Premarket verdict
SPY -0.30% since prior close; Extended Momentum Risk leads (+0.14%), Thematic Momentum Leadership lags (-0.38%).
Constructive RotationConstructive Rotation — historically persists ~5 trading days; p(stay) 0.80; a risk-STATE gauge — monotone in forward volatility, not direction.
Actionable Trading Ideas
High convictionregime:04 · n=194
Regime context — size to the state: Constructive Rotation
Constructive Rotation (composite 0.62, confidence 0.80)
This regime historically persists ~5 td, p_stay 0.80. 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: Credit w1
Credit w1 = +1.12% (+2.24σ vs 252d)
2.24σ extended 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 LQD / short HYG (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 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-0.30%gap n/a · open n/a
Best factor+0.14%Extended Momentum Risk
Worst factor-0.38%Thematic Momentum Leadership
Breadth31%baskets +ve · A/D 233/214
Sigma Board
−3σ0+3σ
Credit w1spread · +1.12% · 252d · n=252+2.24σ
% above SMA200breadth · 68.39 · 60d · n=60+1.74σ
Semis - Market d1spread · -1.68% · 252d · n=252-1.10σ
Duration w1spread · -1.29% · 252d · n=252-0.98σ
Small - Large w1spread · -1.34% · 252d · n=252-0.96σ
Credit d1spread · +0.21% · 60d · n=60+0.96σ
% above SMA50breadth · 65.30 · 60d · n=60+0.91σ
EqualWeight - CapWeight d1spread · +0.37% · 252d · n=252+0.77σ
The volatility board shows 20-day realized volatility at the 68th percentile over a two-year history. Intraday range relative to the 20-day average sits at 0.19, and true range versus 20-day ATR is 0.34. The composite volatility score is 0.5, indicating a moderate risk environment.
Intraday Factor Moves
Extended Momentum Risk+0.27%
4 names · 100% cov
ID+0.3%
1D+0.1%
3D+1.9%
1W+2.5%
MTD+9.3%
1M+19.2%
3M+21.6%
YTD+9.7%
1Y-8.1%
2Y+9.0%
Broken Momentum / Avoid+0.08%
145 names · 100% cov
ID+0.1%
1D+0.1%
3D+0.5%
1W-1.4%
MTD+0.4%
1M-3.8%
3M-14.2%
YTD-16.0%
1Y-14.1%
2Y+11.8%
Quality / Low-Vol Uptrendn/a
1 names · 100% cov
1D+0.0%
3D+0.2%
1W+0.6%
MTD+0.5%
1M+1.7%
3M+1.0%
YTD+1.8%
1Y+23.5%
2Y+55.4%
Neutral / Transition-0.16%
646 names · 100% cov
ID-0.2%
1D-0.1%
3D+0.9%
1W-0.8%
MTD-0.4%
1M+3.3%
3M+9.0%
YTD+15.7%
1Y+28.8%
2Y+52.0%
Smaller-Cap High-Beta Breakout-0.19%
1 names · 100% cov
ID-0.2%
1D-0.2%
3D+1.4%
1W-1.6%
MTD+13.1%
1M+24.0%
3M+108.1%
YTD+51.5%
Oversold / Mean-Reversion Watch-0.37%
23 names · 96% cov
ID-0.4%
1D-0.3%
3D-3.1%
1W-6.6%
MTD-11.2%
1M-15.9%
3M-7.4%
YTD+0.5%
1Y+28.9%
2Y+93.9%
Thematic Momentum Leadership-0.64%
183 names · 100% cov
ID-0.6%
1D-0.4%
3D+1.1%
1W-0.3%
MTD-0.0%
1M+16.1%
3M+45.7%
YTD+59.0%
1Y+84.7%
2Y+117.7%
Extended Momentum Risk gains 1.93% over three days with 100% advancing breadth. Thematic Momentum Leadership is down -0.38% week-to-date on 37.6% breadth. Oversold / Mean-Reversion Watch has fallen -3.09% in three days and -11.21% month-to-date. Spreads show Momentum-LowVol widening 2.09% over three days and Quality-Extended Risk compressing -1.68%. Credit spreads are positive across all horizons, led by a 0.46% three-day move.
Sector Rotation
Energy+1.37%
Consumer Staples+0.41%
Communication Services+0.36%
Real Estate+0.12%
Financials-0.02%
Health Care-0.02%
Utilities-0.05%
Consumer Discretionary-0.06%
Industrials-0.18%
Materials-0.36%
Information Technology-1.21%
Energy and Consumer Staples lead premarket, gaining 1.37% and 0.41% respectively. Week-to-date, Energy is up 0.86% and Staples 0.21%. Information Technology is the weakest, down -0.86% week-to-date and -1.21% premarket. Month-to-date, Health Care leads at 2.03% while Industrials lags at -4.32%. Intraday breadth is strongest in Energy at 88.0% advancing and weakest in Materials at 15.0%.
Themes and Keyword Baskets
Consumer / Retail+0.0%1D
492 names · 74% cov
ID+0.1%WTD+0.0%MTD+0.1%YTD+7.2%
Housing / Real Estate+0.0%1D
445 names · 70% cov
ID+0.1%WTD+0.0%MTD-1.2%YTD+11.6%
Oil & Gas+0.0%1D
377 names · 78% cov
ID+0.1%WTD+0.0%MTD+0.1%YTD+22.8%
Healthcare / Biotech degraded-0.0%1D
641 names · 58% cov
ID-0.0%WTD-0.0%MTD+1.5%YTD+26.6%
Financials / Credit-0.0%1D
694 names · 63% cov
ID-0.1%WTD-0.0%MTD+1.3%YTD+12.7%
Cybersecurity-0.0%1D
154 names · 71% cov
ID-0.1%WTD-0.0%MTD+0.6%YTD+14.6%
Cloud Software-0.0%1D
279 names · 80% cov
ID-0.1%WTD-0.0%MTD+2.4%YTD+12.8%
Energy Transition-0.0%1D
1192 names · 67% cov
ID-0.2%WTD-0.0%MTD-1.3%YTD+17.5%
Macro Rates / Inflation-0.0%1D
505 names · 77% covaggregate only
ID-0.1%WTD-0.0%MTD-0.7%YTD+14.8%
Commodities / Materials-0.1%1D
186 names · 74% cov
ID-0.4%WTD-0.1%MTD-4.1%YTD+11.4%
Industrial Automation-0.1%1D
511 names · 77% cov
ID-0.4%WTD-0.1%MTD-2.9%YTD+23.7%
AI Infrastructure-0.2%1D
857 names · 81% cov
ID-0.6%WTD-0.2%MTD-2.3%YTD+23.4%
Defense / Aerospace-0.2%1D
264 names · 81% cov
ID-0.5%WTD-0.2%MTD-5.1%YTD+25.7%
Crypto / Digital Assets-0.2%1D
155 names · 69% cov
ID-0.5%WTD-0.2%MTD+1.2%YTD+17.0%
Semiconductors-0.5%1D
250 names · 90% cov
ID-1.2%WTD-0.5%MTD-5.6%YTD+47.4%
Semiconductors are under severe pressure, down -0.53% week-to-date and -5.63% month-to-date, with only 32.0% breadth. AI Infrastructure is down -0.18% week-to-date. Housing / Real Estate and Consumer / Retail are nearly flat week-to-date. Oil & Gas shows a marginal 0.03% week-to-date gain. Healthcare / Biotech leads month-to-date at 1.51%, while Commodities / Materials is down -4.07%. Crypto / Digital Assets posts a 1.83% three-day gain but only 31.7% advancing breadth.
Factor × Sector Map
Neutral / Transitionn27
Energy
+0.9%1D
ID+1.5%WTD+0.9%MTD+3.5%
Thematic Momentum Leadershipn6
Energy
+0.7%1D
ID+1.4%WTD+0.7%MTD+9.8%
Broken Momentum / Avoidn6
Energy
+0.6%1D
ID+0.9%WTD+0.6%MTD-1.8%
Broken Momentum / Avoidn12
Consumer Staples
+0.4%1D
ID+0.7%WTD+0.4%MTD+2.1%
Broken Momentum / Avoidn14
Communication Services
+0.3%1D
ID+0.6%WTD+0.3%MTD+0.5%
Thematic Momentum Leadershipn6
Communication Services
+0.3%1D
ID+0.7%WTD+0.3%MTD-1.6%
Thematic Momentum Leadershipn6
Consumer Staples
+0.3%1D
ID+0.5%WTD+0.3%MTD+2.9%
Oversold / Mean-Reversion Watchn7
Industrials
+0.3%1D
ID+0.3%WTD+0.3%MTD-11.0%
Broken Momentum / Avoidn11
Real Estate
+0.1%1D
ID+0.3%WTD+0.1%MTD+0.3%
Broken Momentum / Avoidn27
Industrials
+0.1%1D
ID+0.2%WTD+0.1%MTD-4.0%
Neutral / Transitionn29
Consumer Staples
+0.1%1D
ID+0.3%WTD+0.1%MTD+1.9%
Neutral / Transitionn50
Real Estate
+0.1%1D
ID+0.2%WTD+0.1%MTD+0.6%
Neutral / Transitionn21
Communication Services
+0.0%1D
ID+0.1%WTD+0.0%MTD+4.3%
Neutral / Transitionn104
Financials
+0.0%1D
ID+0.1%WTD+0.0%MTD+2.3%
Broken Momentum / Avoidn23
Consumer Discretionary
+0.0%1D
ID+0.0%WTD+0.0%MTD-0.4%
Neutral / Transitionn70
Health Care
-0.0%1D
ID-0.0%WTD-0.0%MTD+2.4%
Thematic Momentum Leadershipn29
Financials
-0.0%1D
ID-0.0%WTD-0.0%MTD+4.8%
Thematic Momentum Leadershipn48
Health Care
-0.0%1D
ID-0.0%WTD-0.0%MTD+2.0%
Neutral / Transitionn39
Utilities
-0.0%1D
ID-0.1%WTD-0.0%MTD+0.2%
Neutral / Transitionn66
Consumer Discretionary
-0.0%1D
ID-0.1%WTD-0.0%MTD-1.1%
Thematic Momentum Leadershipn17
Consumer Discretionary
-0.0%1D
ID-0.1%WTD-0.0%MTD+3.3%
Broken Momentum / Avoidn7
Health Care
-0.1%1D
ID-0.1%WTD-0.1%MTD+2.6%
Broken Momentum / Avoidn19
Information Technology
-0.1%1D
ID-0.1%WTD-0.1%MTD+3.5%
Neutral / Transitionn120
Industrials
-0.1%1D
ID-0.2%WTD-0.1%MTD-4.0%
Broken Momentum / Avoidn3
Utilities
-0.1%1D
ID-0.1%WTD-0.1%MTD-0.1%
Neutral / Transitionn21
Materials
-0.1%1D
ID-0.3%WTD-0.1%MTD-3.2%
Oversold / Mean-Reversion Watchn5
Materials
-0.1%1D
ID-0.1%WTD-0.1%MTD-8.3%
Thematic Momentum Leadershipn5
Real Estate
-0.2%1D
ID-0.3%WTD-0.2%MTD-0.8%
Broken Momentum / Avoidn11
Materials
-0.4%1D
ID-0.6%WTD-0.4%MTD-0.3%
Broken Momentum / Avoidn12
Financials
-0.4%1D
ID-0.5%WTD-0.4%MTD+5.7%
Thematic Momentum Leadershipn22
Industrials
-0.5%1D
ID-0.9%WTD-0.5%MTD-4.6%
Neutral / Transitionn99
Information Technology
-0.7%1D
ID-1.1%WTD-0.7%MTD-3.2%
Thematic Momentum Leadershipn42
Information Technology
-1.5%1D
ID-1.7%WTD-1.5%MTD-5.7%
Oversold / Mean-Reversion Watchn4
Information Technology
-1.8%1D
ID-1.8%WTD-1.8%MTD-16.9%
Regime Assessment
trend+1.05
breadth+1.00
volatility+0.50
rotation+0.15
size-0.30
style+0.75
p(stay 1d)0.80
p(persist 5d)0.31
expected dwell5.0 td
samplen=194
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 classified as Constructive Rotation with a composite score of 0.62 and confidence 0.80. The trend (1.05) and breadth (1.00) components are the primary positive contributors, while the size component is negative (-0.30), and volatility is neutral at 0.50. The model assigns an 0.80 probability of remaining in this regime for the next day, with an expected dwell of 5 days.
Session Snapshot
SPY-0.3%
QQQ-1.0%
DIA+0.0%
IWM-0.2%
MDYn/a
IJRn/a
RSP+0.1%
VTI-0.3%
XLK-1.4%
XLF+0.3%
XLE+1.3%
XLV+0.4%
XLIn/a
XLYn/a
XLP+0.3%
XLU-0.0%
XLBn/a
XLC+0.0%
XLRE+0.1%
MTUMn/a
VLUEn/a
QUALn/a
USMVn/a
SPLV+0.3%
SPHBn/a
IWFn/a
IWDn/a
VUG-0.4%
VTVn/a
SMH-2.0%
XBI-0.2%
ITAn/a
KRE+0.2%
XHBn/a
TAN+0.7%
TLT-0.1%
IEF-0.1%
HYG+0.0%
LQD-0.2%
GLD-1.4%
USO+3.0%
UUPn/a
Premarket conditions reflect a Constructive Rotation regime with composite 0.62 and 0.8 confidence. The volatility component rose by 1.0 point while size improved 0.95 and style fell -1.0. Intraday since close, Energy leads sectors at 1.37%, Consumer Staples adds 0.41%, and Information Technology lags at -1.21%. The Semis-Market spread is -1.68%, while Credit advances 0.21%. EqualWeight-CapWeight is up 0.37%. Breadth shows 65.3% of stocks above the 50-day moving average and an advance-decline ratio of 1.09.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1003 | -0.23% | -0.11% | -0.11% | 46.0% 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 |
|---|
| 65.3% | 68.4% | 233 | 214 | 31.2% |
The size-breadth composite within the regime framework registered -0.30, reflecting a mixed small-cap signal: the daily Small-Large spread was +0.1155% but the weekly spread was -1.3433%, indicating a short-term bounce against a weekly underperformance trend. Broad market breadth remains moderately positive, with 65.3% of stocks above their 50-day moving average and 68.39% above the 200-day, while the advance-decline ratio sits at 1.089. However, only 31.25% of factor baskets are positive, suggesting narrow participation beneath the surface.
Volume and Participation
No basket participation events or volume anomalies were detected. Premarket relative volume metrics are structurally suppressed and not considered meaningful.
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 screened top opportunities or intraday confirmation setups are available; the data source is currently unavailable.
Multi-Horizon Context
| Basket | D3 | WTD | MTD | QTD | YTD |
|---|
| production: Broken Momentum / Avoid | +0.54% | +0.05% | +0.40% | +0.40% | -15.98% |
| production: Extended Momentum Risk | +1.93% | +0.14% | +9.35% | +9.35% | +9.74% |
| production: Neutral / Transition | +0.94% | -0.07% | -0.40% | -0.40% | +15.68% |
| production: Oversold / Mean-Reversion Watch | -3.09% | -0.30% | -11.21% | -11.21% | +0.53% |
| production: Quality / Low-Vol Uptrend | +0.25% | +0.00% | +0.45% | +0.45% | +1.77% |
| production: Smaller-Cap High-Beta Breakout | +1.37% | -0.19% | +13.12% | +13.12% | +51.46% |
| production: Thematic Momentum Leadership | +1.10% | -0.38% | -0.02% | -0.02% | +58.97% |
| theme: AI Infrastructure | +0.79% | -0.18% | -2.33% | -2.33% | +23.36% |
| theme: Cloud Software | +0.84% | -0.03% | +2.38% | +2.38% | +12.80% |
| theme: Commodities / Materials | +0.79% | -0.11% | -4.07% | -4.07% | +11.43% |
| theme: Consumer / Retail | +1.73% | +0.04% | +0.14% | +0.14% | +7.19% |
| theme: Crypto / Digital Assets | +1.83% | -0.20% | +1.18% | +1.18% | +17.04% |
| theme: Cybersecurity | +0.13% | -0.02% | +0.56% | +0.56% | +14.62% |
| theme: Defense / Aerospace | -0.02% | -0.18% | -5.08% | -5.08% | +25.69% |
| theme: Energy Transition | +0.36% | -0.04% | -1.26% | -1.26% | +17.50% |
| theme: Financials / Credit | +1.41% | -0.01% | +1.27% | +1.27% | +12.68% |
| theme: Healthcare / Biotech | -0.30% | -0.00% | +1.51% | +1.51% | +26.57% |
| theme: Housing / Real Estate | +1.07% | +0.04% | -1.16% | -1.16% | +11.60% |
| theme: Industrial Automation | +1.40% | -0.11% | -2.91% | -2.91% | +23.66% |
| theme: Macro Rates / Inflation | +1.12% | -0.04% | -0.68% | -0.68% | +14.78% |
| theme: Oil & Gas | -0.38% | +0.03% | +0.10% | +0.10% | +22.84% |
| theme: Semiconductors | +0.86% | -0.53% | -5.63% | -5.63% | +47.40% |
| sector: Communication Services | +0.31% | +0.19% | +1.76% | +1.76% | -4.05% |
| sector: Consumer Discretionary | +2.19% | -0.03% | -0.23% | -0.23% | +6.61% |
| sector: Consumer Staples | +0.97% | +0.21% | +2.06% | +2.06% | +7.28% |
| sector: Energy | -0.54% | +0.86% | +3.40% | +3.40% | +31.36% |
| sector: Financials | +1.59% | -0.01% | +2.99% | +2.99% | +9.42% |
| sector: Health Care | -0.29% | -0.01% | +2.03% | +2.03% | +27.99% |
| sector: Industrials | +0.88% | -0.08% | -4.32% | -4.32% | +19.50% |
| sector: Information Technology | +0.78% | -0.86% | -3.23% | -3.23% | +40.22% |
| sector: Materials | +0.66% | -0.18% | -3.28% | -3.28% | +14.24% |
| sector: Real Estate | +0.48% | +0.06% | +0.43% | +0.43% | +9.76% |
| sector: Utilities | +0.35% | -0.02% | +0.18% | +0.18% | +7.44% |
| size: Large (>=5B) | +0.82% | -0.11% | -0.41% | -0.41% | +18.66% |
| size: Micro Cap $250M-$1B | +0.44% | +0.00% | -0.07% | -0.07% | +17.54% |
| size: Nano Cap <$250M | -3.38% | +0.00% | -3.31% | -3.31% | +26.93% |
| size: Small Cap $1B-$5B | +0.90% | +0.00% | -0.62% | -0.62% | +20.91% |
| style: Base Building / Coiled | +0.84% | +0.02% | -0.36% | -0.36% | +11.44% |
| style: Extended Overbought Momentum | +0.67% | +0.06% | +8.57% | +8.57% | +28.34% |
| style: High-Vol Breakdown | +0.53% | +0.15% | +0.28% | +0.28% | -21.88% |
| style: High-Vol Momentum | +1.37% | -0.19% | +13.12% | +13.12% | +51.46% |
| style: Low-Vol Uptrend | -0.20% | +0.00% | -0.18% | -0.18% | +7.93% |
| style: Momentum Breakout / Leadership | +1.09% | +0.01% | +2.96% | +2.96% | +48.54% |
| style: Neutral / Transition | +0.90% | -0.24% | -1.68% | -1.68% | +19.94% |
| style: Normal Vol/Trend | +0.82% | -0.21% | -0.47% | -0.47% | +24.09% |
| style: Oversold / Mean-Reversion Watch | -3.09% | -0.30% | -11.21% | -11.21% | +0.53% |
| style: Persistent Uptrend / Compounder | +1.13% | +0.03% | +1.40% | +1.40% | +26.98% |
| style: Weak Downtrend / Avoid Momentum | +0.54% | +0.05% | +0.40% | +0.40% | -15.98% |
Over the three-day window, Consumer Discretionary (+2.19%) and Extended Momentum Risk (+1.93%) outperformed, while the Oversold basket (-3.09%) underperformed. Week-to-date, Energy (+0.86%) and Consumer Staples (+0.21%) led, with Information Technology (-0.86%) and Semiconductors (-0.53%) lagging. Month-to-date, High-Vol Momentum and Smaller-Cap High-Beta Breakout both returned +13.12%, against an Oversold basket at -11.21% and Semiconductors at -5.63%. Spreads reveal a sharp compression in Semis-Market (-9.48% mtd) and a Credit expansion to +1.35% mtd.
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 | 2026-07-13T06:45:00-04:00 |
| warehouse_snapshot | 2026-07-13 |
| proxy_daily | 2026-07-10 |
| screener_artifact | unavailable |
| grouped_daily | unavailable |
- Overall coverage: 50.5%
- 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
- Warning: screener artifact unavailable or stale
- Report generated at 2026-07-13T07:00:55-04:00; every figure above is computed deterministically from report.json