Premarket verdict
SPY -0.05% since prior close; Smaller-Cap High-Beta Breakout leads (+0.77%), Oversold / Mean-Reversion Watch lags (-2.20%).
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=28
Stretched factor — mean-reversion watch: Oversold / Mean-Reversion Watch d1
Oversold / Mean-Reversion Watch d1 = -2.20% (-2.02σ vs 60d)
2.02σ 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 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-0.05%gap n/a · open n/a
Best factor+0.77%Smaller-Cap High-Beta Breakout
Worst factor-2.20%Oversold / Mean-Reversion Watch
Breadth17%baskets +ve · A/D 218/282
Sigma Board
−3σ0+3σ
Oversold / Mean-Reversion Watch d1basket · -2.20% · 60d · n=28-2.02σ
% above SMA200breadth · 68.20 · 60d · n=60+1.68σ
Quality - Extended Risk d1spread · +0.78% · 60d · n=28+1.10σ
Credit w1spread · +0.55% · 252d · n=252+1.09σ
Semis - Market d1spread · +1.83% · 252d · n=252+0.90σ
Extended Momentum Risk d1basket · -0.78% · 60d · n=28-0.86σ
% above SMA50breadth · 64.71 · 60d · n=60+0.78σ
Small - Large w1spread · -1.02% · 252d · n=252-0.76σ
The volatility component is pinned at 1.0, with 20-day realized volatility in the 58.1st percentile of its two-year range and premarket intraday range relative to the 20-day average at 0.201. Week-to-date factor spread moves underscore the tension: HighBeta minus LowVol registers -3.27%, Momentum minus LowVol is -2.28%, and Semis versus Market stands at -1.64%.
Intraday Factor Moves
Smaller-Cap High-Beta Breakout+0.77%
1 names · 100% cov
ID+0.8%
1D+0.8%
3D+1.9%
1W-4.2%
MTD+14.2%
1M+15.4%
3M+92.2%
YTD+52.9%
Quality / Low-Vol Uptrendn/a
1 names · 100% cov
1D+0.0%
3D+0.1%
1W+0.3%
MTD+0.5%
1M+1.6%
3M+1.0%
YTD+1.8%
1Y+25.0%
2Y+49.5%
Broken Momentum / Avoid-0.11%
145 names · 100% cov
ID-0.1%
1D-0.1%
3D+0.2%
1W-1.0%
MTD+0.5%
1M-4.9%
3M-15.7%
YTD-15.8%
1Y-13.8%
2Y+10.2%
Neutral / Transition-0.14%
640 names · 100% cov
ID-0.1%
1D-0.1%
3D+0.1%
1W-0.2%
MTD-0.2%
1M+1.7%
3M+7.5%
YTD+15.6%
1Y+29.5%
2Y+49.2%
Extended Momentum Risk-1.04%
4 names · 100% cov
ID-1.0%
1D-0.8%
3D-0.8%
1W+1.8%
MTD+8.4%
1M+18.4%
3M+18.9%
YTD+8.4%
1Y-7.1%
2Y+8.5%
Thematic Momentum Leadership-1.43%
183 names · 100% cov
ID-1.4%
1D-0.8%
3D-1.4%
1W+0.1%
MTD-0.5%
1M+11.6%
3M+41.2%
YTD+58.3%
1Y+85.7%
2Y+115.2%
Oversold / Mean-Reversion Watch-2.80%
29 names · 97% cov
ID-2.8%
1D-2.2%
3D-3.7%
1W-4.5%
MTD-14.2%
1M-18.8%
3M-7.5%
YTD+2.9%
1Y+31.8%
2Y+122.7%
Week-to-date spread moves show Momentum minus LowVol at -2.28% and HighBeta minus LowVol at -3.27%, reflecting a sharp retreat from high-beta, high-momentum exposures. Month-to-date these spreads widen materially, with Momentum minus LowVol at -9.64% and HighBeta minus LowVol at -8.38%, while market breadth deteriorates.
Sector Rotation
Energy+3.59%
Real Estate+0.36%
Utilities+0.31%
Consumer Staples+0.26%
Materials-0.02%
Financials-0.10%
Communication Services-0.11%
Consumer Discretionary-0.75%
Health Care-1.10%
Industrials-1.19%
Information Technology-1.61%
Energy dominates the premarket, up 3.59% with 83.33% of members advancing, while Information Technology declines 1.61% on just 28.32% breadth. Real Estate adds 0.36% and Utilities gain 0.31%, contrasting with Health Care’s 1.10% loss. Communication Services is effectively flat at -0.11%. The rotation reflects a clear flight from growth to commodity-sensitive sectors.
Themes and Keyword Baskets
Oil & Gas+0.2%1D
377 names · 78% cov
ID+0.6%WTD+0.2%MTD+0.2%YTD+23.0%
Consumer / Retail+0.1%1D
492 names · 74% cov
ID+0.2%WTD+0.1%MTD+0.1%YTD+7.2%
Macro Rates / Inflation-0.0%1D
505 names · 77% covaggregate only
ID-0.1%WTD-0.0%MTD-0.7%YTD+14.9%
Financials / Credit-0.1%1D
694 names · 63% cov
ID-0.2%WTD-0.1%MTD+1.2%YTD+12.6%
Cloud Software-0.1%1D
279 names · 80% cov
ID-0.2%WTD-0.1%MTD+2.3%YTD+12.7%
Energy Transition-0.1%1D
1192 names · 67% cov
ID-0.4%WTD-0.1%MTD-1.3%YTD+17.4%
Housing / Real Estate-0.1%1D
445 names · 70% cov
ID-0.5%WTD-0.1%MTD-1.3%YTD+11.4%
Cybersecurity-0.1%1D
154 names · 71% cov
ID-0.3%WTD-0.1%MTD+0.5%YTD+14.4%
Industrial Automation-0.2%1D
511 names · 77% cov
ID-0.7%WTD-0.2%MTD-3.0%YTD+23.6%
Commodities / Materials-0.2%1D
186 names · 74% cov
ID-0.9%WTD-0.2%MTD-4.2%YTD+11.4%
Healthcare / Biotech degraded-0.2%1D
641 names · 58% cov
ID-1.4%WTD-0.2%MTD+1.3%YTD+26.2%
AI Infrastructure-0.3%1D
857 names · 81% cov
ID-0.9%WTD-0.3%MTD-2.4%YTD+23.3%
Crypto / Digital Assets-0.4%1D
155 names · 69% cov
ID-1.0%WTD-0.4%MTD+1.0%YTD+16.9%
Defense / Aerospace-0.4%1D
264 names · 81% cov
ID-1.4%WTD-0.4%MTD-5.3%YTD+25.5%
Semiconductors-0.6%1D
250 names · 90% cov
ID-1.4%WTD-0.6%MTD-5.7%YTD+47.4%
Among themes, Oil & Gas leads with a 0.57% gain, followed by Consumer/Retail at 0.17%. The downside is centered in Semiconductors, off 1.45%, and Defense/Aerospace, down 1.38%. Healthcare/Biotech declines 1.37% though coverage is degraded. AI Infrastructure also weakens, falling 0.87%, confirming pressure on growth-oriented themes.
Factor × Sector Map
Thematic Momentum Leadershipn6
Energy
+3.3%1D
ID+4.9%WTD+3.3%MTD+12.7%
Neutral / Transitionn27
Energy
+2.3%1D
ID+4.2%WTD+2.3%MTD+5.0%
Broken Momentum / Avoidn3
Utilities
+0.9%1D
ID+1.4%WTD+0.9%MTD+0.9%
Oversold / Mean-Reversion Watchn3
Materials
+0.9%1D
ID+1.4%WTD+0.9%MTD-13.8%
Broken Momentum / Avoidn14
Communication Services
+0.6%1D
ID+0.7%WTD+0.6%MTD+1.3%
Broken Momentum / Avoidn12
Consumer Staples
+0.5%1D
ID+1.2%WTD+0.5%MTD+2.2%
Broken Momentum / Avoidn7
Health Care
+0.4%1D
ID+0.6%WTD+0.4%MTD+3.1%
Neutral / Transitionn38
Utilities
+0.3%1D
ID+0.7%WTD+0.3%MTD+0.8%
Broken Momentum / Avoidn6
Energy
+0.3%1D
ID+0.5%WTD+0.3%MTD-2.0%
Neutral / Transitionn50
Real Estate
+0.3%1D
ID+0.9%WTD+0.3%MTD+0.8%
Neutral / Transitionn103
Financials
+0.3%1D
ID+0.5%WTD+0.3%MTD+2.6%
Neutral / Transitionn29
Consumer Staples
+0.2%1D
ID+0.3%WTD+0.2%MTD+1.9%
Thematic Momentum Leadershipn6
Communication Services
+0.1%1D
ID+0.9%WTD+0.1%MTD-1.8%
Neutral / Transitionn22
Materials
+0.1%1D
ID+0.3%WTD+0.1%MTD-2.8%
Broken Momentum / Avoidn19
Information Technology
+0.1%1D
ID+0.2%WTD+0.1%MTD+3.8%
Broken Momentum / Avoidn23
Consumer Discretionary
-0.0%1D
ID-0.1%WTD-0.0%MTD-0.4%
Neutral / Transitionn70
Health Care
-0.1%1D
ID-0.1%WTD-0.1%MTD+2.3%
Thematic Momentum Leadershipn17
Consumer Discretionary
-0.1%1D
ID-0.1%WTD-0.1%MTD+3.3%
Broken Momentum / Avoidn11
Real Estate
-0.1%1D
ID-0.2%WTD-0.1%MTD+0.1%
Neutral / Transitionn118
Industrials
-0.2%1D
ID-0.6%WTD-0.2%MTD-3.9%
Broken Momentum / Avoidn12
Materials
-0.2%1D
ID-0.3%WTD-0.2%MTD+0.2%
Thematic Momentum Leadershipn29
Financials
-0.4%1D
ID-1.0%WTD-0.4%MTD+4.4%
Broken Momentum / Avoidn26
Industrials
-0.5%1D
ID-1.6%WTD-0.5%MTD-4.2%
Neutral / Transitionn21
Communication Services
-0.5%1D
ID-1.0%WTD-0.5%MTD+3.8%
Neutral / Transitionn66
Consumer Discretionary
-0.5%1D
ID-1.1%WTD-0.5%MTD-1.6%
Thematic Momentum Leadershipn6
Consumer Staples
-0.7%1D
ID-0.8%WTD-0.7%MTD+1.9%
Thematic Momentum Leadershipn5
Real Estate
-0.9%1D
ID-2.3%WTD-0.9%MTD-1.5%
Neutral / Transitionn96
Information Technology
-1.0%1D
ID-1.5%WTD-1.0%MTD-3.2%
Thematic Momentum Leadershipn48
Health Care
-1.2%1D
ID-2.2%WTD-1.2%MTD+0.8%
Thematic Momentum Leadershipn22
Industrials
-1.2%1D
ID-2.2%WTD-1.2%MTD-5.2%
Broken Momentum / Avoidn12
Financials
-1.3%1D
ID-2.5%WTD-1.3%MTD+4.8%
Thematic Momentum Leadershipn42
Information Technology
-1.4%1D
ID-1.8%WTD-1.4%MTD-5.7%
Oversold / Mean-Reversion Watchn10
Industrials
-1.8%1D
ID-2.7%WTD-1.8%MTD-13.8%
Oversold / Mean-Reversion Watchn3
Utilities
-2.8%1D
ID-2.8%WTD-2.8%MTD-5.2%
Oversold / Mean-Reversion Watchn7
Information Technology
-4.4%1D
ID-5.2%WTD-4.4%MTD-17.4%
Regime Assessment
trend+0.65
breadth+0.80
volatility+1.00
rotation-0.35
size-0.10
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 regime is classified as Choppy Neutral with a composite score of 0.50, driven by a volatility component of 1.0 and breadth at 0.8, offset by negative rotation of -0.35 and size at -0.10. The label carries 87% confidence and an expected dwell of 7.7 days, with a 55% probability of persisting through the next five sessions. This configuration historically precedes periods of elevated realized volatility and drawdown frequency.
Session Snapshot
SPY-0.1%
QQQ+0.5%
DIA-0.3%
IWM+0.0%
MDYn/a
IJRn/a
RSP-0.1%
VTI+0.1%
XLK+0.7%
XLF-0.3%
XLE+0.7%
XLV-0.3%
XLIn/a
XLYn/a
XLP-0.3%
XLU+0.0%
XLBn/a
XLC+0.0%
XLREn/a
MTUMn/a
VLUEn/a
QUALn/a
USMVn/a
SPLVn/a
SPHBn/a
IWFn/a
IWDn/a
VUGn/a
VTVn/a
SMH+1.8%
XBI-0.2%
ITAn/a
KRE-0.2%
XHBn/a
TANn/a
TLT-0.0%
IEFn/a
HYGn/a
LQDn/a
GLD+0.5%
USO+3.4%
UUP-0.1%
The regime holds at Choppy Neutral with a composite reading of 0.4975, up 0.13 from the previous session, as the style (+1.0), size (+0.7), and volatility (+0.5) components offset declines in rotation (-1.0) and trend (-0.4). Premarket action reveals a stark division: Energy surges 3.59% while Information Technology drops 1.61%. The Oversold / Mean-Reversion basket is the worst performer, down 2.8%.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1003 | -0.52% | -0.26% | -0.26% | 43.3% 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% | 68.2% | 218 | 282 | 16.7% |
The size factor score is -0.10, reflecting mixed small/large dynamics with small outperforming large by 0.09% daily but underperforming by 1.02% weekly and 0.40% monthly. Market breadth shows 64.7% of stocks above their 50-day moving average and 68.2% above the 200-day, though the advance-decline ratio is 0.77 and only 16.7% of factor baskets are positive. Sector breadth is concentrated: Energy at 83.3% advancing, while Consumer Discretionary at 22.5% and Industrials at 24.2% lag significantly.
Volume and Participation
Volume metrics return no anomalies and no basket participation signals. Premarket relative volume is structurally meaningless; fewer than 1% of a day's total volume prints by 07:00 ET, so relative volume readings are suppressed. No volume-driven alert is active.
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 | -5.40% | -2.60% | diverges |
| SWKS | -4.46% | -1.66% | diverges |
| TAP | n/a | n/a | diverges |
| OZK | n/a | n/a | diverges |
| CGON | n/a | n/a | diverges |
Top opportunity scores are led by OKLO at 93.2, TAP at 91.4, and SWKS at 90.3, all in Wave 1/accumulation stages. However, intraday confirmation is absent: OKLO is down 5.4% relative to its basket since yesterday's close, and SWKS is down 4.5%. Short double-top patterns dominate the technical setups, with PSKY and RIOT both scoring above 73. Long setups include FTDR with a double bottom at 65.3 and TMHC with a tight base at 61.7.
Multi-Horizon Context
| Basket | D3 | WTD | MTD | QTD | YTD |
|---|
| production: Broken Momentum / Avoid | +0.25% | -0.06% | +0.48% | +0.48% | -15.80% |
| production: Extended Momentum Risk | -0.76% | -0.78% | +8.37% | +8.37% | +8.40% |
| production: Neutral / Transition | +0.07% | -0.06% | -0.25% | -0.25% | +15.56% |
| production: Oversold / Mean-Reversion Watch | -3.68% | -2.20% | -14.21% | -14.21% | +2.93% |
| production: Quality / Low-Vol Uptrend | +0.13% | +0.00% | +0.45% | +0.45% | +1.77% |
| production: Smaller-Cap High-Beta Breakout | +1.91% | +0.77% | +14.21% | +14.21% | +52.93% |
| production: Thematic Momentum Leadership | -1.40% | -0.82% | -0.47% | -0.47% | +58.28% |
| theme: AI Infrastructure | -0.86% | -0.28% | -2.41% | -2.41% | +23.26% |
| theme: Cloud Software | -0.57% | -0.09% | +2.34% | +2.34% | +12.71% |
| theme: Commodities / Materials | -0.38% | -0.21% | -4.17% | -4.17% | +11.38% |
| theme: Consumer / Retail | +0.67% | +0.05% | +0.15% | +0.15% | +7.20% |
| theme: Crypto / Digital Assets | -0.87% | -0.36% | +1.04% | +1.04% | +16.93% |
| theme: Cybersecurity | -1.09% | -0.11% | +0.49% | +0.49% | +14.44% |
| theme: Defense / Aerospace | -1.30% | -0.41% | -5.29% | -5.29% | +25.48% |
| theme: Energy Transition | -0.62% | -0.10% | -1.30% | -1.30% | +17.42% |
| theme: Financials / Credit | +0.02% | -0.05% | +1.23% | +1.23% | +12.63% |
| theme: Healthcare / Biotech | -1.86% | -0.25% | +1.27% | +1.27% | +26.16% |
| theme: Housing / Real Estate | +0.09% | -0.10% | -1.29% | -1.29% | +11.44% |
| theme: Industrial Automation | -0.11% | -0.20% | -2.99% | -2.99% | +23.58% |
| theme: Macro Rates / Inflation | +0.34% | -0.03% | -0.66% | -0.66% | +14.87% |
| theme: Oil & Gas | -0.62% | +0.17% | +0.25% | +0.25% | +23.02% |
| theme: Semiconductors | -1.16% | -0.56% | -5.66% | -5.66% | +47.43% |
| sector: Communication Services | -0.68% | -0.06% | +1.51% | +1.51% | -4.23% |
| sector: Consumer Discretionary | +0.61% | -0.35% | -0.54% | -0.54% | +6.23% |
| sector: Consumer Staples | +1.72% | +0.16% | +2.01% | +2.01% | +7.20% |
| sector: Energy | +2.11% | +2.16% | +4.81% | +4.81% | +33.31% |
| sector: Financials | +0.19% | -0.05% | +2.95% | +2.95% | +9.28% |
| sector: Health Care | -1.69% | -0.50% | +1.54% | +1.54% | +27.06% |
| sector: Industrials | -0.28% | -0.45% | -4.65% | -4.65% | +19.10% |
| sector: Information Technology | -1.90% | -1.10% | -3.44% | -3.44% | +39.98% |
| sector: Materials | +0.47% | -0.01% | -3.07% | -3.07% | +14.36% |
| sector: Real Estate | +0.31% | +0.13% | +0.50% | +0.50% | +9.86% |
| sector: Utilities | +0.75% | +0.16% | +0.37% | +0.37% | +7.66% |
| size: Large (>=5B) | -0.28% | -0.26% | -0.54% | -0.54% | +18.46% |
| size: Micro Cap $250M-$1B | -1.14% | +0.00% | -0.07% | -0.07% | +17.54% |
| size: Nano Cap <$250M | -2.88% | +0.00% | -3.31% | -3.31% | +26.93% |
| size: Small Cap $1B-$5B | -0.35% | +0.00% | -0.62% | -0.62% | +20.91% |
| style: Base Building / Coiled | +0.16% | -0.13% | -0.94% | -0.94% | +11.71% |
| style: Extended Overbought Momentum | -0.15% | -0.12% | +8.37% | +8.37% | +28.13% |
| style: High-Vol Breakdown | -1.36% | -1.02% | -0.89% | -0.89% | -22.78% |
| style: High-Vol Momentum | +1.91% | +0.77% | +14.21% | +14.21% | +52.93% |
| style: Low-Vol Uptrend | +0.39% | +0.00% | -0.18% | -0.18% | +7.93% |
| style: Momentum Breakout / Leadership | -0.76% | -0.09% | +3.31% | +3.31% | +43.86% |
| style: Neutral / Transition | -0.31% | -0.32% | -1.66% | -1.66% | +21.90% |
| style: Normal Vol/Trend | -0.51% | -0.33% | -0.34% | -0.34% | +22.64% |
| style: Oversold / Mean-Reversion Watch | -3.68% | -2.20% | -14.21% | -14.21% | +2.93% |
| style: Persistent Uptrend / Compounder | +0.09% | -0.09% | +1.56% | +1.56% | +24.91% |
| style: Weak Downtrend / Avoid Momentum | +0.25% | -0.06% | +0.48% | +0.48% | -15.80% |
Over three days, Energy returns 2.11% while Oversold baskets slump 3.68%, causing factor spreads like HighBeta-LowVol to widen to -3.84% and Momentum-LowVol to -2.27%. Week-to-date, Energy adds 2.16% and Oversold sheds 2.20%, with similar spread widening. Month-to-date, Smaller-Cap High-Beta Breakout surges 14.21% versus a 14.21% decline in Oversold, driving Momentum-LowVol to -9.64% and HighBeta-LowVol to -8.38%. Breadth remains flat on daily and weekly horizons but is deteriorating monthly.
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 | 2026-07-14T06:45:00-04:00 |
| 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: 50.1%
- 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 2026-07-14T07:03:30-04:00; every figure above is computed deterministically from report.json