Morning verdict
SPY +0.22% since prior close; Neutral / Transition leads (+0.05%), Oversold / Mean-Reversion Watch lags (-1.63%).
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 0.71, 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).
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.
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+0.22%gap +0.23% · open -0.01%
Best factor+0.05%Neutral / Transition
Worst factor-1.63%Oversold / Mean-Reversion Watch
Breadth35%baskets +ve · A/D 549/452
Sigma Board
−3σ0+3σ
Momentum - LowVol d1spread · +2.76% · 252d · n=252+1.78σ
% above SMA200breadth · 68.30 · 60d · n=60+1.71σ
Oversold / Mean-Reversion Watch d1basket · -1.63% · 60d · n=28-1.55σ
Quality - Extended Risk d1spread · +1.06% · 60d · n=28+1.53σ
Growth - Value d1spread · +1.02% · 252d · n=252+1.22σ
Momentum - LowVol w1spread · +4.02% · 252d · n=252+1.18σ
Semis - Market d1spread · +2.22% · 252d · n=252+1.12σ
Extended Momentum Risk d1basket · -1.03% · 60d · n=28-1.11σ
The production basket sigma board shows elevated relative volume in Oversold / Mean-Reversion Watch (rvol median 0.87, 17.9% of members above 1.5x) and Quality / Low-Vol Uptrend (0.86, 0.0% above 1.5x). Thematic Momentum Leadership has rvol median 0.53 with 10.9% above threshold, while Neutral / Transition sits at 0.51 with 8.3%.
Intraday Factor Moves
Neutral / Transition+0.05%
640 names · 100% cov · rvol 0.51
ID+0.1%
1D+0.1%
3D+0.2%
1W-0.0%
MTD-0.1%
1M+1.8%
3M+7.7%
YTD+15.8%
1Y+29.8%
2Y+49.3%
Quality / Low-Vol Uptrend+0.03%
1 names · 100% cov · rvol 0.86
ID+0.0%
1D+0.0%
3D+0.2%
1W+0.3%
MTD+0.5%
1M+1.7%
3M+1.0%
YTD+1.8%
1Y+25.1%
2Y+49.5%
Broken Momentum / Avoid-0.02%
145 names · 100% cov · rvol 0.54
ID-0.0%
1D-0.0%
3D+0.3%
1W-0.9%
MTD+0.5%
1M-4.9%
3M-15.7%
YTD-15.7%
1Y-13.6%
2Y+10.7%
Smaller-Cap High-Beta Breakout-0.06%
1 names · 100% cov · rvol 0.44
ID-0.1%
1D-0.1%
3D+1.1%
1W-4.9%
MTD+13.3%
1M+14.5%
3M+90.6%
YTD+51.7%
Thematic Momentum Leadership-0.12%
183 names · 100% cov · rvol 0.53
ID-0.1%
1D-0.1%
3D-0.7%
1W+0.8%
MTD+0.2%
1M+12.4%
3M+42.4%
YTD+59.5%
1Y+87.0%
2Y+116.4%
Extended Momentum Risk-1.03%
4 names · 100% cov · rvol 0.54
ID-1.0%
1D-1.0%
3D-1.0%
1W+1.5%
MTD+8.1%
1M+18.0%
3M+18.6%
YTD+8.0%
1Y-7.0%
2Y+8.7%
Oversold / Mean-Reversion Watch-1.63%
29 names · 97% cov · rvol 0.87
ID-1.6%
1D-1.6%
3D-3.1%
1W-3.9%
MTD-13.7%
1M-18.4%
3M-7.0%
YTD+3.8%
1Y+32.3%
2Y+123.1%
Week-to-date factor moves show High Beta underperforming Low Vol by 1.41%, while Growth lags Value by 1.21%. Momentum outperforms Low Vol by 0.43%. The Semis-Market spread is -1.27%, and Duration is negative at -0.30%.
Sector Rotation
Energy+3.15%
Utilities+1.16%
Materials+0.92%
Real Estate+0.71%
Financials+0.57%
Industrials+0.09%
Communication Services-0.06%
Consumer Staples-0.35%
Information Technology-0.65%
Consumer Discretionary-0.88%
Health Care-1.41%
Sector rotation this morning is dominated by a sharp bid in Energy (+3.15% wtd) with 95% of constituents advancing, alongside Utilities (+1.16% wtd, 95.45% breadth). In contrast, Health Care is under heavy distribution (-1.41% wtd, breadth 33.07%), while Information Technology continues to struggle (-0.65% wtd, breadth 40.61%).
Themes and Keyword Baskets
Cybersecurity+0.5%1D
154 names · 71% cov
ID+0.9%WTD+0.5%MTD+1.1%YTD+15.3%
Oil & Gas+0.4%1D
377 names · 78% cov
ID+0.7%WTD+0.4%MTD+0.5%YTD+23.4%
Commodities / Materials+0.3%1D
186 names · 74% cov
ID+0.7%WTD+0.3%MTD-3.6%YTD+12.0%
Macro Rates / Inflation+0.2%1D
505 names · 77% covaggregate only
ID+0.3%WTD+0.2%MTD-0.4%YTD+15.2%
Financials / Credit+0.2%1D
694 names · 63% cov
ID+0.3%WTD+0.2%MTD+1.4%YTD+12.9%
Cloud Software+0.1%1D
279 names · 80% cov
ID+0.2%WTD+0.1%MTD+2.5%YTD+13.3%
Housing / Real Estate+0.1%1D
445 names · 70% cov
ID+0.2%WTD+0.1%MTD-1.1%YTD+11.7%
Industrial Automation-0.1%1D
511 names · 77% cov
ID-0.1%WTD-0.1%MTD-2.9%YTD+23.9%
Consumer / Retail-0.1%1D
492 names · 74% cov
ID-0.1%WTD-0.1%MTD+0.0%YTD+7.1%
Energy Transition-0.1%1D
1192 names · 67% cov
ID-0.2%WTD-0.1%MTD-1.3%YTD+17.5%
AI Infrastructure-0.1%1D
857 names · 81% cov
ID-0.2%WTD-0.1%MTD-2.3%YTD+23.6%
Crypto / Digital Assets-0.1%1D
155 names · 69% cov
ID-0.2%WTD-0.1%MTD+1.3%YTD+17.0%
Defense / Aerospace-0.2%1D
264 names · 81% cov
ID-0.3%WTD-0.2%MTD-5.1%YTD+25.8%
Semiconductors-0.3%1D
250 names · 90% cov
ID-0.4%WTD-0.3%MTD-5.4%YTD+48.1%
Healthcare / Biotech degraded-0.4%1D
641 names · 58% cov
ID-1.0%WTD-0.4%MTD+1.1%YTD+26.1%
Among themes, Cybersecurity leads the morning with an intraday gain of 0.90% (wtd +0.47%), followed by Oil & Gas at +0.70% and Commodities/Materials at +0.66%. On the downside, Healthcare/Biotech is the weakest theme, down 0.99% intraday (wtd -0.39%), with AI Infrastructure down 0.20% and Semiconductors down 0.41%. Healthcare/Biotech coverage is degraded at 57.57%.
Factor × Sector Map
Thematic Momentum Leadershipn6
Energy
+5.8%1D
ID+5.8%WTD+5.8%MTD+15.4%
Neutral / Transitionn27
Energy
+3.0%1D
ID+3.0%WTD+3.0%MTD+5.6%
Oversold / Mean-Reversion Watchn3
Materials
+2.8%1D
ID+2.8%WTD+2.8%MTD-12.4%
Broken Momentum / Avoidn3
Utilities
+2.0%1D
ID+2.0%WTD+2.0%MTD+1.9%
Broken Momentum / Avoidn12
Materials
+1.5%1D
ID+1.5%WTD+1.5%MTD+1.9%
Broken Momentum / Avoidn6
Energy
+1.5%1D
ID+1.5%WTD+1.5%MTD-0.9%
Neutral / Transitionn38
Utilities
+1.3%1D
ID+1.3%WTD+1.3%MTD+1.7%
Neutral / Transitionn50
Real Estate
+0.9%1D
ID+0.9%WTD+0.9%MTD+1.5%
Neutral / Transitionn103
Financials
+0.9%1D
ID+0.9%WTD+0.9%MTD+3.2%
Thematic Momentum Leadershipn5
Real Estate
+0.6%1D
ID+0.6%WTD+0.6%MTD+0.0%
Neutral / Transitionn22
Materials
+0.6%1D
ID+0.6%WTD+0.6%MTD-2.3%
Thematic Momentum Leadershipn42
Information Technology
+0.5%1D
ID+0.5%WTD+0.5%MTD-3.8%
Broken Momentum / Avoidn14
Communication Services
+0.4%1D
ID+0.4%WTD+0.4%MTD+1.1%
Neutral / Transitionn118
Industrials
+0.3%1D
ID+0.3%WTD+0.3%MTD-3.4%
Broken Momentum / Avoidn26
Industrials
+0.1%1D
ID+0.1%WTD+0.1%MTD-3.7%
Broken Momentum / Avoidn12
Financials
+0.0%1D
ID+0.0%WTD+0.0%MTD+6.2%
Thematic Momentum Leadershipn29
Financials
-0.0%1D
ID-0.0%WTD-0.0%MTD+4.8%
Neutral / Transitionn21
Communication Services
-0.0%1D
ID-0.0%WTD-0.0%MTD+4.2%
Broken Momentum / Avoidn12
Consumer Staples
-0.1%1D
ID-0.1%WTD-0.1%MTD+1.6%
Thematic Momentum Leadershipn17
Consumer Discretionary
-0.3%1D
ID-0.3%WTD-0.3%MTD+3.1%
Thematic Momentum Leadershipn6
Communication Services
-0.3%1D
ID-0.3%WTD-0.3%MTD-2.3%
Broken Momentum / Avoidn11
Real Estate
-0.4%1D
ID-0.4%WTD-0.4%MTD-0.2%
Neutral / Transitionn29
Consumer Staples
-0.4%1D
ID-0.4%WTD-0.4%MTD+1.3%
Thematic Momentum Leadershipn6
Consumer Staples
-0.5%1D
ID-0.5%WTD-0.5%MTD+2.1%
Broken Momentum / Avoidn23
Consumer Discretionary
-0.6%1D
ID-0.6%WTD-0.6%MTD-1.0%
Oversold / Mean-Reversion Watchn10
Industrials
-0.6%1D
ID-0.6%WTD-0.6%MTD-13.0%
Broken Momentum / Avoidn19
Information Technology
-0.8%1D
ID-0.8%WTD-0.8%MTD+2.8%
Neutral / Transitionn96
Information Technology
-0.9%1D
ID-0.9%WTD-0.9%MTD-3.2%
Thematic Momentum Leadershipn22
Industrials
-0.9%1D
ID-0.9%WTD-0.9%MTD-5.0%
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%
Oversold / Mean-Reversion Watchn3
Utilities
-1.6%1D
ID-1.6%WTD-1.6%MTD-3.9%
Broken Momentum / Avoidn7
Health Care
-1.6%1D
ID-1.6%WTD-1.6%MTD+1.1%
Neutral / Transitionn70
Health Care
-1.6%1D
ID-1.6%WTD-1.6%MTD+0.7%
Oversold / Mean-Reversion Watchn7
Information Technology
-4.3%1D
ID-4.3%WTD-4.3%MTD-17.3%
Regime Assessment
trend+1.05
breadth+1.00
volatility+1.00
rotation-0.85
size-0.05
style+1.25
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 regime is classified as Choppy Neutral with 0.87 confidence and a composite score of 0.71. Trend and breadth remain constructive at scores of 1.05 and 1.0, supported by SPY 1.19% above the 50-day and 8.05% above the 200-day. Volatility is contained—realized 20-day vol sits at the 58th percentile of its two-year range and intraday range relative to the 20-day ATR is 0.29. Rotation is negative at –0.85, triggered by a leadership flip and Spearman correlations of –0.04 between daily and weekly returns and –0.07 between week-to-date and monthly. The model implies an expected dwell of 7.7 days with an 87% probability of staying in regime tomorrow.
Session Snapshot
SPY+0.2%rvol 1.3
QQQ+1.0%rvol 1.7
DIA+0.1%rvol 2.9
IWM+0.6%rvol 2.0
MDY+0.8%rvol 0.9
IJR+0.5%rvol 0.8
RSP+0.0%rvol 1.5
VTI+0.3%rvol 1.6
XLK+1.0%rvol 1.1
XLF+0.8%rvol 2.3
XLE+0.3%rvol 1.9
XLV-1.6%rvol 2.3
XLI+0.8%rvol 1.6
XLY-0.3%rvol 1.1
XLP-0.4%rvol 1.0
XLU+0.6%rvol 1.4
XLB+1.2%rvol 2.1
XLC-0.2%rvol 0.9
XLRE-0.1%rvol 1.2
MTUM+2.3%rvol 2.4
VLUE+1.0%rvol 0.6
QUAL+0.2%rvol 0.4
USMV-0.5%rvol 0.6
SPLV-0.0%rvol 1.6
SPHB+1.9%rvol 7.0
IWF+0.8%rvol 0.5
IWD-0.2%rvol 0.3
VUG+0.3%rvol 0.9
VTV+0.2%rvol 1.1
SMH+2.4%rvol 1.6
XBI+0.1%rvol 1.8
ITA+0.9%rvol 0.7
KRE+0.4%rvol 1.8
XHB+0.7%rvol 1.2
TAN+3.4%rvol 0.6
TLT+0.3%rvol 1.5
IEF+0.3%rvol 0.8
HYG+0.1%rvol 1.4
LQD+0.2%rvol 0.9
GLD+2.1%rvol 3.3
USO+2.4%rvol 4.5
UUP-0.6%rvol 0.4
The session opens with a regime label of Choppy Neutral (confidence 0.87, composite 0.7075). Energy leads intraday at +3.15%, while Health Care lags at -1.41%. Volume anomalies include distribution in IBM (rvol 30.94, -22.72%) and breakout in GS (rvol 4.46, +5.42%).
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1003 | -0.04% | -0.04% | -0.04% | 54.9% 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 |
|---|
| 64.7% | 68.3% | 549 | 452 | 35.4% |
Sector breadth is highly bifurcated: Energy and Utilities register advancing shares of 95.0% and 95.5%, while Consumer Discretionary languishes at 28.3%. Across the broad market, 64.7% of stocks remain above their 50-day moving averages. Size factor dynamics show a day-over-day small-large spread of +0.37% but a week-over-week decline of –0.75%, underscoring short-term relative outperformance by small caps against a larger drift lower over the week.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.54 | 9.0% |
| production | Extended Momentum Risk | 0.54 | 0.0% |
| production | Neutral / Transition | 0.51 | 8.3% |
| production | Oversold / Mean-Reversion Watch | 0.87 | 17.9% |
| production | Quality / Low-Vol Uptrend | 0.86 | 0.0% |
| production | Smaller-Cap High-Beta Breakout | 0.44 | 0.0% |
| production | Thematic Momentum Leadership | 0.53 | 10.9% |
| Ticker | Basket | RVol | Return | Note |
|---|
| IBM | Neutral / Transition | 30.94 | -22.72% | distribution volume |
| HCA | Neutral / Transition | 11.09 | -9.78% | distribution volume |
| THC | Neutral / Transition | 5.04 | -8.81% | distribution volume |
| GS | Neutral / Transition | 4.46 | +5.42% | breakout volume |
| NOW | Neutral / Transition | 4.35 | -2.38% | distribution volume |
Volume anomalies concentrate in the Neutral/Transition basket, with IBM posting extreme distribution volume at rvol 30.94 and HCA and THC at 11.09 and 5.04, respectively. GS registered breakout volume at 4.46. Among factor baskets, Oversold / Mean-Reversion Watch exhibits elevated participation with a median rvol of 0.87 and 17.9% of members exceeding 1.5x relative volume, while Quality / Low-Vol Uptrend shows a similar median at 0.86 but 0.0% above the 1.5 threshold, indicating controlled price discovery.
Cross-Asset Confirmation
CAC +1.00 — risk-supportive (positive = risk-supportive)
| Signal | 5d | Points |
|---|
| 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
| Spread | TLT β | β · SPY-ctrl | | β | %ile | Duration read |
|---|
| Momentum - LowVol | 1.35 | 0.24 | 100% | duration-driven (current, unstable) |
| Growth - Value | 0.23 | -0.21 | 92% | duration-driven (current, unstable) |
| HighBeta - LowVol | 1.48 | -0.01 | 100% | duration-driven (current, unstable) |
| Small - Large | 0.62 | 0.68 | 98% | duration-driven (persistent) |
Opportunity Watchlist
| Ticker | Sector | Opportunity | Wave stage | Regime fit |
|---|
| OKLO | Utilities | 93.2 | Wave 1 / accumulation | 95.8 |
| SWKS | Information Technology | 90.3 | Wave 1 / accumulation | 92.9 |
| TAP | Consumer Staples | 91.4 | Wave 1 / accumulation | 91.9 |
| OZK | Financials | 86.3 | Wave 3-5 / breakout | 91.5 |
| CGON | Health Care | 85.1 | Wave 3-5 / breakout | 90.3 |
| Ticker | Since close | Vs basket | Read |
|---|
| OKLO | -5.58% | -3.95% | diverges |
| SWKS | -2.93% | -1.30% | diverges |
| TAP | +0.26% | +0.28% | confirms |
| OZK | +0.55% | +0.50% | confirms |
| CGON | -3.30% | -3.18% | diverges |
The screener highlights OKLO as the top-scored opportunity at 93.2, in Wave 1 accumulation with 95.8 regime fit, but intraday price action fails to confirm, down 5.58% versus its basket’s –3.95%. TAP and OZK confirm, advancing 0.26% and 0.55% relative to their baskets. Among pattern setups, short-side double tops dominate: PSKY scores 73.64 and RIOT 73.48, while SMCI shows a head-and-shoulders short at 70.89.
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | +0.29% | -0.02% | +0.51% |
| production: Extended Momentum Risk | -1.01% | -1.03% | +8.12% |
| production: Neutral / Transition | +0.19% | +0.05% | -0.15% |
| production: Oversold / Mean-Reversion Watch | -3.11% | -1.63% | -13.74% |
| production: Quality / Low-Vol Uptrend | +0.16% | +0.03% | +0.48% |
| production: Smaller-Cap High-Beta Breakout | +1.07% | -0.06% | +13.27% |
| production: Thematic Momentum Leadership | -0.71% | -0.12% | +0.23% |
| theme: AI Infrastructure | -0.70% | -0.12% | -2.28% |
| theme: Cloud Software | -0.33% | +0.15% | +2.55% |
| theme: Commodities / Materials | +0.16% | +0.33% | -3.64% |
| theme: Consumer / Retail | +0.54% | -0.08% | +0.03% |
| theme: Crypto / Digital Assets | -0.65% | -0.14% | +1.26% |
| theme: Cybersecurity | -0.54% | +0.47% | +1.06% |
| theme: Defense / Aerospace | -1.08% | -0.19% | -5.09% |
| theme: Energy Transition | -0.60% | -0.08% | -1.29% |
| theme: Financials / Credit | +0.23% | +0.16% | +1.45% |
| theme: Healthcare / Biotech | -1.99% | -0.39% | +1.12% |
| theme: Housing / Real Estate | +0.28% | +0.09% | -1.10% |
| theme: Industrial Automation | +0.02% | -0.07% | -2.88% |
| theme: Macro Rates / Inflation | +0.58% | +0.20% | -0.43% |
| theme: Oil & Gas | -0.39% | +0.39% | +0.48% |
| theme: Semiconductors | -0.89% | -0.27% | -5.42% |
| sector: Communication Services | -0.68% | -0.06% | +1.52% |
| sector: Consumer Discretionary | +0.07% | -0.88% | -1.06% |
| sector: Consumer Staples | +1.20% | -0.35% | +1.49% |
| sector: Energy | +3.10% | +3.15% | +5.83% |
| sector: Financials | +0.82% | +0.57% | +3.61% |
| sector: Health Care | -2.59% | -1.41% | +0.60% |
| sector: Industrials | +0.26% | +0.09% | -4.16% |
| sector: Information Technology | -1.47% | -0.65% | -3.07% |
| sector: Materials | +1.40% | +0.92% | -2.17% |
| sector: Real Estate | +0.89% | +0.71% | +1.07% |
| sector: Utilities | +1.75% | +1.16% | +1.37% |
| size: Large (>=5B) | -0.06% | -0.04% | -0.33% |
| 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 | +0.29% | +0.00% | -0.82% |
| style: Extended Overbought Momentum | -0.18% | -0.15% | +8.32% |
| style: High-Vol Breakdown | -1.86% | -1.49% | -1.43% |
| style: High-Vol Momentum | +1.07% | -0.06% | +13.27% |
| style: Low-Vol Uptrend | -0.82% | -1.21% | -1.38% |
| style: Momentum Breakout / Leadership | -0.20% | +0.49% | +3.90% |
| style: Neutral / Transition | -0.24% | -0.24% | -1.61% |
| style: Normal Vol/Trend | -0.22% | -0.04% | -0.07% |
| style: Oversold / Mean-Reversion Watch | -3.11% | -1.63% | -13.74% |
| style: Persistent Uptrend / Compounder | +0.62% | +0.44% | +2.09% |
| style: Weak Downtrend / Avoid Momentum | +0.29% | -0.02% | +0.51% |
Over three days, Energy leads at +3.10% while Oversold/Mean-Reversion Watch trails at –3.11%; the small-large spread compresses by 0.57% and breadth is flat. Week-to-date, Energy extends gains to +3.15% with Utilities at +1.16%, and momentum outperforms low vol by 0.43%. Month-to-date leadership shifts dramatically: Smaller-Cap High-Beta Breakout and High-Vol Momentum surge +13.27%, while the Oversold basket collapses –13.74% and Semiconductors decline –5.42%. The small-large spread turns negative at –2.29% and momentum-lowvol reverses to –7.05%, concurrent with deteriorating breadth.
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
| Source | As of |
|---|
| intraday_bars | 2026-07-14T09:45:00-04:00 |
| warehouse_snapshot | 2026-07-14 |
| proxy_daily | 2026-07-13 |
| screener_artifact | 2026-07-13T20:54:29.913442-04:00 |
| 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
- Report generated at 2026-07-14T10:02:54-04:00; every figure above is computed deterministically from report.json