Close verdict

SPY +0.43% since prior close; Quality / Low-Vol Uptrend leads (+0.02%), Oversold / Mean-Reversion Watch lags (-2.41%).

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 0.74, 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=28

Stretched factor — mean-reversion watch: Quality - Extended Risk d1

Quality - Extended Risk d1 = +1.68% (+2.48σ vs 60d)

2.48σ extended vs 60d (n=28). 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 Extended Momentum Risk / short Quality / Low-Vol Uptrend (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.
Medium convictionsigma:04 · n=252

Stretched factor — mean-reversion watch: Growth - Value d1

Growth - Value d1 = +1.88% (+2.21σ vs 252d)

2.21σ 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 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.
Medium convictionsigma:04 · n=28

Stretched factor — mean-reversion watch: Oversold / Mean-Reversion Watch d1

Oversold / Mean-Reversion Watch d1 = -2.41% (-2.20σ vs 60d)

2.20σ compressed vs 60d (n=28). Factor and regime extremes are risk-STATE signals, not direction calls (ref: the -3.45σ Momentum-LowVol week).

ExpressTrim or rotate exposure in the named basket; do not add into the extreme.
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

IBM gapped -21.28% 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 IBM, APP, HCA, SEZL, THC 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 convictiongap:01

Gap continuation — XHB up-gap follow-through

XHB gapped +1.28% at the open

Up-gaps show no open->close follow-through edge across proxies EXCEPT XHB (+0.22, t=2.63, 57% follow).

ExpressOnly XHB carries an up-gap continuation edge; treat other up-gaps as no-edge.
FramingA narrow, name-specific continuation edge — not a market signal.
InvalidationInvalidated on a failed open-range breakout.
SPY+0.43%gap +0.23% · open +0.19%
Best factor+0.02%Quality / Low-Vol Uptrend
Worst factor-2.41%Oversold / Mean-Reversion Watch
Breadth21%baskets +ve · A/D 466/535

Sigma Board

−3σ0+3σ
Quality - Extended Risk d1spread · +1.68% · 60d · n=28+2.48σ
Growth - Value d1spread · +1.88% · 252d · n=252+2.21σ
Oversold / Mean-Reversion Watch d1basket · -2.41% · 60d · n=28-2.20σ
Extended Momentum Risk d1basket · -1.66% · 60d · n=28-1.75σ
Momentum - LowVol d1spread · +2.60% · 252d · n=252+1.68σ
EqualWeight - CapWeight d1spread · -0.81% · 252d · n=252-1.57σ
% above SMA200breadth · 67.30 · 60d · n=60+1.44σ
Growth - Value w1spread · +2.13% · 252d · n=252+1.25σ

The opportunity sigma board reveals a spread across wave regimes. Consumer Staples leads with an average opportunity score of 70.07 (Basing/early-cycle), closely followed by Health Care at 69.53 (Expansion/late acceleration). Among production baskets, Oversold / Mean-Reversion Watch shows the highest average opportunity at 73.0, with accumulation as the dominant wave. The stage distribution is evenly split: 4 sectors in Basing/early-cycle, 3 in Expansion/late acceleration, and 4 in Reset within trend, suggesting broad dispersion of risk-reward setups.

Intraday Factor Moves

Quality / Low-Vol Uptrend+0.02%
1 names · 100% cov · rvol 0.32
ID+0.0%
1D+0.0%
3D+0.1%
1W+0.3%
MTD+0.5%
1M+1.7%
3M+1.0%
YTD+1.8%
1Y+25.1%
2Y+49.5%
Broken Momentum / Avoid-0.21%
145 names · 100% cov · rvol 0.54
ID-0.2%
1D-0.2%
3D+0.1%
1W-1.1%
MTD+0.3%
1M-5.1%
3M-15.8%
YTD-15.9%
1Y-13.9%
2Y+10.7%
Thematic Momentum Leadership-0.25%
183 names · 100% cov · rvol 0.54
ID-0.2%
1D-0.2%
3D-0.8%
1W+0.7%
MTD+0.1%
1M+12.3%
3M+42.3%
YTD+59.4%
1Y+86.5%
2Y+116.0%
Neutral / Transition-0.31%
640 names · 100% cov · rvol 0.54
ID-0.3%
1D-0.3%
3D-0.2%
1W-0.4%
MTD-0.5%
1M+1.4%
3M+7.3%
YTD+15.3%
1Y+29.2%
2Y+48.7%
Smaller-Cap High-Beta Breakout-0.64%
1 names · 100% cov · rvol 0.40
ID-0.6%
1D-0.6%
3D+0.5%
1W-5.5%
MTD+12.6%
1M+13.8%
3M+89.5%
YTD+50.8%
Extended Momentum Risk-1.66%
4 names · 100% cov · rvol 0.59
ID-1.7%
1D-1.7%
3D-1.6%
1W+0.9%
MTD+7.4%
1M+17.3%
3M+18.1%
YTD+7.7%
1Y-8.3%
2Y+7.2%
Oversold / Mean-Reversion Watch-2.41%
29 names · 97% cov · rvol 0.64
ID-2.4%
1D-2.4%
3D-3.9%
1W-4.6%
MTD-14.4%
1M-19.0%
3M-7.8%
YTD+2.9%
1Y+31.1%
2Y+121.9%

Week-to-date factor moves reflect a defensive tilt: Quality outperforms Extended Risk by 1.68%, while HighBeta trails LowVol by 1.26%. Semiconductors continue to underperform the broader market, with a spread of -1.30%. Month-to-date, the trend intensifies: Quality’s edge over Extended Risk expands to -6.93% (reversal), and Small caps underperform Large by 2.72%. The Semis-Market spread widens to -9.12%, and Momentum - LowVol shows a -7.16% spread, indicating a sharp pullback in prior leadership. Credit spreads are modestly positive (1.29% mtd), while Duration remains under pressure (-2.6%).

Sector Rotation

Energy+3.04%
Real Estate+0.66%
Utilities+0.47%
Financials+0.15%
Materials-0.06%
Communication Services-0.44%
Industrials-0.44%
Consumer Discretionary-0.87%
Consumer Staples-0.88%
Information Technology-0.95%
Health Care-1.32%

The session marked a sharp sector rotation into Energy, which surged 3.04% with a positive gap of 3.30% and 92.5% of members advancing. Real Estate and Utilities also gained, returning 0.66% and 0.47% respectively. In contrast, Health Care dropped 1.32%, with a negative gap of 1.15%, and Information Technology fell 0.95%. Consumer Discretionary and Communication Services both declined more than 0.8%. The rotation underscores a move toward commodity-sensitive and defensive areas, while prior leadership in tech and healthcare takes a pause.

Themes and Keyword Baskets

Cybersecurity+0.6%1D
154 names · 71% cov
ID+1.1%WTD+0.6%MTD+1.2%YTD+15.5%
Cloud Software+0.2%1D
279 names · 80% cov
ID+0.3%WTD+0.2%MTD+2.6%YTD+13.2%
Oil & Gas+0.1%1D
377 names · 78% cov
ID+0.3%WTD+0.1%MTD+0.2%YTD+23.1%
Financials / Credit-0.0%1D
694 names · 63% cov
ID-0.0%WTD-0.0%MTD+1.3%YTD+12.7%
Housing / Real Estate-0.0%1D
445 names · 70% cov
ID-0.0%WTD-0.0%MTD-1.2%YTD+11.6%
Commodities / Materials-0.0%1D
186 names · 74% cov
ID-0.1%WTD-0.0%MTD-4.0%YTD+11.5%
Macro Rates / Inflation-0.1%1D
505 names · 77% covaggregate only
ID-0.1%WTD-0.1%MTD-0.7%YTD+14.8%
Consumer / Retail-0.2%1D
492 names · 74% cov
ID-0.3%WTD-0.2%MTD-0.1%YTD+6.9%
Crypto / Digital Assets-0.2%1D
155 names · 69% cov
ID-0.3%WTD-0.2%MTD+1.2%YTD+16.8%
Energy Transition-0.3%1D
1192 names · 67% cov
ID-0.6%WTD-0.3%MTD-1.5%YTD+17.3%
AI Infrastructure-0.3%1D
857 names · 81% cov
ID-0.5%WTD-0.3%MTD-2.4%YTD+23.4%
Industrial Automation-0.3%1D
511 names · 77% cov
ID-0.6%WTD-0.3%MTD-3.1%YTD+23.5%
Healthcare / Biotech degraded-0.4%1D
641 names · 58% cov
ID-1.1%WTD-0.4%MTD+1.1%YTD+26.1%
Defense / Aerospace-0.5%1D
264 names · 81% cov
ID-0.8%WTD-0.5%MTD-5.3%YTD+25.4%
Semiconductors-0.7%1D
250 names · 90% cov
ID-1.0%WTD-0.7%MTD-5.8%YTD+47.5%

Theme performance was bifurcated. Cybersecurity led with a 0.58% daily gain, supported by a 1.12% intraday pop, while Cloud Software and Oil & Gas added 0.16% and 0.15%, respectively. On the downside, Semiconductors fell 0.65%, extending its month-to-date loss to 5.76%. Defense/Aerospace dropped 0.45%, with a 5.32% mtd decline, and AI Infrastructure shed 0.31%. Healthcare/Biotech, a degraded basket, dipped 0.42%. The divergence highlights ongoing rotation out of high-beta themes into more defensive and value-oriented areas, with notable weakness in prior secular growth leaders.

Factor × Sector Map

Thematic Momentum Leadershipn6
Energy
+6.8%1D
ID+6.8%WTD+6.8%MTD+16.6%
Neutral / Transitionn27
Energy
+2.7%1D
ID+2.7%WTD+2.7%MTD+5.3%
Oversold / Mean-Reversion Watchn3
Materials
+1.7%1D
ID+1.7%WTD+1.7%MTD-13.3%
Broken Momentum / Avoidn3
Utilities
+1.3%1D
ID+1.3%WTD+1.3%MTD+1.2%
Broken Momentum / Avoidn6
Energy
+1.1%1D
ID+1.1%WTD+1.1%MTD-1.2%
Neutral / Transitionn50
Real Estate
+0.8%1D
ID+0.8%WTD+0.8%MTD+1.3%
Broken Momentum / Avoidn12
Financials
+0.6%1D
ID+0.6%WTD+0.6%MTD+6.9%
Neutral / Transitionn38
Utilities
+0.6%1D
ID+0.6%WTD+0.6%MTD+1.0%
Broken Momentum / Avoidn12
Materials
+0.5%1D
ID+0.5%WTD+0.5%MTD+0.9%
Thematic Momentum Leadershipn5
Real Estate
+0.4%1D
ID+0.4%WTD+0.4%MTD-0.2%
Thematic Momentum Leadershipn42
Information Technology
+0.3%1D
ID+0.3%WTD+0.3%MTD-3.9%
Neutral / Transitionn103
Financials
+0.2%1D
ID+0.2%WTD+0.2%MTD+2.6%
Broken Momentum / Avoidn26
Industrials
+0.1%1D
ID+0.1%WTD+0.1%MTD-3.8%
Broken Momentum / Avoidn11
Real Estate
+0.0%1D
ID+0.0%WTD+0.0%MTD+0.2%
Neutral / Transitionn21
Communication Services
-0.0%1D
ID-0.0%WTD-0.0%MTD+4.3%
Thematic Momentum Leadershipn29
Financials
-0.0%1D
ID-0.0%WTD-0.0%MTD+4.8%
Broken Momentum / Avoidn14
Communication Services
-0.1%1D
ID-0.1%WTD-0.1%MTD+0.6%
Thematic Momentum Leadershipn17
Consumer Discretionary
-0.3%1D
ID-0.3%WTD-0.3%MTD+3.1%
Neutral / Transitionn22
Materials
-0.4%1D
ID-0.4%WTD-0.4%MTD-3.2%
Neutral / Transitionn118
Industrials
-0.4%1D
ID-0.4%WTD-0.4%MTD-4.0%
Broken Momentum / Avoidn23
Consumer Discretionary
-0.7%1D
ID-0.7%WTD-0.7%MTD-1.1%
Broken Momentum / Avoidn19
Information Technology
-0.8%1D
ID-0.8%WTD-0.8%MTD+2.9%
Neutral / Transitionn29
Consumer Staples
-0.8%1D
ID-0.8%WTD-0.8%MTD+0.9%
Broken Momentum / Avoidn12
Consumer Staples
-0.8%1D
ID-0.8%WTD-0.8%MTD+0.8%
Oversold / Mean-Reversion Watchn10
Industrials
-1.0%1D
ID-1.0%WTD-1.0%MTD-13.2%
Thematic Momentum Leadershipn48
Health Care
-1.0%1D
ID-1.0%WTD-1.0%MTD+1.0%
Neutral / Transitionn66
Consumer Discretionary
-1.1%1D
ID-1.1%WTD-1.1%MTD-2.1%
Neutral / Transitionn96
Information Technology
-1.2%1D
ID-1.2%WTD-1.2%MTD-3.4%
Thematic Momentum Leadershipn6
Consumer Staples
-1.2%1D
ID-1.2%WTD-1.2%MTD+1.4%
Thematic Momentum Leadershipn22
Industrials
-1.2%1D
ID-1.2%WTD-1.2%MTD-5.2%
Neutral / Transitionn70
Health Care
-1.4%1D
ID-1.4%WTD-1.4%MTD+0.9%
Oversold / Mean-Reversion Watchn3
Utilities
-1.7%1D
ID-1.7%WTD-1.7%MTD-4.1%
Thematic Momentum Leadershipn6
Communication Services
-1.9%1D
ID-1.9%WTD-1.9%MTD-3.7%
Broken Momentum / Avoidn7
Health Care
-2.0%1D
ID-2.0%WTD-2.0%MTD+0.7%
Oversold / Mean-Reversion Watchn7
Information Technology
-5.9%1D
ID-5.9%WTD-5.9%MTD-18.7%
Where each factor basket is working by sector — sorted by 1-day equal-weight return, ≥3 names per cell.

Regime Assessment

trend+1.05
breadth+0.50
volatility+1.00
rotation+0.15
size-0.10
style+1.50
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 Constructive Rotation with 0.8 confidence and a composite score of 0.7375, up 0.05 from midday. Trend is supportive (score 1.05) with SPY 1.4% above its 50‑day and 8.27% above its 200‑day. Breadth is neutral at 0.5, volatility is relaxed (score 1.0, rv20 at 58.1st percentile), rotation is low at 0.15 and size a slight drag at –0.1. Style factors favor momentum/growth (score 1.5, mom‑lowvol spread +3.85% w/w). The regime has a 0.8 probability of persisting one day and expected dwell of 5 days; historically this precedes moderately higher volatility but not extreme drawdown frequency.

Session Snapshot

SPY+0.4%rvol 0.6
QQQ+1.2%rvol 0.7
DIA+0.1%rvol 0.9
IWM+0.4%rvol 0.8
MDY+0.4%rvol 0.7
IJR+0.3%rvol 0.6
RSP-0.4%rvol 0.8
VTI+0.4%rvol 1.2
XLK+1.4%rvol 0.6
XLF+0.3%rvol 1.4
XLE+0.3%rvol 1.1
XLV-2.0%rvol 1.2
XLI+0.1%rvol 0.9
XLY-0.0%rvol 0.9
XLP-1.3%rvol 0.7
XLU+0.0%rvol 0.9
XLB+0.2%rvol 0.8
XLC-0.1%rvol 0.7
XLRE-0.3%rvol 0.7
MTUM+1.7%rvol 0.8
VLUE+0.7%rvol 0.6
QUAL+0.3%rvol 0.6
USMV-0.9%rvol 0.6
SPLV-0.6%rvol 0.7
SPHB+1.4%rvol 1.7
IWF+1.4%rvol 0.6
IWD-0.5%rvol 0.3
VUG+1.0%rvol 1.0
VTV-0.3%rvol 1.2
SMH+2.6%rvol 0.7
XBI+0.3%rvol 0.8
ITA+0.2%rvol 0.7
KRE-0.3%rvol 0.8
XHB+1.0%rvol 0.8
TAN+3.5%rvol 0.6
TLT+0.2%rvol 0.9
IEF+0.3%rvol 0.9
HYG+0.2%rvol 0.9
LQD+0.2%rvol 1.2
GLD+1.3%rvol 0.9
USO+2.0%rvol 1.9
UUP-0.4%rvol 0.8

The close lands in a Constructive Rotation regime (composite 0.74, confidence 0.8), historically preceding elevated volatility without signaling direction. Today saw a sharp sector rotation: Energy surged 3.04% on broad participation (92.5% advancers), while Health Care dropped 1.32% with only 32.3% advancing. The Cybersecurity theme added 0.58%, but overall breadth was mixed. Volume anomalies flagged IBM, HCA, and BIIB as distribution, warranting caution.

Size and Breadth

Size bucketNIntradayD1WTDBreadth
Large (>=5B)1003-0.35%-0.35%-0.35%46.5% adv
Micro Cap $250M-$1B220n/a+0.00%+0.00%0.0% adv
Nano Cap <$250M16n/a+0.00%+0.00%0.0% adv
Small Cap $1B-$5B805n/a+0.00%+0.00%0.0% adv
% > SMA50% > SMA200AdvancersDecliners% Baskets Positive
62.9%67.3%46653520.8%

In the close of July 14, 2026, market breadth is mixed. 62.91% of stocks trade above their 50‑day moving average and 67.3% above the 200‑day, yet the advance‑decline ratio is 0.871. Sector dispersion is wide: Energy leads with 92.5% advancing, while Health Care languishes at 32.28%. On the size front, small caps underperform large caps by –0.0676% on the day, –1.182% over the week, and –0.5599% over the month; small/mid versus $5B+ stocks is up 0.3487% today. The breadth backdrop supports a selective environment tilted toward large‑cap momentum.

Volume and Participation

DimensionBasketMedian RVol% Members RVol>1.5
productionBroken Momentum / Avoid0.543.4%
productionExtended Momentum Risk0.590.0%
productionNeutral / Transition0.542.3%
productionOversold / Mean-Reversion Watch0.643.6%
productionQuality / Low-Vol Uptrend0.320.0%
productionSmaller-Cap High-Beta Breakout0.400.0%
productionThematic Momentum Leadership0.541.1%
TickerBasketRVolReturnNote
IBMNeutral / Transition9.45-24.35%distribution volume
HCANeutral / Transition3.02-10.90%distribution volume
BIIBNeutral / Transition2.83-3.35%distribution volume

Volume patterns signal distribution in several names. Across production baskets, the Oversold / Mean-Reversion Watch shows the highest median relative volume at 0.64, with 3.6% of members above 1.5x normal volume. Extended Momentum Risk and Quality/Low-Vol Uptrend baskets have zero members exceeding 1.5x rvol. Notable anomalies include IBM with 9.45x relative volume on a –24.35% decline, HCA with 3.02x rvol and –10.9% return, and BIIB at 2.83x rvol and –3.35%, all flagged as distribution volume. The elevated volume on weakness suggests institutional repositioning out of select issues.

Cross-Asset Confirmation

CAC +1.00 — risk-supportive (positive = risk-supportive)

Signal5dPoints
Credit (HYG−LQD)+1.15%+0.60
Risk vs defensives+2.55%+0.40
Dollar (−UUP)-0.64%-0.15
Curve (IEF/TLT)+0.80%+0.15

Duration-in-disguise — 63d TLT beta of style spreads

SpreadTLT ββ · SPY-ctrlβ%ileDuration read
Momentum - LowVol1.350.24100%duration-driven (current, unstable)
Growth - Value0.23-0.2192%duration-driven (current, unstable)
HighBeta - LowVol1.48-0.01100%duration-driven (current, unstable)
Small - Large0.620.6898%duration-driven (persistent)

Opportunity Watchlist

TickerSectorOpportunityWave stageRegime fit
OKLOUtilities93.2Wave 1 / accumulation95.8
SWKSInformation Technology90.3Wave 1 / accumulation92.9
TAPConsumer Staples91.4Wave 1 / accumulation91.9
OZKFinancials86.3Wave 3-5 / breakout91.5
CGONHealth Care85.1Wave 3-5 / breakout90.3
TickerSince closeVs basketRead
OKLO-5.69%-3.28%diverges
SWKS-5.88%-3.47%diverges
TAP-1.46%-1.25%diverges
OZK-0.10%+0.21%diverges
CGON-4.15%-3.90%diverges

Opportunity screen highlights names in accumulation stages despite intraday weakness failing to confirm. Top scores: OKLO (Utilities, 93.2, Oversold/Mean-Reversion Watch), SWKS (Technology, 90.3), and TAP (Consumer Staples, 91.4) all in Wave 1/accumulation, though all show negative intraday moves against their baskets. Setup patterns favor short entries, with double tops in PSKY (73.6) and RIOT (73.5), and a head-and-shoulders in SMCI (70.9). Long setups are less compelling: TMHC tight base (61.7) and LNC double bottom (60.7). The regime fit is strongest for OKLO (95.8) and OZK (91.5), but caution is warranted given the lack of intraday confirmation.

Multi-Horizon Context
BasketD3WTDMTD
production: Broken Momentum / Avoid+0.10%-0.21%+0.33%
production: Extended Momentum Risk-1.65%-1.66%+7.40%
production: Neutral / Transition-0.18%-0.31%-0.50%
production: Oversold / Mean-Reversion Watch-3.87%-2.41%-14.38%
production: Quality / Low-Vol Uptrend+0.15%+0.02%+0.47%
production: Smaller-Cap High-Beta Breakout+0.49%-0.64%+12.61%
production: Thematic Momentum Leadership-0.85%-0.25%+0.13%
theme: AI Infrastructure-0.90%-0.31%-2.44%
theme: Cloud Software-0.32%+0.16%+2.59%
theme: Commodities / Materials-0.21%-0.04%-3.99%
theme: Consumer / Retail+0.42%-0.20%-0.08%
theme: Crypto / Digital Assets-0.73%-0.22%+1.21%
theme: Cybersecurity-0.44%+0.58%+1.17%
theme: Defense / Aerospace-1.34%-0.45%-5.32%
theme: Energy Transition-0.78%-0.27%-1.46%
theme: Financials / Credit+0.08%-0.00%+1.29%
theme: Healthcare / Biotech-2.02%-0.42%+1.10%
theme: Housing / Real Estate+0.19%-0.00%-1.20%
theme: Industrial Automation-0.26%-0.35%-3.14%
theme: Macro Rates / Inflation+0.30%-0.08%-0.70%
theme: Oil & Gas-0.64%+0.15%+0.24%
theme: Semiconductors-1.26%-0.65%-5.76%
sector: Communication Services-1.06%-0.44%+1.16%
sector: Consumer Discretionary+0.07%-0.87%-1.05%
sector: Consumer Staples+0.67%-0.88%+0.97%
sector: Energy+3.00%+3.04%+5.73%
sector: Financials+0.40%+0.15%+3.19%
sector: Health Care-2.50%-1.32%+0.70%
sector: Industrials-0.27%-0.44%-4.64%
sector: Information Technology-1.78%-0.95%-3.30%
sector: Materials+0.41%-0.06%-3.14%
sector: Real Estate+0.85%+0.66%+1.03%
sector: Utilities+1.06%+0.47%+0.68%
size: Large (>=5B)-0.37%-0.35%-0.62%
size: Micro Cap $250M-$1B-1.14%+0.00%-0.07%
size: Nano Cap <$250M-2.88%+0.00%-3.31%
size: Small Cap $1B-$5B-0.35%+0.00%-0.62%
style: Base Building / Coiled-0.06%-0.35%-1.16%
style: Extended Overbought Momentum-0.90%-0.87%+7.53%
style: High-Vol Breakdown-1.61%-1.19%-1.17%
style: High-Vol Momentum+0.49%-0.64%+12.61%
style: Low-Vol Uptrend-0.71%-1.09%-1.26%
style: Momentum Breakout / Leadership-0.10%+0.60%+4.03%
style: Neutral / Transition-0.64%-0.64%-1.98%
style: Normal Vol/Trend-0.52%-0.33%-0.33%
style: Oversold / Mean-Reversion Watch-3.87%-2.41%-14.38%
style: Persistent Uptrend / Compounder+0.35%+0.17%+1.83%
style: Weak Downtrend / Avoid Momentum+0.10%-0.21%+0.33%

Multi-horizon returns show energy leadership and oversold weakness. Over three days, Energy gained 3.0% while Oversold/Mean-Reversion fell –3.87%. Week-to-date, Energy is up 3.04% and Momentum Breakout/Leadership +0.6%; Oversold/Mean-Reversion is –2.41%. Month-to-date, Smaller-Cap High‑Beta Breakout leads at +12.61% against Oversold’s –14.38%. The Semis‑Market spread is –1.3% wtd and –9.12% mtd, highlighting tech pressure. Breadth trends are flat near‑term but deteriorating mtd. The regime path shifted from Choppy Neutral to Constructive Rotation on July 10 (composite 0.5575), easing to 0.3675 on July 13.

Top Single-Stock Setups (4h–1 Week)

#1FFIVInformation Technology100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 8.0/10 (top quintile)

Leadership/uptrend with room — flow-confirmed

UptrendQ1RSI 611w +5.5%MACD+CMF+Force+
Last$420.95
RSI61
1wk+5.5%
ATR stop−4.7%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#2CGONHealth Care100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.8/10 (top quintile)

Leadership/uptrend with room — flow-confirmed

UptrendQ1RSI 611w +6.9%MACD+CMF+Force+
Last$72.55
RSI61
1wk+6.9%
ATR stop−7.9%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#3CARTConsumer Discretionary100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.5/10 (top quintile)

Leadership/uptrend with room — flow-confirmed

UptrendQ1RSI 611w +5.7%MACD+CMF+Force+
Last$47.92
RSI62
1wk+5.7%
ATR stop−6.0%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#4CROXConsumer Discretionary100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.3/10 (top quintile)

Leadership/uptrend with room — flow-confirmed

UptrendQ1RSI 601w +6.0%MACD+CMF+Force+
Last$130.46
RSI61
1wk+6.0%
ATR stop−5.8%
1-week return vs Thematic Momentum Leadership basket (n=183)
-14%+18%
#5PFGFinancials99
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.1/10 (top quintile)

Leadership/uptrend with room — flow-confirmed

UptrendQ1RSI 631w +1.2%MACD+CMF+Force+
Last$113.61
RSI64
1wk+1.2%
ATR stop−3.1%
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

SourceAs of
intraday_bars2026-07-14T15:45:00-04:00
warehouse_snapshot2026-07-14
proxy_daily2026-07-13
screener_artifact2026-07-13T20:54:29.913442-04:00
grouped_dailyunavailable
  • 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
  • Report generated at 2026-07-14T16:02:59-04:00; every figure above is computed deterministically from report.json
BoltFactors © 2026 · CLOSE edition · 2026-07-14 · GitHub · every number is computed deterministically from report.json before narration; ideas pair today's live trigger with a static historical prior.