Close verdict
SPY +0.29% since prior close; Broken Momentum / Avoid leads (+0.52%), Smaller-Cap High-Beta Breakout lags (-2.10%).
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 0.57, 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).
Low convictiongap:01 · n=74435
Gap fade — down-gap bounce into the close
PGR gapped -8.36% 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 PGR, ELV, ALL, FHN, MS 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+0.29%gap +0.32% · open -0.03%
Best factor+0.52%Broken Momentum / Avoid
Worst factor-2.10%Smaller-Cap High-Beta Breakout
Breadth33%baskets +ve · A/D 507/492
Sigma Board
−3σ0+3σ
Quality - Extended Risk d1spread · +1.28% · 60d · n=30+1.61σ
% above SMA200breadth · 67.20 · 60d · n=60+1.29σ
Semis - Market d1spread · -1.94% · 252d · n=252-1.23σ
Extended Momentum Risk d1basket · -1.26% · 60d · n=30-1.22σ
Credit d1spread · -0.20% · 60d · n=60-1.17σ
EqualWeight - CapWeight d1spread · -0.59% · 252d · n=252-1.14σ
Momentum - LowVol d1spread · -1.25% · 252d · n=252-0.91σ
Semis - Market w1spread · -1.60% · 252d · n=252-0.82σ
The volatility panel reflects a mixed risk environment: regime volatility score at 1.0, with 20-day realized volatility at the 57.6th percentile and intraday range versus 20-day average at 0.672. Among production baskets, Quality / Low-Vol Uptrend shows elevated relative volume at 0.97, while Broken Momentum / Avoid is lowest at 0.62. Isolated volume anomalies include PYPL with rvol 6.35 on a 16.99% gain, and FHN distributing at rvol 3.17 with a -3.05% decline.
Intraday Factor Moves
Broken Momentum / Avoid+0.52%
163 names · 100% cov · rvol 0.62
ID+0.5%
1D+0.5%
3D-0.4%
1W+0.1%
MTD+0.0%
1M-4.7%
3M-15.1%
YTD-15.5%
1Y-13.3%
2Y+7.3%
Oversold / Mean-Reversion Watch+0.17%
25 names · 96% cov · rvol 0.77
ID+0.2%
1D+0.2%
3D-4.1%
1W-6.4%
MTD-14.3%
1M-19.0%
3M-11.9%
YTD-4.0%
1Y+27.8%
2Y+79.5%
Quality / Low-Vol Uptrend+0.02%
1 names · 100% cov · rvol 0.97
ID+0.0%
1D+0.0%
3D+0.0%
1W+0.3%
MTD+0.5%
1M+1.5%
3M+0.7%
YTD+1.8%
1Y+26.2%
2Y+38.6%
Neutral / Transition-0.08%
627 names · 100% cov · rvol 0.66
ID-0.1%
1D-0.1%
3D-0.3%
1W+0.7%
MTD-0.9%
1M+0.4%
3M+7.1%
YTD+17.2%
1Y+31.6%
2Y+51.0%
Thematic Momentum Leadership-0.54%
183 names · 100% cov · rvol 0.68
ID-0.5%
1D-0.5%
3D-0.1%
1W+1.4%
MTD+1.4%
1M+11.6%
3M+39.5%
YTD+54.6%
1Y+78.8%
2Y+107.0%
Extended Momentum Risk-1.26%
3 names · 100% cov · rvol 0.93
ID-1.3%
1D-1.3%
3D-0.6%
1W+2.5%
MTD+5.8%
1M+16.2%
3M+22.6%
YTD+15.8%
1Y-29.1%
2Y-24.1%
Smaller-Cap High-Beta Breakout-2.10%
1 names · 100% cov · rvol 0.65
ID-2.1%
1D-2.1%
3D-1.8%
1W-0.2%
MTD+11.3%
1M+27.7%
3M+83.8%
YTD+49.0%
Style factor performance was heavily negative for high-momentum and low-volatility strategies. High-Vol Momentum fell -2.1% intraday and -1.79% week-to-date, while Low-Vol Uptrend dropped -1.26% and -1.22% respectively. Extended Overbought Momentum declined -1.48% on the day but remains up 2.26% for the week. The weekly style spread widened: high-beta outperformed low-vol by 1.4428 percentage points, and momentum over low-vol by 1.0599.
Sector Rotation
Communication Services+1.43%
Consumer Discretionary+0.70%
Financials+0.65%
Health Care+0.31%
Real Estate+0.24%
Industrials-0.06%
Consumer Staples-0.28%
Materials-0.41%
Energy-0.94%
Utilities-1.00%
Information Technology-1.41%
Sector rotation was stark: Communication Services led with a 1.43% daily gain and +0.86% week-to-date, followed by Consumer Discretionary (+0.70% d1) and Financials (+0.65% d1). Information Technology was the worst performer, down -1.41% on the day and -2.21% week-to-date. Energy fell -0.94%, though it remains up 4.91% month-to-date. Breadth weakened in Energy (17.50% advancing) and Utilities (15.91%). The leadership flip is confirmed by a daily-to-weekly Spearman rank correlation of -0.3929.
Themes and Keyword Baskets
Crypto / Digital Assets+0.5%1D
155 names · 69% cov
ID+0.7%WTD+0.3%MTD+2.0%YTD+13.2%
Consumer / Retail+0.2%1D
492 names · 75% cov
ID+0.3%WTD-0.4%MTD-0.3%YTD+7.1%
Financials / Credit+0.2%1D
691 names · 63% cov
ID+0.3%WTD+0.1%MTD+1.4%YTD+13.1%
Healthcare / Biotech degraded+0.1%1D
642 names · 58% cov
ID+0.3%WTD-1.5%MTD-0.1%YTD+24.9%
Housing / Real Estate+0.1%1D
442 names · 71% cov
ID+0.2%WTD-0.1%MTD-1.3%YTD+11.6%
Macro Rates / Inflation-0.0%1D
502 names · 77% covaggregate only
ID-0.0%WTD-0.4%MTD-1.1%YTD+14.5%
Energy Transition-0.1%1D
1200 names · 68% cov
ID-0.1%WTD-0.7%MTD-1.9%YTD+16.6%
Defense / Aerospace-0.1%1D
263 names · 81% cov
ID-0.1%WTD-1.0%MTD-6.0%YTD+23.7%
Oil & Gas-0.1%1D
379 names · 79% cov
ID-0.2%WTD-0.1%MTD+0.1%YTD+22.6%
Cloud Software-0.1%1D
276 names · 79% cov
ID-0.2%WTD+0.0%MTD+2.5%YTD+14.4%
AI Infrastructure-0.3%1D
861 names · 81% cov
ID-0.4%WTD-0.6%MTD-2.6%YTD+22.8%
Commodities / Materials-0.3%1D
187 names · 74% cov
ID-0.5%WTD-0.1%MTD-4.0%YTD+11.7%
Industrial Automation-0.3%1D
515 names · 77% cov
ID-0.5%WTD-0.9%MTD-3.6%YTD+22.9%
Semiconductors-0.6%1D
258 names · 91% cov
ID-0.9%WTD-1.4%MTD-6.0%YTD+46.3%
Cybersecurity-0.7%1D
153 names · 71% cov
ID-1.3%WTD+0.7%MTD+1.2%YTD+15.6%
Thematic performance was mixed. Crypto / Digital Assets rose 0.67% intraday (+0.30% wtd), while Semiconductors fell -0.94% intraday (-1.42% wtd). Cloud Software edged down -0.23% but remains +2.54% mtd. AI Infrastructure declined -0.44% d1 and is -2.58% mtd. The healthcare/biotech thematic is degraded but reported +0.33% intraday. Cybersecurity fell -1.26% on the day. Consumer/Retail and Financials/Credit both gained modestly, up 0.34% each.
Factor × Sector Map
Broken Momentum / Avoidn16
Communication Services
+1.9%1D
ID+1.9%WTD+1.3%MTD+1.9%
Broken Momentum / Avoidn13
Health Care
+1.5%1D
ID+1.5%WTD-2.9%MTD+0.7%
Oversold / Mean-Reversion Watchn7
Industrials
+1.5%1D
ID+1.5%WTD+0.2%MTD-15.7%
Thematic Momentum Leadershipn13
Consumer Discretionary
+1.4%1D
ID+1.4%WTD+1.7%MTD+4.9%
Neutral / Transitionn22
Communication Services
+1.3%1D
ID+1.3%WTD+0.7%MTD+3.1%
Broken Momentum / Avoidn11
Financials
+1.2%1D
ID+1.2%WTD+2.1%MTD+8.4%
Broken Momentum / Avoidn13
Real Estate
+0.8%1D
ID+0.8%WTD+0.2%MTD+0.7%
Neutral / Transitionn103
Financials
+0.8%1D
ID+0.8%WTD+0.9%MTD+3.2%
Neutral / Transitionn68
Consumer Discretionary
+0.8%1D
ID+0.8%WTD-0.4%MTD-1.1%
Thematic Momentum Leadershipn7
Real Estate
+0.8%1D
ID+0.8%WTD+1.6%MTD+2.3%
Thematic Momentum Leadershipn4
Communication Services
+0.7%1D
ID+0.7%WTD+1.5%MTD+6.4%
Broken Momentum / Avoidn24
Information Technology
+0.6%1D
ID+0.6%WTD-1.2%MTD+1.7%
Oversold / Mean-Reversion Watchn3
Health Care
+0.5%1D
ID+0.5%WTD-5.0%MTD-11.0%
Broken Momentum / Avoidn23
Consumer Discretionary
+0.4%1D
ID+0.4%WTD-0.4%MTD-1.1%
Neutral / Transitionn61
Health Care
+0.3%1D
ID+0.3%WTD-0.8%MTD+1.3%
Thematic Momentum Leadershipn32
Financials
+0.1%1D
ID+0.1%WTD+0.4%MTD+5.5%
Broken Momentum / Avoidn29
Industrials
+0.1%1D
ID+0.1%WTD-0.5%MTD-4.3%
Neutral / Transitionn46
Real Estate
-0.0%1D
ID-0.0%WTD+0.8%MTD+1.1%
Thematic Momentum Leadershipn23
Industrials
-0.0%1D
ID-0.0%WTD-0.6%MTD-3.2%
Thematic Momentum Leadershipn49
Health Care
-0.1%1D
ID-0.1%WTD-0.5%MTD+1.4%
Neutral / Transitionn22
Materials
-0.1%1D
ID-0.1%WTD-0.1%MTD-2.7%
Neutral / Transitionn28
Consumer Staples
-0.1%1D
ID-0.1%WTD-1.3%MTD+0.7%
Oversold / Mean-Reversion Watchn7
Information Technology
-0.1%1D
ID-0.1%WTD-9.6%MTD-17.0%
Neutral / Transitionn117
Industrials
-0.2%1D
ID-0.2%WTD-0.4%MTD-4.4%
Broken Momentum / Avoidn13
Consumer Staples
-0.2%1D
ID-0.2%WTD-1.1%MTD+0.8%
Broken Momentum / Avoidn12
Materials
-0.4%1D
ID-0.4%WTD-0.6%MTD-0.8%
Broken Momentum / Avoidn4
Utilities
-0.4%1D
ID-0.4%WTD-0.3%MTD-1.9%
Neutral / Transitionn29
Energy
-0.8%1D
ID-0.8%WTD+1.9%MTD+4.2%
Broken Momentum / Avoidn5
Energy
-0.9%1D
ID-0.9%WTD+0.1%MTD-4.6%
Thematic Momentum Leadershipn6
Consumer Staples
-1.0%1D
ID-1.0%WTD-0.7%MTD+0.3%
Neutral / Transitionn37
Utilities
-1.2%1D
ID-1.2%WTD-0.7%MTD-0.4%
Neutral / Transitionn94
Information Technology
-1.5%1D
ID-1.5%WTD-2.3%MTD-5.9%
Thematic Momentum Leadershipn6
Energy
-1.8%1D
ID-1.8%WTD+5.6%MTD+16.4%
Oversold / Mean-Reversion Watchn4
Materials
-1.8%1D
ID-1.8%WTD-1.0%MTD-12.8%
Thematic Momentum Leadershipn40
Information Technology
-2.7%1D
ID-2.7%WTD-1.4%MTD-2.8%
Regime Assessment
trend+1.05
breadth+0.70
volatility+1.00
rotation-1.35
size+0.00
style+1.00
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 regime registers as 'Constructive Rotation' with a composite score of 0.57 and confidence of 0.80. The rotation component is sharply negative at -1.35, reflecting leadership flips, while style (+1.0) and volatility (+1.0) remain firm. Near-term persistence probability is 0.80, but the 5-day persistence drops to 0.31, indicating the current state may not hold beyond a week. This regime is calibrated to forecast near-term volatility and drawdown frequency, not market direction.
Session Snapshot
SPY+0.3%rvol 0.8
QQQ-0.4%rvol 0.9
DIA+0.2%rvol 0.8
IWM+0.3%rvol 0.9
MDY+0.0%rvol 0.6
IJR+0.5%rvol 0.8
RSP-0.3%rvol 1.0
VTI+0.2%rvol 1.0
XLK-1.1%rvol 1.0
XLF+0.6%rvol 1.6
XLE-0.9%rvol 1.1
XLV-0.1%rvol 1.1
XLI-0.3%rvol 1.2
XLY+0.9%rvol 1.0
XLP-0.2%rvol 0.7
XLU-1.0%rvol 0.8
XLB-0.3%rvol 1.2
XLC+1.5%rvol 0.9
XLRE+0.0%rvol 0.8
MTUM-2.1%rvol 3.1
VLUE-2.0%rvol 1.7
QUAL+0.1%rvol 0.9
USMV-0.9%rvol 1.6
SPLV-0.7%rvol 0.9
SPHB-0.7%rvol 1.4
IWF+0.2%rvol 0.7
IWD+0.3%rvol 0.4
VUG+0.8%rvol 1.6
VTV-0.6%rvol 1.2
SMH-1.6%rvol 1.1
XBI+0.5%rvol 0.6
ITA+0.4%rvol 0.8
KRE+1.0%rvol 1.0
XHB+0.6%rvol 0.7
TAN+1.3%rvol 0.8
TLT+0.2%rvol 0.8
IEF+0.3%rvol 1.3
HYG+0.1%rvol 1.0
LQD+0.3%rvol 1.0
GLD-0.1%rvol 1.0
USO+1.0%rvol 1.3
UUP-0.4%rvol 1.0
The session closed with the Constructive Rotation regime intact, composite score 0.5675, confidence 0.8. 62.01% of members above 50-day moving average, advance-decline ratio 1.03. However, the rotation component weakened to -1.35 with a leadership flip and a daily-to-weekly Spearman correlation of -0.3929. Intraday sector performance was bifurcated: Communication Services led at +1.43%, while Information Technology lagged at -1.41%. Realized volatility sits at the 57.6th percentile of its two-year range.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1003 | -0.07% | -0.07% | -0.39% | 50.7% adv |
| Micro Cap $250M-$1B | 213 | n/a | +0.00% | -1.10% | 0.0% adv |
| Nano Cap <$250M | 16 | n/a | +0.00% | +6.01% | 0.0% adv |
| Small Cap $1B-$5B | 805 | n/a | +0.00% | -0.26% | 0.0% adv |
| % > SMA50 | % > SMA200 | Advancers | Decliners | % Baskets Positive |
|---|
| 62.0% | 67.2% | 507 | 492 | 33.3% |
Breadth metrics show 62.01% of stocks above their 50-day moving average and 67.2% above their 200-day, with an advance-decline ratio of 1.03. Only 33.33% of production baskets are positive, signaling narrow participation. Size dynamics reveal near-term parity with small vs. large returns of +0.04% on the day, but small-caps have lagged by -0.47% over one week and -0.78% over one month, indicating persistent relative weakness.
Volume and Participation
| Dimension | Basket | Median RVol | % Members RVol>1.5 |
|---|
| production | Broken Momentum / Avoid | 0.62 | 2.5% |
| production | Extended Momentum Risk | 0.93 | 0.0% |
| production | Neutral / Transition | 0.66 | 2.1% |
| production | Oversold / Mean-Reversion Watch | 0.77 | 12.5% |
| production | Quality / Low-Vol Uptrend | 0.97 | 0.0% |
| production | Smaller-Cap High-Beta Breakout | 0.65 | 0.0% |
| production | Thematic Momentum Leadership | 0.68 | 5.5% |
| Ticker | Basket | RVol | Return | Note |
|---|
| PYPL | Neutral / Transition | 6.35 | +16.99% | breakout volume |
| FHN | Neutral / Transition | 3.17 | -3.05% | distribution volume |
| IBM | Oversold / Mean-Reversion Watch | 3.04 | -3.30% | distribution volume |
Volume participation is skewed. The Oversold / Mean-Reversion Watch basket shows the highest proportion of members with relative volume above 1.5 at 12.5%, while Quality / Low-Vol Uptrend has a median rvol of 0.97 but zero members above the 1.5 threshold. Notable anomalies include PYPL with 6.35x volume on a +16.99% breakout, and distribution signals in FHN (3.17x) and IBM (3.04x), highlighting concentrated activity in reversal and transition names.
Cross-Asset Confirmation
CAC +0.85 — risk-supportive (positive = risk-supportive)
| Signal | 5d | Points |
|---|
| Credit (HYG−LQD) | +0.52% | +0.30 |
| Risk vs defensives | +1.54% | +0.40 |
| Dollar (−UUP) | +0.04% | +0.00 |
| Curve (IEF/TLT) | +0.40% | +0.15 |
Duration-in-disguise — 63d TLT beta of style spreads
| Spread | TLT β | β · SPY-ctrl | | β | %ile | Duration read |
|---|
| Momentum - LowVol | 1.38 | 0.26 | 100% | duration-driven (current, unstable) |
| Growth - Value | 0.24 | -0.20 | 93% | duration-driven (current, unstable) |
| HighBeta - LowVol | 1.47 | -0.00 | 100% | duration-driven (current, unstable) |
| Small - Large | 0.62 | 0.67 | 98% | duration-driven (persistent) |
Opportunity Watchlist
| Ticker | Sector | Opportunity | Wave stage | Regime fit |
|---|
| OKLO | Utilities | 93.2 | Wave 1 / accumulation | 96.9 |
| TAP | Consumer Staples | 94.0 | Wave 1 / accumulation | 94.2 |
| CMCSA | Communication Services | 90.5 | Wave 1 / accumulation | 90.7 |
| SWKS | Information Technology | 86.8 | Wave 1 / accumulation | 88.4 |
| OZK | Financials | 84.6 | Wave 3-5 / breakout | 87.8 |
| Ticker | Since close | Vs basket | Read |
|---|
| OKLO | -1.66% | -1.83% | diverges |
| TAP | +1.61% | +1.09% | confirms |
| CMCSA | +0.58% | +0.06% | confirms |
| SWKS | +0.53% | +0.36% | confirms |
| OZK | +1.17% | +1.25% | confirms |
The opportunity screener is led by TAP with a score of 94.0 and OKLO at 93.2, both in Wave 1 accumulation phases. Intraday confirmations are positive for TAP, CMCSA, SWKS, and OZK, while OKLO fails to confirm. Top technical setups include PSKY as a double-top short (score 80.23) and RIOT also a double-top short (73.89), with long patterns in FTDR double-bottom (68.2) and TMHC tight base (62.83). The mix of early-cycle accumulation names and short patterns reflects a market in transition.
Multi-Horizon Context
| Basket | D3 | WTD | MTD |
|---|
| production: Broken Momentum / Avoid | -0.38% | -0.38% | +0.01% |
| production: Extended Momentum Risk | -0.61% | -0.61% | +5.85% |
| production: Neutral / Transition | -0.34% | -0.34% | -0.89% |
| production: Oversold / Mean-Reversion Watch | -4.09% | -4.09% | -14.33% |
| production: Quality / Low-Vol Uptrend | +0.02% | +0.02% | +0.47% |
| production: Smaller-Cap High-Beta Breakout | -1.79% | -1.79% | +11.30% |
| production: Thematic Momentum Leadership | -0.07% | -0.07% | +1.41% |
| theme: AI Infrastructure | -0.60% | -0.60% | -2.58% |
| theme: Cloud Software | +0.01% | +0.01% | +2.54% |
| theme: Commodities / Materials | -0.12% | -0.12% | -3.99% |
| theme: Consumer / Retail | -0.44% | -0.44% | -0.32% |
| theme: Crypto / Digital Assets | +0.30% | +0.30% | +1.99% |
| theme: Cybersecurity | +0.68% | +0.68% | +1.24% |
| theme: Defense / Aerospace | -1.03% | -1.03% | -5.95% |
| theme: Energy Transition | -0.71% | -0.71% | -1.90% |
| theme: Financials / Credit | +0.12% | +0.12% | +1.38% |
| theme: Healthcare / Biotech | -1.48% | -1.48% | -0.05% |
| theme: Housing / Real Estate | -0.06% | -0.06% | -1.26% |
| theme: Industrial Automation | -0.90% | -0.90% | -3.65% |
| theme: Macro Rates / Inflation | -0.37% | -0.37% | -1.07% |
| theme: Oil & Gas | -0.08% | -0.08% | +0.07% |
| theme: Semiconductors | -1.42% | -1.42% | -6.05% |
| sector: Communication Services | +0.86% | +0.86% | +2.48% |
| sector: Consumer Discretionary | -0.20% | -0.20% | -0.38% |
| sector: Consumer Staples | -1.15% | -1.15% | +0.68% |
| sector: Energy | +2.24% | +2.24% | +4.91% |
| sector: Financials | +0.82% | +0.82% | +3.89% |
| sector: Health Care | -0.99% | -0.99% | +1.04% |
| sector: Industrials | -0.44% | -0.44% | -4.67% |
| sector: Information Technology | -2.21% | -2.21% | -4.39% |
| sector: Materials | -0.44% | -0.44% | -3.46% |
| sector: Real Estate | +0.74% | +0.74% | +1.10% |
| sector: Utilities | -0.54% | -0.54% | -0.32% |
| size: Large (>=5B) | -0.39% | -0.39% | -0.63% |
| size: Micro Cap $250M-$1B | -1.10% | -1.10% | -1.02% |
| size: Nano Cap <$250M | +6.01% | +6.01% | +7.01% |
| size: Small Cap $1B-$5B | -0.26% | -0.26% | -0.84% |
| style: Base Building / Coiled | -0.25% | -0.25% | -0.69% |
| style: Extended Overbought Momentum | +2.26% | +2.26% | +11.02% |
| style: High-Vol Breakdown | -2.97% | -2.97% | -2.85% |
| style: High-Vol Momentum | -1.79% | -1.79% | +11.30% |
| style: Low-Vol Uptrend | -1.22% | -1.22% | -0.29% |
| style: Momentum Breakout / Leadership | +1.24% | +1.24% | +4.98% |
| style: Neutral / Transition | -0.75% | -0.75% | -2.44% |
| style: Normal Vol/Trend | -0.45% | -0.45% | -0.58% |
| style: Oversold / Mean-Reversion Watch | -4.09% | -4.09% | -14.33% |
| style: Persistent Uptrend / Compounder | +0.11% | +0.11% | +2.10% |
| style: Weak Downtrend / Avoid Momentum | -0.38% | -0.38% | +0.01% |
Multi-horizon returns reveal stark dispersion. Energy has rallied 4.91% month-to-date but fell -0.94% on the day, while Information Technology is down -4.39% MTD yet up 23.63% over three months. Health Care shows robust 66.55% one-year gains but daily and weekly returns are muted. Themes follow suit: Healthcare/Biotech has returned 70.58% over one year but -1.48% week-to-date. Near-term stress coexists with durable longer-term trends, underscoring a backdrop of rotation and sector divergence.
Top Single-Stock Setups (4h–1 Week)
#1SYREHealth Care100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 8.4/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 631w +5.0%MACD+CMF+Force+
Last$98.95
RSI64
1wk+5.0%
ATR stop−8.9%
1-week return vs Thematic Momentum Leadership basket (n=183)
-15%+24%
#2XYZInformation Technology100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.8/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 621w +3.1%MACD+CMF+Force+
Last$79.96
RSI62
1wk+3.1%
ATR stop−5.4%
1-week return vs Thematic Momentum Leadership basket (n=183)
-15%+24%
#3CROXConsumer Discretionary100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.5/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 611w +5.8%MACD+CMF+Force+
Last$131.75
RSI62
1wk+5.8%
ATR stop−5.7%
1-week return vs Thematic Momentum Leadership basket (n=183)
-15%+24%
#4TRGPEnergy100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.5/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 631w +3.8%MACD+CMF+Force+
Last$284.33
RSI64
1wk+3.8%
ATR stop−4.0%
1-week return vs Thematic Momentum Leadership basket (n=183)
-15%+24%
#5RUSHAConsumer Discretionary100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.2/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 631w +5.2%MACD+CMF+Force+
Last$75.86
RSI63
1wk+5.2%
ATR stop−4.1%
1-week return vs Thematic Momentum Leadership basket (n=183)
-15%+24%
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 | 2026-07-15T15:45:00-04:00 |
| warehouse_snapshot | 2026-07-15 |
| proxy_daily | 2026-07-14 |
| screener_artifact | 2026-07-14T20:48:11.354598-04:00 |
| grouped_daily | unavailable |
- Overall coverage: 99.7%
- Degraded baskets: theme:Healthcare / Biotech
- Missing archived report days: 2026-07-01, 2026-07-02, 2026-07-06, 2026-07-07
- Warning: declared production baskets with zero observed members: Mega-Cap Liquid Momentum Leadership, Institutional Large-Cap Accumulation
- Warning: thin production basket: Extended Momentum Risk n_members=3 (<5); exclude from broad leadership claims
- Warning: thin production basket: Quality / Low-Vol Uptrend n_members=1 (<5); exclude from broad leadership claims
- Warning: thin production basket: Smaller-Cap High-Beta Breakout n_members=1 (<5); exclude from broad leadership claims
- Report generated at 2026-07-15T16:06:20-04:00; every figure above is computed deterministically from report.json