Data as of 2026-07-09T09:45:00-04:00 (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 | 748.69 | +0.44% | +0.26% | +0.18% | 0.94 |
| QQQ | Nasdaq 100 | index | 721.56 | +1.42% | +0.97% | +0.45% | 1.44 |
| DIA | Dow Industrials | index | 523.26 | +0.09% | +0.17% | -0.07% | 1.18 |
| IWM | Russell 2000 | index | 295.94 | +0.84% | +0.61% | +0.23% | 1.13 |
| MDY | S&P MidCap 400 | index | 688.47 | +1.03% | +0.69% | +0.34% | 0.56 |
| IJR | S&P SmallCap 600 | index | 144.84 | +0.80% | +0.68% | +0.12% | 0.59 |
| RSP | S&P 500 Equal Weight | index | 213.13 | +0.44% | +0.30% | +0.14% | 0.83 |
| VTI | Total US Market | index | 370.13 | +0.51% | +0.33% | +0.18% | 1.44 |
| XLK | Technology | sector | 185.87 | +2.46% | +1.85% | +0.60% | 1.04 |
| XLF | Financials | sector | 55.25 | +0.52% | +0.18% | +0.33% | 0.78 |
| XLE | Energy | sector | 55.15 | -0.81% | -0.58% | -0.24% | 1.21 |
| XLV | Health Care | sector | 162.46 | +0.10% | -0.31% | +0.41% | 0.96 |
| XLI | Industrials | sector | 181.70 | +0.71% | +1.11% | -0.40% | 0.82 |
| XLY | Consumer Discretionary | sector | 115.20 | -0.09% | -0.50% | +0.42% | 1.31 |
| XLP | Consumer Staples | sector | 83.31 | -1.28% | -1.00% | -0.29% | 1.66 |
| XLU | Utilities | sector | 45.28 | -0.17% | +0.43% | -0.59% | 1.64 |
| XLB | Materials | sector | 50.27 | +0.22% | +0.42% | -0.20% | 1.27 |
| XLC | Communication Services | sector | 108.31 | -1.05% | -1.26% | +0.21% | 1.10 |
| XLRE | Real Estate | sector | 44.20 | +0.11% | +0.11% | +0.00% | 1.53 |
| MTUM | Momentum Factor | style | 326.06 | +3.56% | +3.20% | +0.34% | 1.82 |
| VLUE | Value Factor | style | 195.30 | +2.01% | +1.85% | +0.15% | 0.20 |
| QUAL | Quality Factor | style | 218.58 | +0.77% | +0.44% | +0.33% | 3.82 |
| USMV | Min Volatility | style | 97.79 | +0.14% | -0.03% | +0.17% | 0.46 |
| SPLV | Low Volatility | style | 75.62 | -0.32% | -0.09% | -0.22% | 0.59 |
| SPHB | High Beta | style | 149.30 | +2.58% | +2.15% | +0.42% | 0.59 |
| IWF | Russell 1000 Growth | style | 122.90 | +0.90% | +0.70% | +0.20% | 0.54 |
| IWD | Russell 1000 Value | style | 245.32 | +0.05% | -0.21% | +0.26% | 0.51 |
| VUG | Vanguard Growth | style | 86.42 | +0.50% | +0.19% | +0.31% | 1.42 |
| VTV | Vanguard Value | style | 218.69 | +0.48% | +0.22% | +0.27% | 0.69 |
| SMH | Semiconductors | theme | 616.94 | +4.04% | +3.79% | +0.24% | 2.35 |
| XBI | Biotech | theme | 164.63 | +1.02% | -0.10% | +1.12% | 1.14 |
| ITA | Aerospace & Defense | theme | 240.15 | +0.21% | +0.41% | -0.19% | 0.57 |
| KRE | Regional Banks | theme | 73.92 | +0.80% | +0.46% | +0.33% | 1.09 |
| XHB | Homebuilders | theme | 107.22 | +1.11% | +1.03% | +0.08% | 0.65 |
| TAN | Solar | theme | 54.95 | +1.51% | +0.98% | +0.52% | 0.52 |
| TLT | 20+yr Treasuries | cross_asset | 84.31 | -0.05% | -0.09% | +0.04% | 0.64 |
| IEF | 7-10yr Treasuries | cross_asset | 93.62 | +0.12% | +0.09% | +0.03% | 0.30 |
| HYG | High Yield Credit | cross_asset | 79.70 | +0.06% | +0.09% | -0.03% | 0.62 |
| LQD | IG Credit | cross_asset | 107.73 | +0.06% | +0.04% | +0.02% | 0.69 |
| GLD | Gold | cross_asset | 378.50 | +1.08% | +1.08% | -0.00% | 0.87 |
| USO | Oil | cross_asset | 110.20 | -1.79% | -1.22% | -0.58% | 2.29 |
| UUP | US Dollar | cross_asset | 28.36 | +0.01% | -0.04% | +0.04% | 0.90 |
The session opens with large caps up 0.44%, driven by Semiconductors (+3.01% since close, gap 2.32%) and AI Infrastructure (+1.44%). Breadth is negative with 467 advancers against 528 decliners. Consumer/Retail (-0.48%) and Housing/Real Estate (-0.35%) lag, while defensive Healthcare/Biotech is flat (+0.03%).
Intraday Factor Moves
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Broken Momentum / Avoid | 135 | -1.10% | -1.33% | +0.20% | 28.1% adv | 0.55 | 100.0% |
| Extended Momentum Risk | 5 | -3.11% | -3.36% | +0.27% | 0.0% adv | 0.27 | 100.0% |
| Institutional Large-Cap Accumulation | 22 | -0.49% | -1.36% | +0.88% | 36.4% adv | 0.48 | 100.0% |
| Mega-Cap Liquid Momentum Leadership | 11 | +4.17% | +3.97% | +0.21% | 63.6% adv | 0.92 | 100.0% |
| Neutral / Transition | 380 | +1.20% | +0.93% | +0.29% | 50.0% adv | 0.43 | 99.7% |
| Oversold / Mean-Reversion Watch | 43 | +3.20% | +3.05% | +0.15% | 76.2% adv | 0.69 | 100.0% |
| Quality / Low-Vol Uptrend | 241 | -0.32% | -0.36% | +0.05% | 39.7% adv | 0.33 | 98.8% |
| Thematic Momentum Leadership | 169 | +0.35% | -0.25% | +0.61% | 58.9% adv | 0.35 | 100.0% |
Factor performance reverses recent trends: Oversold / Mean-Reversion Watch surges +3.13%, while Extended Overbought Momentum drops -1.58%. Normal Vol/Trend adds +1.67%, and Weak Downtrend resumes losses at -1.10%. Quality/Low-Vol Uptrend is flat (-0.01%), as large caps (+0.44%) outpace flat small caps.
Sector Rotation
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Communication Services | 44 | -1.13% | -1.52% | +0.40% | 27.9% adv | 0.41 | 97.7% |
| Consumer Discretionary | 106 | -0.60% | -0.67% | +0.07% | 38.7% adv | 0.35 | 100.0% |
| Consumer Staples | 47 | -1.99% | -1.60% | -0.35% | 10.6% adv | 0.48 | 100.0% |
| Energy | 40 | +0.51% | +0.74% | -0.23% | 45.0% adv | 0.43 | 100.0% |
| Financials | 149 | -0.11% | -0.43% | +0.32% | 41.5% adv | 0.37 | 99.3% |
| Health Care | 128 | +0.09% | -0.62% | +0.72% | 52.0% adv | 0.37 | 99.2% |
| Industrials | 177 | +0.45% | +0.66% | -0.22% | 58.5% adv | 0.39 | 100.0% |
| Information Technology | 166 | +3.58% | +2.29% | +1.31% | 66.7% adv | 0.75 | 99.4% |
| Materials | 39 | +0.21% | +0.41% | -0.20% | 48.7% adv | 0.48 | 100.0% |
| Real Estate | 66 | -0.47% | -0.35% | -0.12% | 36.4% adv | 0.27 | 100.0% |
| Utilities | 44 | -0.28% | +0.16% | -0.44% | 20.4% adv | 0.34 | 100.0% |
Sector rotation this morning favors Energy-linked themes with Oil & Gas +0.29% and Energy Transition +0.26%. Financials/Credit slips -0.14%, while Consumer/Retail (-0.48%) and Housing/Real Estate (-0.35%) weaken. Cloud Software (+0.95%) and Cybersecurity (+0.85%) show relative resilience.
Themes and Keyword Baskets
| Theme | N | Intraday | WTD | MTD | Breadth |
|---|
| Semiconductors | 247 | +3.01% | -0.70% | -5.10% | 65.1% adv |
| Industrial Automation | 491 | +1.52% | -1.41% | -3.61% | 63.5% adv |
| AI Infrastructure | 830 | +1.44% | -1.01% | -2.58% | 52.8% adv |
| Cloud Software | 262 | +0.95% | +2.69% | +3.73% | 43.5% adv |
| Crypto / Digital Assets | 151 | +0.89% | -0.65% | +0.78% | 47.2% adv |
| Oil & Gas | 370 | +0.29% | +0.90% | +0.51% | 46.3% adv |
| Energy Transition | 1123 | +0.26% | -1.15% | -1.23% | 47.4% adv |
| Financials / Credit | 677 | -0.14% | -1.04% | +0.48% | 43.4% adv |
| Housing / Real Estate | 423 | -0.35% | -1.04% | -0.50% | 40.7% adv |
| Consumer / Retail | 486 | -0.48% | -2.17% | -0.90% | 39.5% adv |
Thematic leadership is concentrated in Semiconductors (+3.01% intraday, gap 2.32%) and AI Infrastructure (+1.44%). Cloud Software adds +0.95%, and Crypto/Digital Assets rises +0.89%. Laggards include Consumer/Retail (-0.48%), Housing/Real Estate (-0.35%), and Financials/Credit (-0.14%). Cybersecurity (+0.85%) and Healthcare/Biotech (+0.03%) are mixed.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1006 | +0.44% | +0.44% | -0.81% | 46.8% adv |
| Micro Cap $250M-$1B | 228 | n/a | +0.00% | -1.19% | 0.0% adv |
| Nano Cap <$250M | 21 | n/a | +0.00% | -0.15% | 0.0% adv |
| Small Cap $1B-$5B | 829 | n/a | +0.00% | -0.68% | 0.0% adv |
| % > SMA50 | % > SMA200 | Advancers | Decliners | % Baskets Positive |
|---|
| 62.9% | 66.2% | 467 | 528 | 53.2% |
Large caps gain 0.44%, while small, micro, and nano caps are unchanged. Breadth is mixed: 467 advancers vs 528 decliners, and only 53.19% of baskets are positive. 62.89% of members remain above the 50-day moving average, but the advance/decline ratio sits at 0.884.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.55 | 8.1% |
| production | Extended Momentum Risk | 0.27 | 20.0% |
| production | Institutional Large-Cap Accumulation | 0.48 | 4.5% |
| production | Mega-Cap Liquid Momentum Leadership | 0.92 | 36.4% |
| production | Neutral / Transition | 0.43 | 7.9% |
| production | Oversold / Mean-Reversion Watch | 0.69 | 21.4% |
| production | Quality / Low-Vol Uptrend | 0.33 | 3.0% |
| production | Thematic Momentum Leadership | 0.35 | 4.8% |
| Ticker | Basket | RVol | Return | Note |
|---|
| IONS | Thematic Momentum Leadership | 25.92 | -20.91% | distribution volume |
| ALNY | Neutral / Transition | 17.10 | +12.56% | breakout volume |
| BBIO | Quality / Low-Vol Uptrend | 10.81 | +15.79% | breakout volume |
| LEVI | Thematic Momentum Leadership | 7.91 | -2.81% | distribution volume |
| PSKY | Broken Momentum / Avoid | 6.24 | -8.21% | distribution volume |
Volume is moderate with most baskets trading below average; rvol_median ranges from 0.27 (Extended Momentum Risk) to 0.92 (Mega-Cap Liquid Momentum Leadership), where 36.4% of names exceed 1.5x. Anomalies include IONS (RVOL 25.92, -20.91%) on distribution volume and ALNY (RVOL 17.10, +12.56%) on breakout volume.
Regime Assessment
| Label | Confidence | Composite |
|---|
| Choppy Neutral | 0.01 | 0.02 |
| Component | Score [−2..+2] | Key inputs |
|---|
| trend | 0.6 | spy_vs_sma50_pct=1.2234, spy_vs_sma200_pct=7.9424, sma20_slope_sign=-1.0, d3_pct=-0.3447 |
| breadth | 0.7 | pct_above_sma50=62.89, pct_above_sma200=66.17, adv_dec_ratio=0.884, pct_baskets_positive=53.19 |
| volatility | 0.0 | rv20_pctile_2y=75.2, tr_vs_atr20=0.299, atr20_method=true_range, intraday_range_vs_20d=0.305 |
| rotation | -1.0 | spearman_d1_vs_w1=-0.619, spearman_wtd_vs_m1=0.0476, leadership_flip=False |
| size | -0.3 | small_large_d1=0.3968, small_large_w1=-1.5221, small_large_m1=2.8828, smallmid_vs_5b_d1=-0.4408 |
| style | -0.8 | mom_lowvol_w1=-1.5507, hibeta_lowvol_w1=-2.4749, growth_value_w1=-0.688, credit_w1=0.8176 |
| Wave stage | Sectors |
|---|
| Expansion / late acceleration | 5 |
| Basing / early-cycle | 4 |
| Reset within trend | 2 |
The composite regime is Choppy Neutral (0.02, confidence 0.01), unchanged from premarket. Trend (0.55) and breadth (0.70) are neutral-positive, but rotation (-1.0) and style (-0.75) signal sharp reversals. Volatility is subdued (0.0), reinforcing a choppy, directionless environment.
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 | -2.26% | -1.16% | diverges |
| OZK | +0.61% | -0.59% | confirms |
| OWL | -1.71% | -2.91% | diverges |
| SWKS | +1.27% | -1.93% | confirms |
| TAP | -1.66% | -0.56% | diverges |
Top screener opportunities: ACI (88.5, Broken Momentum / Avoid), OZK (87.2, Neutral/Transition), TAP (84.6), and SWKS (83.3, Oversold / Mean-Reversion Watch). Intraday confirmation came for OZK (+0.61%) and SWKS (+1.27%). Top setups include SYF (short, donchian breakdown, 79.26) and D (long, breakout, 70.1).
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | -2.02% | -2.33% | -0.04% |
| production: Extended Momentum Risk | -2.36% | -2.63% | +4.88% |
| production: Institutional Large-Cap Accumulation | -1.14% | -0.57% | +3.28% |
| production: Mega-Cap Liquid Momentum Leadership | +1.01% | +1.74% | -3.49% |
| production: Neutral / Transition | -0.58% | -0.14% | -1.45% |
| production: Oversold / Mean-Reversion Watch | -1.50% | -1.94% | -10.34% |
| production: Quality / Low-Vol Uptrend | -1.37% | -1.32% | +0.76% |
| production: Thematic Momentum Leadership | -0.73% | -0.27% | +0.48% |
| theme: AI Infrastructure | -1.76% | -1.01% | -2.58% |
| theme: Cloud Software | -0.39% | +2.69% | +3.73% |
| theme: Commodities / Materials | -2.94% | -2.76% | -4.14% |
| theme: Consumer / Retail | -1.50% | -2.17% | -0.90% |
| theme: Crypto / Digital Assets | -1.77% | -0.65% | +0.78% |
| theme: Cybersecurity | -1.23% | +0.03% | +0.18% |
| theme: Defense / Aerospace | -3.19% | -2.76% | -4.84% |
| theme: Energy Transition | -1.43% | -1.15% | -1.23% |
| theme: Financials / Credit | -1.45% | -1.04% | +0.48% |
| theme: Healthcare / Biotech | +0.63% | +0.76% | +2.26% |
| theme: Housing / Real Estate | -1.93% | -1.04% | -0.50% |
| theme: Industrial Automation | -1.87% | -1.41% | -3.61% |
| theme: Macro Rates / Inflation | -1.29% | -1.43% | -1.35% |
| theme: Oil & Gas | +1.09% | +0.90% | +0.51% |
| theme: Semiconductors | -1.39% | -0.70% | -5.10% |
| sector: Communication Services | -1.47% | -1.79% | +0.78% |
| sector: Consumer Discretionary | -2.29% | -2.83% | -2.22% |
| sector: Consumer Staples | -1.88% | -3.10% | +0.13% |
| sector: Energy | +4.16% | +3.74% | +3.22% |
| sector: Financials | -1.59% | -0.39% | +2.07% |
| sector: Health Care | +0.27% | +0.13% | +3.13% |
| sector: Industrials | -2.85% | -2.32% | -4.37% |
| sector: Information Technology | +0.48% | +1.79% | -2.43% |
| sector: Materials | -2.90% | -3.31% | -3.35% |
| sector: Real Estate | -0.92% | -1.61% | +0.05% |
| sector: Utilities | -0.12% | -1.14% | -0.27% |
| size: Large (>=5B) | -1.03% | -0.81% | -0.68% |
| size: Micro Cap $250M-$1B | -1.41% | -1.19% | -0.92% |
| size: Nano Cap <$250M | -0.10% | -0.15% | -3.23% |
| size: Small Cap $1B-$5B | -1.42% | -0.68% | -0.49% |
| style: Base Building / Coiled | -1.71% | -1.47% | -1.42% |
| style: Extended Overbought Momentum | -0.95% | -0.63% | +4.25% |
| style: Low-Vol Uptrend | -1.00% | -0.77% | +0.54% |
| style: Momentum Breakout / Leadership | -1.26% | -0.83% | +1.71% |
| style: Neutral / Transition | -0.74% | -0.30% | -1.25% |
| style: Normal Vol/Trend | -0.60% | -0.42% | -2.51% |
| style: Oversold / Mean-Reversion Watch | -1.50% | -1.94% | -10.34% |
| style: Persistent Uptrend / Compounder | -0.90% | -0.82% | +0.56% |
| style: Weak Downtrend / Avoid Momentum | -2.02% | -2.33% | -0.04% |
Over three days, Energy (+4.16%) and Oil & Gas (+1.09%) lead, while Defense/Aerospace (-3.19%) lags. Week-to-date, Energy (+3.74%) and Cloud Software (+2.69%) outperform Materials (-3.31%). Month-to-date, Extended Momentum Risk (+4.88%) and Cloud Software (+3.73%) hold gains, but Oversold/Mean-Reversion Watch (-10.34%) and Semiconductors (-5.10%) remain under pressure. Spreads whipsawed, with Momentum-LowVol +3.11% wtd after -6.27% mtd.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-09T09:45:00-04:00 |
| warehouse_snapshot | 2026-07-09 |
| proxy_daily | 2026-07-08 |
| screener_artifact | 2026-07-08T20:33:12.166787-04:00 |
| grouped_daily | unavailable |
- Overall coverage: 99.2%
- Degraded baskets: theme:Healthcare / Biotech
- Missing archived report days: 2026-07-01, 2026-07-02, 2026-07-06, 2026-07-07
- Report generated at 2026-07-09T10:00:24-04:00; every figure above is computed deterministically from report.json