Midday verdict
SPY -0.59% since prior close; Extended Momentum Risk leads (+0.69%), Oversold / Mean-Reversion Watch lags (-1.83%).
Choppy NeutralChoppy Neutral — historically persists ~8 trading days; p(stay) 0.87; a risk-STATE gauge — monotone in forward volatility, not direction.
Actionable Trading Ideas
High convictionregime:04 · n=506
Regime context — size to the state: Choppy Neutral
Choppy Neutral (composite 0.50, confidence 0.87)
This regime historically persists ~8 td, p_stay 0.87. Labels are monotone in forward VOLATILITY, not direction — Distribution Risk historically preceded the BEST fwd-20d returns (+2.54%).
ExpressSet gross/net to the volatility state, not the label's tone; keep position sizing modest here.
FramingA risk-state gauge: size positions, do not chase direction off the label.
InvalidationInvalidated on a confirmed regime transition (the two-run confirmation rule).
Medium convictionsigma:04 · n=252
Stretched factor — mean-reversion watch: Growth - Value d1
Growth - Value d1 = -1.90% (-2.18σ vs 252d)
2.18σ compressed vs 252d (n=252). Factor and regime extremes are risk-STATE signals, not direction calls (ref: the -3.45σ Momentum-LowVol week).
ExpressExpress via the pair: fade the leg that ran — long IWD / short IWF (or trim the spread).
FramingA >=2σ dislocation has historically reverted more often than it extends — this is a fade-the-extreme probability, not a directional forecast.
InvalidationInvalidated if the print keeps widening on rising volume or a fresh regime break confirms the move.
Low convictiongap:01 · n=74435
Gap fade — down-gap bounce into the close
SNDK gapped -6.42% at the open
Down-gaps >=1% have bounced +13-14bps from 10:00 into the close (n=74,435, t=14.3, 51.6% up); strongest faders DIA/XLE/XLI/KRE/MDY/SPY.
ExpressFade intraday weakness in SNDK, VSH, UCTT, BE, WDC from ~10:00 ET toward the close.
FramingA small positive-expectancy mean-reversion, not a conviction long — tiny edge, tight risk.
InvalidationInvalidated if the gap keeps trending down through 10:30 on expanding volume.
Low convictionwarehouse:09
Event risk — crowded short float
MARA short float 28.0% (13 names >=20%)
High short-float names carry ~2.5x baseline odds of a +15% 10-day move (16.9% vs 6.8%), in BOTH directions.
ExpressTreat MARA, PATH, HIMS, TNGX as elevated-variance event risk; size for a two-sided move, not a squeeze long.
FramingEvent risk, not a buy signal — the distribution is fat-tailed both ways.
InvalidationNot a trade until a catalyst and confirmation align.
SPY-0.59%gap -0.33% · open -0.26%
Best factor+0.69%Extended Momentum Risk
Worst factor-1.83%Oversold / Mean-Reversion Watch
Breadth27%baskets +ve · A/D 489/510
Sigma Board
−3σ0+3σ
Growth - Value d1spread · -1.90% · 252d · n=252-2.18σ
Credit w1spread · +0.99% · 252d · n=252+1.99σ
Semis - Market d1spread · -3.22% · 252d · n=252-1.98σ
Momentum - LowVol d1spread · -2.51% · 252d · n=252-1.77σ
Oversold / Mean-Reversion Watch d1basket · -1.83% · 60d · n=28-1.71σ
HighBeta - LowVol d1spread · -2.82% · 252d · n=252-1.68σ
% above SMA200breadth · 68.20 · 60d · n=60+1.68σ
EqualWeight - CapWeight d1spread · +0.65% · 252d · n=252+1.32σ
The Panel Sigma Board signals moderately elevated volatility: realized volatility sits at the 68th percentile of its two-year range, while the intraday range relative to the 20-day average stands at 0.57, yielding a volatility score of 0.5. Market breadth is bifurcated; 63.4% of members trade above their 50‑day moving average, yet the advance/decline ratio is 0.96. Basket‑level turnover is elevated in the Oversold / Mean‑Reversion Watch (median rvol 0.74) and Broken Momentum (0.72) cohorts, while Quality / Low‑Vol Uptrend registers a subdued 0.44.
Intraday Factor Moves
Extended Momentum Risk+0.69%
4 names · 100% cov · rvol 0.60
ID+0.7%
1D+0.7%
3D+2.5%
1W+3.0%
MTD+10.0%
1M+19.8%
3M+22.1%
YTD+10.1%
1Y-7.4%
2Y+9.9%
Smaller-Cap High-Beta Breakout+0.48%
1 names · 100% cov · rvol 0.43
ID+0.5%
1D+0.5%
3D+2.1%
1W-1.0%
MTD+13.9%
1M+24.8%
3M+109.5%
YTD+52.5%
Broken Momentum / Avoid+0.08%
145 names · 100% cov · rvol 0.72
ID+0.1%
1D+0.1%
3D+0.6%
1W-1.4%
MTD+0.5%
1M-3.8%
3M-14.1%
YTD-16.0%
1Y-14.2%
2Y+11.6%
Quality / Low-Vol Uptrend-0.06%
1 names · 100% cov · rvol 0.44
ID-0.1%
1D-0.1%
3D+0.2%
1W+0.5%
MTD+0.4%
1M+1.6%
3M+0.9%
YTD+1.7%
1Y+23.5%
2Y+55.4%
Neutral / Transition-0.20%
646 names · 100% cov · rvol 0.61
ID-0.2%
1D-0.2%
3D+0.8%
1W-0.9%
MTD-0.5%
1M+3.1%
3M+8.8%
YTD+15.3%
1Y+28.1%
2Y+51.5%
Thematic Momentum Leadership-1.05%
183 names · 100% cov · rvol 0.67
ID-1.1%
1D-1.1%
3D+0.4%
1W-1.0%
MTD-0.6%
1M+15.2%
3M+44.6%
YTD+57.6%
1Y+83.1%
2Y+116.2%
Oversold / Mean-Reversion Watch-1.83%
23 names · 96% cov · rvol 0.74
ID-1.8%
1D-1.8%
3D-4.5%
1W-7.9%
MTD-12.4%
1M-17.1%
3M-9.1%
YTD-1.1%
1Y+26.5%
2Y+92.3%
Factor moves are decisively negative for Momentum and High Beta: the Momentum‑LowVol spread contracts –2.51%, HighBeta‑LowVol –2.82%, and Growth‑Value –1.90% intraday. The Oversold / Mean‑Reversion Watch basket extends its slide by –1.83%, while Extended Momentum Risk manages +0.69%. EqualWeight‑CapWeight gains 0.65%, signaling rotation toward equal‑weighted equities. Credit edges 0.08% higher but Duration loses –0.46%, keeping bonds under pressure. Semiconductors underperform the broad market by –3.22%. Leadership remains narrow, with only 27.1% of baskets positive.
Sector Rotation
Energy+2.22%
Communication Services+1.17%
Utilities+0.38%
Consumer Staples+0.37%
Real Estate+0.26%
Financials-0.09%
Consumer Discretionary-0.35%
Health Care-0.44%
Materials-0.93%
Industrials-0.99%
Information Technology-1.32%
Sector rotation is stark: Energy surges +2.22% and Communication Services +1.17%, while Information Technology declines –1.32%. Consumer Discretionary (–0.35%), Industrials (–0.99%), and Materials (–0.93%) all underperform. Breadth is thin; only Energy (87.5% advancing) and Communication Services (83.7%) show broad participation. Utilities (+0.38%) and Real Estate (+0.26%) edge higher. The rotation leans toward value and cyclical energy, away from growth tech, though the EqualWeight‑CapWeight spread at +0.65% hints at some broadening within the cap‑weighted complex.
Themes and Keyword Baskets
Cloud Software+0.4%1D
279 names · 80% cov
ID+0.7%WTD+0.4%MTD+2.9%YTD+13.0%
Consumer / Retail+0.1%1D
492 names · 74% cov
ID+0.2%WTD+0.1%MTD+0.2%YTD+7.2%
Oil & Gas-0.0%1D
377 names · 78% cov
ID-0.0%WTD-0.0%MTD+0.1%YTD+22.7%
Cybersecurity-0.0%1D
154 names · 71% cov
ID-0.1%WTD-0.0%MTD+0.6%YTD+14.3%
Financials / Credit-0.0%1D
694 names · 63% cov
ID-0.0%WTD-0.0%MTD+1.3%YTD+12.6%
Macro Rates / Inflation-0.1%1D
505 names · 77% covaggregate only
ID-0.1%WTD-0.1%MTD-0.7%YTD+14.7%
Housing / Real Estate-0.1%1D
445 names · 70% cov
ID-0.2%WTD-0.1%MTD-1.3%YTD+11.4%
Energy Transition-0.1%1D
1192 names · 67% cov
ID-0.3%WTD-0.1%MTD-1.3%YTD+17.3%
Healthcare / Biotech degraded-0.3%1D
641 names · 58% cov
ID-0.7%WTD-0.3%MTD+1.3%YTD+26.1%
AI Infrastructure-0.3%1D
857 names · 81% cov
ID-0.6%WTD-0.3%MTD-2.4%YTD+22.9%
Commodities / Materials-0.4%1D
186 names · 74% cov
ID-0.8%WTD-0.4%MTD-4.3%YTD+11.1%
Industrial Automation-0.4%1D
511 names · 77% cov
ID-0.8%WTD-0.4%MTD-3.2%YTD+23.1%
Crypto / Digital Assets-0.6%1D
155 names · 69% cov
ID-0.8%WTD-0.6%MTD+0.9%YTD+16.5%
Defense / Aerospace-0.7%1D
264 names · 81% cov
ID-1.2%WTD-0.7%MTD-5.5%YTD+25.0%
Semiconductors-1.0%1D
250 names · 90% cov
ID-1.5%WTD-1.0%MTD-6.0%YTD+46.3%
Thematic performance is bifurcated: Cloud Software leads with +0.65%, while Semiconductors tumble –1.52%. Consumer/Retail (+0.19%) and Financials/Credit (–0.03%) are near flat. Healthcare/Biotech (–0.68%) and Defense/Aerospace (–1.25%) weigh, with Defense breadth at only 28.9% advancing. Crypto/Digital Assets fall –0.83% and Commodities/Materials drop –0.81%. Leadership is narrow, with most high‑momentum themes under pressure, consistent with the sector‑level rotation away from growth.
Factor × Sector Map
Thematic Momentum Leadershipn6
Energy
+3.6%1D
ID+3.6%WTD+3.6%MTD+13.1%
Neutral / Transitionn27
Energy
+2.2%1D
ID+2.2%WTD+2.2%MTD+4.9%
Broken Momentum / Avoidn14
Communication Services
+2.0%1D
ID+2.0%WTD+2.0%MTD+2.1%
Broken Momentum / Avoidn19
Information Technology
+1.0%1D
ID+1.0%WTD+1.0%MTD+4.8%
Neutral / Transitionn21
Communication Services
+1.0%1D
ID+1.0%WTD+1.0%MTD+5.3%
Broken Momentum / Avoidn6
Energy
+0.9%1D
ID+0.9%WTD+0.9%MTD-1.5%
Broken Momentum / Avoidn3
Utilities
+0.8%1D
ID+0.8%WTD+0.8%MTD+0.8%
Thematic Momentum Leadershipn6
Communication Services
+0.8%1D
ID+0.8%WTD+0.8%MTD-1.1%
Broken Momentum / Avoidn7
Health Care
+0.8%1D
ID+0.8%WTD+0.8%MTD+3.5%
Oversold / Mean-Reversion Watchn5
Materials
+0.7%1D
ID+0.7%WTD+0.7%MTD-7.4%
Neutral / Transitionn29
Consumer Staples
+0.5%1D
ID+0.5%WTD+0.5%MTD+2.3%
Broken Momentum / Avoidn12
Consumer Staples
+0.5%1D
ID+0.5%WTD+0.5%MTD+2.2%
Neutral / Transitionn39
Utilities
+0.4%1D
ID+0.4%WTD+0.4%MTD+0.7%
Neutral / Transitionn50
Real Estate
+0.4%1D
ID+0.4%WTD+0.4%MTD+0.9%
Broken Momentum / Avoidn23
Consumer Discretionary
+0.2%1D
ID+0.2%WTD+0.2%MTD-0.2%
Neutral / Transitionn104
Financials
+0.1%1D
ID+0.1%WTD+0.1%MTD+2.4%
Thematic Momentum Leadershipn17
Consumer Discretionary
+0.1%1D
ID+0.1%WTD+0.1%MTD+3.4%
Broken Momentum / Avoidn11
Real Estate
-0.1%1D
ID-0.1%WTD-0.1%MTD+0.1%
Neutral / Transitionn70
Health Care
-0.1%1D
ID-0.1%WTD-0.1%MTD+2.3%
Thematic Momentum Leadershipn5
Real Estate
-0.2%1D
ID-0.2%WTD-0.2%MTD-0.8%
Broken Momentum / Avoidn12
Financials
-0.5%1D
ID-0.5%WTD-0.5%MTD+5.6%
Thematic Momentum Leadershipn6
Consumer Staples
-0.5%1D
ID-0.5%WTD-0.5%MTD+2.1%
Neutral / Transitionn66
Consumer Discretionary
-0.7%1D
ID-0.7%WTD-0.7%MTD-1.6%
Thematic Momentum Leadershipn29
Financials
-0.7%1D
ID-0.7%WTD-0.7%MTD+4.1%
Neutral / Transitionn21
Materials
-0.7%1D
ID-0.7%WTD-0.7%MTD-3.7%
Oversold / Mean-Reversion Watchn7
Industrials
-0.8%1D
ID-0.8%WTD-0.8%MTD-11.8%
Neutral / Transitionn120
Industrials
-0.8%1D
ID-0.8%WTD-0.8%MTD-4.7%
Neutral / Transitionn99
Information Technology
-1.1%1D
ID-1.1%WTD-1.1%MTD-3.4%
Thematic Momentum Leadershipn48
Health Care
-1.1%1D
ID-1.1%WTD-1.1%MTD+0.8%
Broken Momentum / Avoidn27
Industrials
-1.3%1D
ID-1.3%WTD-1.3%MTD-5.4%
Thematic Momentum Leadershipn22
Industrials
-1.5%1D
ID-1.5%WTD-1.5%MTD-5.5%
Broken Momentum / Avoidn11
Materials
-1.5%1D
ID-1.5%WTD-1.5%MTD-1.4%
Thematic Momentum Leadershipn42
Information Technology
-2.5%1D
ID-2.5%WTD-2.5%MTD-6.4%
Oversold / Mean-Reversion Watchn4
Information Technology
-6.5%1D
ID-6.5%WTD-6.5%MTD-20.9%
Regime Assessment
trend+1.05
breadth+0.80
volatility+0.50
rotation+1.40
size-0.40
style-0.50
p(stay 1d)0.87
p(persist 5d)0.55
expected dwell7.7 td
samplen=506
Labels are monotone in forward VOLATILITY, not direction — size positions to the risk state, don't chase the label. Transition is empirical; a label change needs two-run confirmation.
The current regime is Choppy Neutral with a composite score of 0.50 and 87% confidence. Rotation leads components at 1.40, driven by a Spearman correlation of 0.61 between daily and weekly sector returns and a leadership flip. Trend reads neutral at 1.05, while volatility sits at 0.50 with realized volatility in the 68th percentile of a two-year lookback. Breadth registers 0.80, size -0.40, and style -0.50, collectively implying a range-bound, low-conviction backdrop. The expected dwell time is 7.7 days, and historically, such regimes have preceded elevated volatility and intermittent rotations.
Session Snapshot
SPY-0.6%rvol 0.8
QQQ-1.6%rvol 1.3
DIA-0.3%rvol 0.9
IWM-0.8%rvol 0.9
MDY-0.5%rvol 0.7
IJR-0.3%rvol 0.8
RSP+0.1%rvol 1.2
VTI-0.6%rvol 1.5
XLK-2.1%rvol 1.1
XLF+0.4%rvol 1.3
XLE+2.5%rvol 1.9
XLV+0.4%rvol 1.1
XLI-0.8%rvol 1.1
XLY-0.7%rvol 1.0
XLP+0.5%rvol 1.0
XLU+0.6%rvol 1.1
XLB-0.6%rvol 1.3
XLC+0.7%rvol 1.2
XLRE+0.3%rvol 1.4
MTUM-2.4%rvol 0.9
VLUE-1.0%rvol 0.3
QUAL-0.3%rvol 1.0
USMV+0.1%rvol 1.1
SPLV+0.6%rvol 2.2
SPHB-2.3%rvol 2.4
IWF-1.6%rvol 1.1
IWD+0.3%rvol 0.8
VUG-1.0%rvol 1.9
VTV-0.0%rvol 1.2
SMH-3.8%rvol 1.1
XBI-2.5%rvol 1.9
ITA-1.4%rvol 1.2
KRE-0.2%rvol 1.0
XHB-1.4%rvol 0.9
TAN-2.6%rvol 0.5
TLT-0.5%rvol 0.9
IEF-0.3%rvol 1.2
HYG-0.2%rvol 1.1
LQD-0.3%rvol 1.5
GLD-2.6%rvol 1.6
USO+5.0%rvol 2.5
UUP+0.3%rvol 1.5
At midday, the tape splits sharply: Energy (+2.22%) and Communication Services (+1.17%) lead, while Information Technology (–1.32%) and the Oversold / Mean-Reversion Watch basket (–1.83%) drag. The Extended Momentum Risk basket adds 0.69%, but gains are narrow. EqualWeight outperforms CapWeight by 0.65% intraday, while Duration sheds 0.46% and credit edges 0.08% higher. The overall tone is one of rotation toward value/energy and away from growth, with high-beta and momentum under pressure.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1003 | -0.34% | -0.34% | -0.34% | 48.9% adv |
| Micro Cap $250M-$1B | 220 | n/a | +0.00% | +0.00% | 0.0% adv |
| Nano Cap <$250M | 16 | n/a | +0.00% | +0.00% | 0.0% adv |
| Small Cap $1B-$5B | 805 | n/a | +0.00% | +0.00% | 0.0% adv |
| % > SMA50 | % > SMA200 | Advancers | Decliners | % Baskets Positive |
|---|
| 63.4% | 68.2% | 489 | 510 | 27.1% |
Market breadth shows mixed signals with 63.4% of constituents above their 50-day moving average and 68.2% above the 200-day, yet declining participation is evident as the advance-decline ratio sits at 0.959 and only 27.1% of baskets are positive. The size factor registers a score of -0.4 as small versus large underperforms week-to-date by -1.63%, though the one-month return is a modest 0.68%. Intraday, small-lagging continues at -0.18% and small/mid versus the $5 billion threshold is positive at 0.34%, suggesting internal divergence without a clear tilt.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.72 | 0.7% |
| production | Extended Momentum Risk | 0.60 | 0.0% |
| production | Neutral / Transition | 0.61 | 3.9% |
| production | Oversold / Mean-Reversion Watch | 0.74 | 22.7% |
| production | Quality / Low-Vol Uptrend | 0.44 | 0.0% |
| production | Smaller-Cap High-Beta Breakout | 0.43 | 0.0% |
| production | Thematic Momentum Leadership | 0.67 | 3.8% |
| Ticker | Basket | RVol | Return | Note |
|---|
| WBD | Neutral / Transition | 3.60 | +2.26% | breakout volume |
| KMB | Thematic Momentum Leadership | 2.59 | -2.87% | distribution volume |
Volume characteristics are subdued overall, with median relative volume across production baskets ranging from 0.43 to 0.74. The Oversold/Mean-Reversion Watch basket exhibits the highest median rvol at 0.74 alongside 22.7% of members trading above 1.5x normal volume, hinting at capitulation dynamics. In contrast, Extended Momentum Risk, Quality/Low-Vol, and Smaller-Cap High-Beta Breakout baskets show medians of 0.60, 0.44, and 0.43 respectively with zero members breaking the 1.5x threshold, confirming low-conviction participation. Anomalies include WBD’s breakout volume at 3.6x rvol and KMB’s distribution volume at 2.59x rvol within Thematic Momentum Leadership.
Cross-Asset Confirmation
CAC +1.15 — risk-supportive (positive = risk-supportive)
| Signal | 5d | Points |
|---|
| Credit (HYG−LQD) | +1.10% | +0.60 |
| Risk vs defensives | +2.12% | +0.40 |
| Dollar (−UUP) | -0.18% | +0.00 |
| Curve (IEF/TLT) | +0.70% | +0.15 |
Duration-in-disguise — 63d TLT beta of style spreads
| Spread | TLT β | β · SPY-ctrl | | β | %ile | Duration read |
|---|
| Momentum - LowVol | 1.29 | 0.21 | 100% | duration-driven (current, unstable) |
| Growth - Value | 0.17 | -0.24 | 72% | factor-driven (current, unstable) |
| HighBeta - LowVol | 1.40 | -0.04 | 99% | duration-driven (current, unstable) |
| Small - Large | 0.63 | 0.68 | 99% | duration-driven (persistent) |
Opportunity Watchlist
No actionable factor setups are highlighted at this midday scan. The screener artifact is unavailable, as flagged in quality warnings, preventing the generation of intraday confirmations or top setups. This constraint limits the identification of high-conviction entries within the current Choppy Neutral regime, and we await resolution of the data source to restore the opportunity set.
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | +0.57% | +0.08% | +0.48% |
| production: Extended Momentum Risk | +2.46% | +0.69% | +9.96% |
| production: Neutral / Transition | +0.81% | -0.20% | -0.45% |
| production: Oversold / Mean-Reversion Watch | -4.48% | -1.83% | -12.38% |
| production: Quality / Low-Vol Uptrend | +0.19% | -0.06% | +0.39% |
| production: Smaller-Cap High-Beta Breakout | +2.06% | +0.48% | +13.88% |
| production: Thematic Momentum Leadership | +0.39% | -1.05% | -0.64% |
| theme: AI Infrastructure | +0.63% | -0.33% | -2.41% |
| theme: Cloud Software | +1.27% | +0.41% | +2.89% |
| theme: Commodities / Materials | +0.49% | -0.41% | -4.32% |
| theme: Consumer / Retail | +1.80% | +0.11% | +0.23% |
| theme: Crypto / Digital Assets | +1.47% | -0.56% | +0.90% |
| theme: Cybersecurity | +0.12% | -0.02% | +0.60% |
| theme: Defense / Aerospace | -0.54% | -0.71% | -5.54% |
| theme: Energy Transition | +0.25% | -0.15% | -1.33% |
| theme: Financials / Credit | +1.40% | -0.02% | +1.29% |
| theme: Healthcare / Biotech | -0.56% | -0.27% | +1.26% |
| theme: Housing / Real Estate | +0.92% | -0.11% | -1.28% |
| theme: Industrial Automation | +1.06% | -0.44% | -3.18% |
| theme: Macro Rates / Inflation | +1.10% | -0.06% | -0.66% |
| theme: Oil & Gas | -0.42% | -0.00% | +0.10% |
| theme: Semiconductors | +0.35% | -1.02% | -6.01% |
| sector: Communication Services | +1.30% | +1.17% | +2.79% |
| sector: Consumer Discretionary | +1.87% | -0.35% | -0.51% |
| sector: Consumer Staples | +1.13% | +0.37% | +2.23% |
| sector: Energy | +0.80% | +2.22% | +4.86% |
| sector: Financials | +1.50% | -0.09% | +2.94% |
| sector: Health Care | -0.71% | -0.44% | +1.60% |
| sector: Industrials | -0.03% | -0.99% | -5.14% |
| sector: Information Technology | +0.30% | -1.32% | -3.45% |
| sector: Materials | -0.11% | -0.93% | -3.95% |
| sector: Real Estate | +0.68% | +0.26% | +0.63% |
| sector: Utilities | +0.76% | +0.38% | +0.60% |
| size: Large (>=5B) | +0.59% | -0.34% | -0.56% |
| size: Micro Cap $250M-$1B | +0.44% | +0.00% | -0.07% |
| size: Nano Cap <$250M | -3.38% | +0.00% | -3.31% |
| size: Small Cap $1B-$5B | +0.90% | +0.00% | -0.62% |
| style: Base Building / Coiled | +0.69% | -0.12% | -0.46% |
| style: Extended Overbought Momentum | +1.64% | +1.04% | +9.64% |
| style: High-Vol Breakdown | -0.95% | -1.28% | -1.12% |
| style: High-Vol Momentum | +2.06% | +0.48% | +13.88% |
| style: Low-Vol Uptrend | -0.20% | -0.00% | -0.18% |
| style: Momentum Breakout / Leadership | +0.66% | -0.42% | +2.54% |
| style: Neutral / Transition | +0.61% | -0.52% | -1.86% |
| style: Normal Vol/Trend | +0.54% | -0.49% | -0.65% |
| style: Oversold / Mean-Reversion Watch | -4.48% | -1.83% | -12.38% |
| style: Persistent Uptrend / Compounder | +1.01% | -0.07% | +1.32% |
| style: Weak Downtrend / Avoid Momentum | +0.57% | +0.08% | +0.48% |
Across multi-horizon windows, leadership remains concentrated in extended momentum and high-beta themes. Over three days, Extended Momentum Risk returned 2.46% and Smaller-Cap High-Beta Breakout 2.06%, while Oversold/Mean-Reversion Watch declined -4.48%. Week-to-date, Energy and Communication Services lead at 2.22% and 1.17%, with Oversold baskets lagging at -1.83%. Month-to-date, Smaller-Cap High-Beta Breakout surged 13.88% versus a -12.38% drop in Oversold. Spread contraction is broad: Momentum-LowVol tightened -0.47% in d3, -2.51% wtd, and -9.85% mtd; Semis-Market shed -1.57%, -3.22%, and -10.89% over the same periods. Breadth trends deteriorated in d3 and mtd, while flattening wtd.
Top Single-Stock Setups (4h–1 Week)
#1CARTConsumer Discretionary99
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.5/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 641w +5.7%MACD+CMF+Force+
Last$48.39
RSI64
1wk+5.7%
ATR stop−6.0%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#2PFGFinancials99
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.1/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 601w +1.2%MACD+CMF+Force+
Last$112.23
RSI61
1wk+1.2%
ATR stop−3.1%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#3TXNInformation Technology98
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 8.0/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 551w +6.3%MACD+CMF+Force+
Last$311.46
RSI55
1wk+6.3%
ATR stop−7.2%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#4ABNBConsumer Discretionary97
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.4/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 591w -0.2%MACD+CMF+Force+
Last$148.62
RSI59
1wk-0.2%
ATR stop−4.6%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#5AMDInformation Technology96
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 8.6/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 571w +7.7%MACD+CMF+Force+
Last$557.89
RSI57
1wk+7.7%
ATR stop−9.8%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
Long-only opportunity lens: names where the factor basket and the technical state agree over a 4-hour-to-1-week window. Confluence score, not a price target — size to the ATR stop and treat every setup as a probability, not a promise.
Long-only confluence screen: the factor engine's basket and the technical state pointing the same way over a 4-hour-to-1-week window.
Data Quality and Coverage
| Source | As of |
|---|
| intraday_bars | 2026-07-13T12:45:00-04:00 |
| warehouse_snapshot | 2026-07-13 |
| proxy_daily | 2026-07-10 |
| screener_artifact | unavailable |
| grouped_daily | unavailable |
- Overall coverage: 99.8%
- Degraded baskets: theme:Healthcare / Biotech
- Missing archived report days: 2026-07-01, 2026-07-02, 2026-07-06, 2026-07-07
- Warning: screener artifact unavailable or stale
- Report generated at 2026-07-13T13:00:11-04:00; every figure above is computed deterministically from report.json