastructure | 830 | -1.45% | -2.13% | -3.51% | 13.8% adv |
| Crypto / Digital Assets | 151 | -1.51% | -1.56% | +0.00% | 7.7% adv |
| Cloud Software | 262 | -1.56% | +1.84% | +3.04% | 7.7% adv |
| Semiconductors | 247 | -1.80% | -3.22% | -7.21% | 9.8% adv |
Thematic performance underscores the sector picture: Oil & Gas (wtd +0.65%) and Cloud Software (wtd +1.84%) are relative bright spots, though Cloud Software is down intraday -1.56%. Semiconductors are under severe pressure, down -1.8% intraday and -3.22% wtd. AI Infrastructure slides -2.13% wtd. Crypto / Digital Assets fall -1.51% intraday. Healthcare/Biotech data is degraded. The theme basket breadth is narrow, with only 10.2% of Cybersecurity members advancing. Overall, energy-related themes hold up while tech-oriented themes sell off.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1006 | -0.89% | -1.00% | -1.47% | 22.6% 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 |
|---|
| 62.3% | 67.6% | 151 | 482 | 6.4% |
Small caps underperform large caps on a daily (Small - Large: -0.31%) and weekly basis (-1.83%), though they have a 3.43% positive spread over the past month. The small-mid vs. $5B cap spread is +0.30% daily. Market breadth is deteriorating: only 31.3% of stocks advance versus decline, 62.3% remain above their 50-day SMA, and 67.6% above the 200-day. However, just 6.38% of production baskets are positive, signaling narrow participation.
Volume and Participation
No volume anomalies are detected in the current session’s data. However, quality warnings note that relative volume is structurally meaningless pre-market, as less than 1% of a day’s volume prints by 07:00 ET. Basket participation data is not provided, limiting additional volume-based insights.
Regime Assessment
| Label | Confidence | Composite |
|---|
| Choppy Neutral | 0.01 | -0.01 |
| Component | Score [−2..+2] | Key inputs |
|---|
| trend | 0.1 | spy_vs_sma50_pct=0.2676, spy_vs_sma200_pct=6.8964, sma20_slope_sign=-1.0, d3_pct=-0.5089 |
| breadth | 0.1 | pct_above_sma50=62.29, pct_above_sma200=67.56, adv_dec_ratio=0.313, pct_baskets_positive=6.38 |
| volatility | 0.0 | rv20_pctile_2y=74.8, tr_vs_atr20=0.772, atr20_method=true_range, intraday_range_vs_20d=0.865 |
| rotation | 1.0 | spearman_d1_vs_w1=0.2515, spearman_wtd_vs_m1=0.6905, leadership_flip=None |
| size | -0.1 | small_large_d1=-0.3066, small_large_w1=-1.8321, small_large_m1=3.4285, smallmid_vs_5b_d1=0.295 |
| style | -1.0 | mom_lowvol_w1=-11.1593, hibeta_lowvol_w1=-10.2874, growth_value_w1=-5.3875, credit_w1=1.076 |
| Wave stage | Sectors |
|---|
| Expansion / late acceleration | 5 |
| Basing / early-cycle | 4 |
| Reset within trend | 2 |
The regime is labeled Choppy Neutral with very low confidence (0.01) and a composite score of -0.015. Trend is modestly positive (SPY +0.27% vs. 50-day SMA, +6.90% vs. 200-day) but the SMA20 slope is negative. Breadth is weak (advance/decline ratio 0.31, 62.3% above 50-day). Volatility is elevated (20-day realized vol in the 74.8th percentile). Rotation is strong (Spearman rank correlation between weekly and monthly sector returns 0.69), while size and style scores are negative. The style score of -1.0 reflects heavy momentum and growth underperformance.
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 | -1.84% | -1.24% | diverges |
| OZK | n/a | n/a | diverges |
| OWL | -2.08% | -1.07% | diverges |
| SWKS | -1.27% | +0.21% | diverges |
| TAP | +0.33% | +0.93% | confirms |
Top opportunity scores include ACI (88.5, Consumer Staples, Wave 1 accumulation), OZK (87.2, Financials), OWL (81.7), SWKS (83.3, Tech), and TAP (84.6). Only TAP confirms intraday with a +0.33% vs. basket +0.93%. Top setups feature SYF (donchian_breakdown short, score 79.26), D (breakout long, 70.1), LNC (double bottom long, 69.7), and CWEN (double top short, 64.2). The list tilts toward accumulation patterns in defensive sectors with selective short signals in extended names.
Multi-Horizon Context
| Basket | D3 | WTD | MTD | QTD | YTD |
|---|
| production: Broken Momentum / Avoid | -1.38% | -1.38% | +0.97% | +0.97% | -16.81% |
| production: Extended Momentum Risk | -0.67% | -0.67% | +7.00% | +7.00% | -12.44% |
| production: Institutional Large-Cap Accumulation | -0.37% | -0.37% | +3.47% | +3.47% | +23.52% |
| production: Mega-Cap Liquid Momentum Leadership | -2.94% | -2.94% | -7.54% | -7.54% | +82.28% |
| production: Neutral / Transition | -1.67% | -1.67% | -2.70% | -2.70% | +19.33% |
| production: Oversold / Mean-Reversion Watch | -5.58% | -5.58% | -13.48% | -13.48% | +10.23% |
| production: Quality / Low-Vol Uptrend | -0.85% | -0.85% | +1.24% | +1.24% | +12.39% |
| production: Thematic Momentum Leadership | -0.99% | -0.99% | -0.16% | -0.16% | +45.64% |
| theme: AI Infrastructure | -2.13% | -2.13% | -3.51% | -3.51% | +21.79% |
| theme: Cloud Software | +1.84% | +1.84% | +3.04% | +3.04% | +13.52% |
| theme: Commodities / Materials | -3.15% | -3.15% | -4.44% | -4.44% | +13.17% |
| theme: Consumer / Retail | -1.92% | -1.92% | -0.61% | -0.61% | +7.36% |
| theme: Crypto / Digital Assets | -1.56% | -1.56% | +0.00% | +0.00% | +9.89% |
| theme: Cybersecurity | -0.75% | -0.75% | -0.45% | -0.45% | +13.91% |
| theme: Defense / Aerospace | -3.37% | -3.37% | -5.30% | -5.30% | +25.27% |
| theme: Energy Transition | -1.40% | -1.40% | -1.42% | -1.42% | +18.73% |
| theme: Financials / Credit | -1.08% | -1.08% | +0.49% | +0.49% | +12.39% |
| theme: Healthcare / Biotech | +0.63% | +0.63% | +2.15% | +2.15% | +34.35% |
| theme: Housing / Real Estate | -0.78% | -0.78% | -0.23% | -0.23% | +11.29% |
| theme: Industrial Automation | -2.43% | -2.43% | -4.49% | -4.49% | +22.08% |
| theme: Macro Rates / Inflation | -1.80% | -1.80% | -1.63% | -1.63% | +15.19% |
| theme: Oil & Gas | +0.65% | +0.65% | +0.32% | +0.32% | +21.96% |
| theme: Semiconductors | -3.22% | -3.22% | -7.21% | -7.21% | +43.58% |
| sector: Communication Services | -0.90% | -0.90% | +1.69% | +1.69% | -3.88% |
| sector: Consumer Discretionary | -2.43% | -2.43% | -1.80% | -1.80% | +4.82% |
| sector: Consumer Staples | -0.82% | -0.82% | +2.51% | +2.51% | +7.66% |
| sector: Energy | +3.87% | +3.87% | +3.34% | +3.34% | +30.99% |
| sector: Financials | -0.48% | -0.48% | +2.04% | +2.04% | +8.36% |
| sector: Health Care | -0.29% | -0.29% | +2.72% | +2.72% | +28.79% |
| sector: Industrials | -3.01% | -3.01% | -4.95% | -4.95% | +18.27% |
| sector: Information Technology | -2.62% | -2.62% | -6.11% | -6.11% | +34.38% |
| sector: Materials | -3.51% | -3.51% | -3.48% | -3.48% | +19.71% |
| sector: Real Estate | -0.74% | -0.74% | +0.95% | +0.95% | +10.25% |
| sector: Utilities | -0.77% | -0.77% | +0.13% | +0.13% | +7.49% |
| size: Large (>=5B) | -1.47% | -1.47% | -1.17% | -1.17% | +17.47% |
| size: Micro Cap $250M-$1B | -1.19% | -1.19% | -0.92% | -0.92% | +20.11% |
| size: Nano Cap <$250M | -0.15% | -0.15% | -3.23% | -3.23% | +47.90% |
| size: Small Cap $1B-$5B | -0.68% | -0.68% | -0.49% | -0.49% | +21.44% |
| style: Base Building / Coiled | -1.51% | -1.51% | -1.28% | -1.28% | +8.30% |
| style: Extended Overbought Momentum | +0.32% | +0.32% | +5.27% | +5.27% | +34.67% |
| style: Low-Vol Uptrend | -0.85% | -0.85% | +0.51% | +0.51% | +26.22% |
| style: Momentum Breakout / Leadership | -1.06% | -1.06% | +1.48% | +1.48% | +43.79% |
| style: Neutral / Transition | -1.62% | -1.62% | -2.30% | -2.30% | +19.09% |
| style: Normal Vol/Trend | -2.66% | -2.66% | -4.37% | -4.37% | +7.12% |
| style: Oversold / Mean-Reversion Watch | -5.58% | -5.58% | -13.48% | -13.48% | +10.23% |
| style: Persistent Uptrend / Compounder | -0.77% | -0.77% | +0.61% | +0.61% | +23.73% |
| style: Weak Downtrend / Avoid Momentum | -1.38% | -1.38% | +0.97% | +0.97% | -16.81% |
WTD: best Energy +3.87%, worst Oversold / Mean-Reversion Watch -5.58%; breadth deteriorating.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-08T07:00:00-04:00 |
| 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: 66.5%
- Degraded baskets: theme:Healthcare / Biotech
- Missing archived report days: 2026-07-01, 2026-07-02, 2026-07-06, 2026-07-07
- Warning: premarket rvol suppressed: <1% of a day's volume prints by 07:00 ET, so relative volume is structurally meaningless before the open
- Report generated at 2026-07-09T02:56:29-04:00; every figure above is computed deterministically from report.json
- Narration: 1 of 9 sections used the deterministic fallback (multi_horizon); all other sections are LLM-narrated