Data as of 2026-07-09T06:45:00-04:00 (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 | 746.63 | +0.17% | n/a | n/a | n/a |
| QQQ | Nasdaq 100 | index | 715.52 | +0.57% | n/a | n/a | n/a |
| DIA | Dow Industrials | index | 522.42 | -0.07% | n/a | n/a | n/a |
| IWM | Russell 2000 | index | 293.95 | +0.16% | n/a | n/a | n/a |
| MDY | S&P MidCap 400 | index | n/a | n/a | n/a | n/a | n/a |
| IJR | S&P SmallCap 600 | index | n/a | n/a | n/a | n/a | n/a |
| RSP | S&P 500 Equal Weight | index | n/a | n/a | n/a | n/a | n/a |
| VTI | Total US Market | index | n/a | n/a | n/a | n/a | n/a |
| XLK | Technology | sector | 183.00 | +0.88% | n/a | n/a | n/a |
| XLF | Financials | sector | 54.99 | +0.04% | n/a | n/a | n/a |
| XLE | Energy | sector | 55.47 | -0.23% | n/a | n/a | n/a |
| XLV | Health Care | sector | 162.06 | -0.15% | n/a | n/a | n/a |
| XLI | Industrials | sector | n/a | n/a | n/a | n/a | n/a |
| XLY | Consumer Discretionary | sector | 115.32 | +0.02% | n/a | n/a | n/a |
| XLP | Consumer Staples | sector | 84.24 | -0.18% | n/a | n/a | n/a |
| XLU | Utilities | sector | 45.36 | +0.00% | n/a | n/a | n/a |
| XLB | Materials | sector | n/a | n/a | n/a | n/a | n/a |
| XLC | Communication Services | sector | n/a | n/a | n/a | n/a | n/a |
| XLRE | Real Estate | sector | n/a | n/a | n/a | n/a | n/a |
| MTUM | Momentum Factor | style | 319.66 | +1.53% | n/a | n/a | n/a |
| VLUE | Value Factor | style | 192.96 | +0.78% | n/a | n/a | n/a |
| QUAL | Quality Factor | style | n/a | n/a | n/a | n/a | n/a |
| USMV | Min Volatility | style | n/a | n/a | n/a | n/a | n/a |
| SPLV | Low Volatility | style | 75.87 | +0.01% | n/a | n/a | n/a |
| SPHB | High Beta | style | n/a | n/a | n/a | n/a | n/a |
| IWF | Russell 1000 Growth | style | n/a | n/a | 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 | 86.05 | +0.07% | n/a | n/a | n/a |
| VTV | Vanguard Value | style | n/a | n/a | n/a | n/a | n/a |
| SMH | Semiconductors | theme | 604.59 | +1.95% | n/a | n/a | n/a |
| XBI | Biotech | theme | 163.02 | +0.03% | n/a | n/a | n/a |
| ITA | Aerospace & Defense | theme | n/a | n/a | n/a | n/a | n/a |
| KRE | Regional Banks | theme | 73.68 | +0.46% | n/a | n/a | n/a |
| XHB | Homebuilders | theme | n/a | n/a | n/a | n/a | n/a |
| TAN | Solar | theme | n/a | n/a | n/a | n/a | n/a |
| TLT | 20+yr Treasuries | cross_asset | 84.17 | -0.23% | n/a | n/a | n/a |
| IEF | 7-10yr Treasuries | cross_asset | 93.56 | +0.05% | n/a | n/a | n/a |
| HYG | High Yield Credit | cross_asset | 79.66 | +0.00% | n/a | n/a | n/a |
| LQD | IG Credit | cross_asset | n/a | n/a | n/a | n/a | n/a |
| GLD | Gold | cross_asset | 376.41 | +0.52% | n/a | n/a | n/a |
| USO | Oil | cross_asset | 111.80 | -0.37% | n/a | n/a | n/a |
| UUP | US Dollar | cross_asset | n/a | n/a | n/a | n/a | n/a |
Premarket action is mixed with Large caps up 0.31% intraday from prior close. Advancers trail decliners 258 to 290, and only 42.55% of baskets trade positively. The regime remains Choppy Neutral with a composite of -0.08, little changed overnight. Sector and factor returns lack uniformity; no decisive shift evident.
Intraday Factor Moves
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Broken Momentum / Avoid | 135 | -0.81% | n/a | n/a | 32.2% adv | n/a | 100.0% |
| Extended Momentum Risk | 5 | -1.89% | n/a | n/a | 0.0% adv | n/a | 100.0% |
| Institutional Large-Cap Accumulation | 22 | -0.95% | n/a | n/a | 37.5% adv | n/a | 100.0% |
| Mega-Cap Liquid Momentum Leadership | 11 | +2.48% | n/a | n/a | 54.5% adv | n/a | 100.0% |
| Neutral / Transition | 380 | +1.03% | n/a | n/a | 53.9% adv | n/a | 99.7% |
| Oversold / Mean-Reversion Watch | 43 | +2.36% | n/a | n/a | 71.0% adv | n/a | 100.0% |
| Quality / Low-Vol Uptrend | 241 | -0.44% | n/a | n/a | 32.5% adv | n/a | 98.8% |
| Thematic Momentum Leadership | 169 | -0.27% | n/a | n/a | 38.5% adv | n/a | 100.0% |
Factor returns show a mean-reversion pulse: Oversold / Mean-Reversion Watch surges 2.36% premarket, while Extended Overbought Momentum retreats 1.75%. Normal Vol/Trend adds 1.43%. Persistent Uptrend and Base Building slip slightly. This behavior unwinds recent momentum extremes, with leadership flipping to beaten-down names in thin premarket trade.
Sector Rotation
| Basket | N | Since Close | Gap | Since Open | Breadth | RVol | Coverage |
|---|
| Communication Services | 44 | -0.75% | n/a | n/a | 15.4% adv | n/a | 97.7% |
| Consumer Discretionary | 106 | -0.58% | n/a | n/a | 42.6% adv | n/a | 100.0% |
| Consumer Staples | 47 | -1.34% | n/a | n/a | 11.5% adv | n/a | 100.0% |
| Energy | 40 | +1.16% | n/a | n/a | 66.7% adv | n/a | 100.0% |
| Financials | 149 | -0.40% | n/a | n/a | 29.8% adv | n/a | 99.3% |
| Health Care | 128 | -0.29% | n/a | n/a | 39.1% adv | n/a | 99.2% |
| Industrials | 177 | -0.10% | n/a | n/a | 52.8% adv | n/a | 100.0% |
| Information Technology | 166 | +2.39% | n/a | n/a | 63.6% adv | n/a | 99.4% |
| Materials | 39 | +0.79% | n/a | n/a | 52.2% adv | n/a | 100.0% |
| Real Estate | 66 | -0.70% | n/a | n/a | 29.4% adv | n/a | 100.0% |
| Utilities | 44 | -0.11% | n/a | n/a | 29.4% adv | n/a | 100.0% |
Rotation readings remain negative at -0.25, driven by a -0.90 daily-to-weekly leader correlation. Energy leads all horizons—d3 +4.45%, wtd +4.02%, mtd +3.50%—while Materials and Defense/Aerospace lag. Wave mapping places Utilities and Health Care in late expansion, and Technology in basing, confirming a shift toward late-cycle and defensive sectors.
Themes and Keyword Baskets
| Theme | N | Intraday | WTD | MTD | Breadth |
|---|
| Semiconductors | 247 | +2.30% | -1.59% | -5.83% | 57.9% adv |
| AI Infrastructure | 830 | +1.13% | -1.41% | -2.92% | 51.0% adv |
| Industrial Automation | 491 | +1.13% | -1.87% | -4.00% | 55.6% adv |
| Crypto / Digital Assets | 151 | +0.93% | -0.82% | +0.64% | 50.0% adv |
| Cybersecurity | 158 | +0.63% | -0.17% | +0.03% | 40.4% adv |
| Energy Transition | 1123 | +0.11% | -1.23% | -1.30% | 45.7% adv |
| Oil & Gas | 370 | -0.15% | +0.69% | +0.34% | 48.5% adv |
| Financials / Credit | 677 | -0.47% | -1.10% | +0.44% | 28.1% adv |
| Consumer / Retail | 486 | -0.54% | -2.08% | -0.79% | 34.1% adv |
| Housing / Real Estate | 423 | -0.58% | -1.00% | -0.45% | 27.9% adv |
Semiconductors bounce 2.3% premarket after a -5.83% month-to-date slide. AI Infrastructure and Industrial Automation each gain 1.13%. Cloud Software is the week’s leader at +2.39%. Defensive themes lag: Consumer/Retail -0.54%, Housing -0.58%, Financials -0.47%. The action reflects a tentative recovery in growth themes amid ongoing cyclical weakness.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1006 | +0.31% | +0.18% | -1.05% | 44.3% 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 |
|---|
| 63.0% | 67.1% | 258 | 290 | 42.5% |
Large caps tick up 0.31% premarket; smaller-cap cohorts show no actionable premarket prints. Breadth remains fragile: only 63% of names hold above the 50-day moving average and 67% above the 200-day. With 258 advancers and 290 decliners, positive basket participation sits at just 42.55%, underscoring a narrow base for any recovery.
Volume and Participation
Premarket volume metrics are structurally unreliable, with no basket participation or anomaly signals generated. Relative volume is suppressed and offers no meaningful liquidity cues ahead of the regular session.
Regime Assessment
| Label | Confidence | Composite |
|---|
| Choppy Neutral | 0.05 | -0.08 |
| Component | Score [−2..+2] | Key inputs |
|---|
| trend | 0.1 | spy_vs_sma50_pct=0.9449, spy_vs_sma200_pct=7.6454, sma20_slope_sign=-1.0, d3_pct=-0.6189 |
| breadth | 0.7 | pct_above_sma50=62.99, pct_above_sma200=67.06, adv_dec_ratio=0.89, pct_baskets_positive=42.55 |
| volatility | 0.0 | rv20_pctile_2y=75.2, tr_vs_atr20=0.273, atr20_method=true_range, intraday_range_vs_20d=0.242 |
| rotation | -0.2 | spearman_d1_vs_w1=-0.9048, spearman_wtd_vs_m1=0.6667, leadership_flip=False |
| size | -0.6 | small_large_d1=-0.0049, small_large_w1=-1.9108, small_large_m1=2.461, smallmid_vs_5b_d1=-0.1807 |
| style | -1.0 | mom_lowvol_w1=-3.3568, hibeta_lowvol_w1=-5.2759, growth_value_w1=-1.5329, credit_w1=0.8164 |
| Wave stage | Sectors |
|---|
| Expansion / late acceleration | 5 |
| Basing / early-cycle | 4 |
| Reset within trend | 2 |
The regime prints Choppy Neutral (composite -0.08, confidence 0.05). Breadth (0.7) provides the sole positive, while size (-0.55) and style (-1.0) components heavily penalize. Rotation (-0.25) reflects deep short-term leader inversion. The composite improved 0.08 from yesterday, but the low-confidence reading demands cautious, factor-balanced positioning.
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 | n/a | n/a | diverges |
| OZK | +0.26% | -0.77% | confirms |
| OWL | -1.17% | -2.20% | diverges |
| SWKS | -0.95% | -3.31% | diverges |
| TAP | n/a | n/a | diverges |
The screener highlights ACI (88.5) and OZK (87.2) with strong regime fit, though only OZK confirms intraday. Top pattern setups lean short: SYF donchian breakdown (79.3) and CWEN double top (64.2). Long opportunities include D breakout (70.1) and LNC double bottom (69.7). Oversold mean-reversion candidates appear mixed, with few confirmations, demanding selectivity.
Multi-Horizon Context
| Basket | D3 | WTD | MTD | QTD | YTD |
|---|
| production: Broken Momentum / Avoid | -1.43% | -1.75% | +0.56% | +0.56% | -17.06% |
| production: Extended Momentum Risk | -0.37% | -0.65% | +7.03% | +7.03% | -12.33% |
| production: Institutional Large-Cap Accumulation | -0.98% | -0.41% | +3.45% | +3.45% | +23.34% |
| production: Mega-Cap Liquid Momentum Leadership | -0.59% | +0.13% | -4.94% | -4.94% | +91.13% |
| production: Neutral / Transition | -1.09% | -0.67% | -1.87% | -1.87% | +21.68% |
| production: Oversold / Mean-Reversion Watch | -2.84% | -3.27% | -11.44% | -11.44% | +13.33% |
| production: Quality / Low-Vol Uptrend | -1.26% | -1.21% | +0.88% | +0.88% | +12.02% |
| production: Thematic Momentum Leadership | -1.20% | -0.75% | +0.03% | +0.03% | +46.32% |
| theme: AI Infrastructure | -2.14% | -1.41% | -2.92% | -2.92% | +23.39% |
| theme: Cloud Software | -0.68% | +2.39% | +3.49% | +3.49% | +14.68% |
| theme: Commodities / Materials | -3.08% | -2.90% | -4.24% | -4.24% | +13.64% |
| theme: Consumer / Retail | -1.41% | -2.08% | -0.79% | -0.79% | +7.32% |
| theme: Crypto / Digital Assets | -1.93% | -0.82% | +0.64% | +0.64% | +11.02% |
| theme: Cybersecurity | -1.42% | -0.17% | +0.03% | +0.03% | +15.00% |
| theme: Defense / Aerospace | -3.42% | -3.00% | -5.01% | -5.01% | +26.11% |
| theme: Energy Transition | -1.51% | -1.23% | -1.30% | -1.30% | +19.17% |
| theme: Financials / Credit | -1.51% | -1.10% | +0.44% | +0.44% | +12.50% |
| theme: Healthcare / Biotech | +0.57% | +0.70% | +2.21% | +2.21% | +34.56% |
| theme: Housing / Real Estate | -1.89% | -1.00% | -0.45% | -0.45% | +11.10% |
| theme: Industrial Automation | -2.32% | -1.87% | -4.00% | -4.00% | +23.26% |
| theme: Macro Rates / Inflation | -1.45% | -1.59% | -1.47% | -1.47% | +15.69% |
| theme: Oil & Gas | +0.89% | +0.69% | +0.34% | +0.34% | +22.15% |
| theme: Semiconductors | -2.27% | -1.59% | -5.83% | -5.83% | +47.39% |
| sector: Communication Services | -0.79% | -1.12% | +1.45% | +1.45% | -4.06% |
| sector: Consumer Discretionary | -2.01% | -2.56% | -1.93% | -1.93% | +4.70% |
| sector: Consumer Staples | -0.63% | -1.86% | +1.42% | +1.42% | +6.60% |
| sector: Energy | +4.45% | +4.02% | +3.50% | +3.50% | +31.39% |
| sector: Financials | -1.69% | -0.49% | +1.98% | +1.98% | +8.51% |
| sector: Health Care | +0.04% | -0.10% | +2.91% | +2.91% | +29.18% |
| sector: Industrials | -3.31% | -2.79% | -4.77% | -4.77% | +18.80% |
| sector: Information Technology | -1.12% | +0.17% | -3.81% | -3.81% | +40.68% |
| sector: Materials | -2.61% | -3.02% | -3.04% | -3.04% | +20.30% |
| sector: Real Estate | -0.81% | -1.50% | +0.17% | +0.17% | +9.45% |
| sector: Utilities | +0.13% | -0.91% | -0.01% | -0.01% | +7.28% |
| size: Large (>=5B) | -1.26% | -1.05% | -0.85% | -0.85% | +18.58% |
| size: Micro Cap $250M-$1B | -1.41% | -1.19% | -0.92% | -0.92% | +20.11% |
| size: Nano Cap <$250M | -0.10% | -0.15% | -3.23% | -3.23% | +47.90% |
| size: Small Cap $1B-$5B | -1.42% | -0.68% | -0.49% | -0.49% | +21.44% |
| style: Base Building / Coiled | -1.74% | -1.52% | -1.41% | -1.41% | +9.60% |
| style: Extended Overbought Momentum | -0.19% | +0.11% | +5.05% | +5.05% | +34.42% |
| style: Low-Vol Uptrend | -1.10% | -0.88% | +0.45% | +0.45% | +26.44% |
| style: Momentum Breakout / Leadership | -1.69% | -1.28% | +1.26% | +1.26% | +43.56% |
| style: Neutral / Transition | -1.20% | -0.77% | -1.62% | -1.62% | +21.21% |
| style: Normal Vol/Trend | -1.21% | -1.05% | -2.99% | -2.99% | +9.81% |
| style: Oversold / Mean-Reversion Watch | -2.84% | -3.27% | -11.44% | -11.44% | +13.33% |
| style: Persistent Uptrend / Compounder | -0.94% | -0.86% | +0.52% | +0.52% | +23.78% |
| style: Weak Downtrend / Avoid Momentum | -1.43% | -1.75% | +0.56% | +0.56% | -17.06% |
Breadth is deteriorating across d3, wtd and mtd lookbacks. Energy consistently outperforms: d3 +4.45%, wtd +4.02%, mtd +3.50%. Oversold Mean-Reversion is the worst mtd at -11.44%. Factor spreads compress sharply: Momentum - LowVol mtd -7.99%, HighBeta - LowVol -7.75%. Credit spread widens 0.90% mtd. The persistent breadth decay and factor rotation reinforce a cautious tactical posture.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-09T06:45:00-04:00 |
| 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: 57.9%
- 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 2026-07-09T07:00:20-04:00; every figure above is computed deterministically from report.json