BoltFactors — AI-Powered Factor Briefing

Midday verdict

SPY -0.02% since prior close; Broken Momentum / Avoid leads (+0.76%), Smaller-Cap High-Beta Breakout lags (-1.31%).

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 0.61, 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: Semis - Market d1

Semis - Market d1 = -3.48% (-2.10σ vs 252d)

2.10σ compressed 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 SPY / short SMH (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: Momentum - LowVol d1

Momentum - LowVol d1 = -2.91% (-2.02σ vs 252d)

2.02σ compressed 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 USMV / short MTUM (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 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-0.02%gap +0.32% · open -0.34%

Best factor+0.76%Broken Momentum / Avoid

Worst factor-1.31%Smaller-Cap High-Beta Breakout

Breadth38%baskets +ve · A/D 521/475

Sigma Board

−3σ0+3σ

Semis - Market d1spread · -3.48% · 252d · n=252-2.10σ

Momentum - LowVol d1spread · -2.91% · 252d · n=252-2.02σ

% above SMA200breadth · 68.20 · 60d · n=60+1.56σ

Semis - Market w1spread · -3.15% · 252d · n=252-1.27σ

HighBeta - LowVol d1spread · -1.90% · 252d · n=252-1.14σ

Growth - Value d1spread · -0.95% · 252d · n=252-1.05σ

Credit d1spread · -0.12% · 60d · n=60-0.75σ

Broken Momentum / Avoid d1basket · +0.76% · 60d · n=30+0.68σ

The volatility panel scores 1.0, with realized volatility in the 57.6th percentile of a two-year lookback, true range to ATR at 0.584, and intraday range to 20-day average at 0.674. Factor basket relative volume is most elevated in Extended Momentum Risk with median 1.09 and 33.3% of members above 1.5, while Quality/Low-Vol Uptrend shows a median of 0.78 with no member exceeding 1.5.

Intraday Factor Moves

Broken Momentum / Avoid+0.76%

163 names · 100% cov · rvol 0.75

ID+0.8%

1D+0.8%

3D-0.1%

1W+0.3%

MTD+0.3%

1M-4.5%

3M-14.9%

YTD-15.3%

1Y-13.2%

2Y+7.4%

Extended Momentum Risk+0.38%

3 names · 100% cov · rvol 1.09

ID+0.4%

1D+0.4%

3D+1.1%

1W+4.2%

MTD+7.6%

1M+18.1%

3M+24.3%

YTD+17.2%

1Y-27.1%

2Y-22.1%

Quality / Low-Vol Uptrend+0.04%

1 names · 100% cov · rvol 0.78

ID+0.0%

1D+0.0%

3D+0.0%

1W+0.3%

MTD+0.5%

1M+1.6%

3M+0.7%

YTD+1.8%

1Y+26.2%

2Y+38.6%

Neutral / Transition-0.13%

627 names · 100% cov · rvol 0.81

ID-0.1%

1D-0.1%

3D-0.4%

1W+0.7%

MTD-0.9%

1M+0.4%

3M+7.0%

YTD+16.9%

1Y+31.2%

2Y+50.8%

Oversold / Mean-Reversion Watch-0.42%

25 names · 96% cov · rvol 1.00

ID-0.4%

1D-0.4%

3D-4.7%

1W-7.0%

MTD-14.8%

1M-19.4%

3M-12.5%

YTD-4.7%

1Y+26.7%

2Y+78.4%

Thematic Momentum Leadership-0.73%

183 names · 100% cov · rvol 0.84

ID-0.7%

1D-0.7%

3D-0.3%

1W+1.1%

MTD+1.3%

1M+11.4%

3M+39.1%

YTD+53.9%

1Y+78.2%

2Y+106.6%

Smaller-Cap High-Beta Breakout-1.31%

1 names · 100% cov · rvol 0.69

ID-1.3%

1D-1.3%

3D-1.0%

1W+0.6%

MTD+12.2%

1M+28.8%

3M+85.3%

YTD+50.2%

Factor moves show High-Vol Momentum down 1.31% intraday and 1.0% week-to-date. Style components within the regime reveal a momentum–low-volatility spread of -0.6256 over the past week, high-beta–low-vol at -0.4477, growth–value at -0.263, and credit at 0.3317. The Extended Momentum Risk basket, with 3 members, exhibits a median relative volume of 1.09.

Sector Rotation

Communication Services+1.89%

Consumer Discretionary+1.25%

Financials+1.02%

Real Estate+0.80%

Consumer Staples+0.58%

Health Care+0.51%

Utilities-0.39%

Industrials-0.70%

Materials-1.20%

Energy-1.41%

Information Technology-2.22%

Sector rotation favors Communication Services (+1.89% intraday, +1.33% wtd) and Consumer Discretionary (+1.25%, +0.35% wtd), while Information Technology bears the brunt of selling at -2.22% intraday and -2.99% wtd. Energy also underperforms intraday at -1.41% but holds a positive wtd of +1.75%. Breadth in Communication Services reaches 88.37% advancing, contrasting with Energy's 7.5% advance rate. Financials add to the rotation with +1.02% intraday and +1.19% wtd, while Industrials slip -0.7%.

Themes and Keyword Baskets

Consumer / Retail+0.5%1D

492 names · 75% cov

ID+0.8%WTD-0.2%MTD-0.0%YTD+7.4%

Crypto / Digital Assets+0.4%1D

155 names · 69% cov

ID+0.6%WTD+0.2%MTD+2.0%YTD+13.0%

Financials / Credit+0.3%1D

691 names · 63% cov

ID+0.7%WTD+0.3%MTD+1.6%YTD+13.2%

Housing / Real Estate+0.3%1D

442 names · 71% cov

ID+0.5%WTD+0.1%MTD-1.1%YTD+11.7%

Healthcare / Biotech degraded+0.1%1D

642 names · 58% cov

ID+0.3%WTD-1.5%MTD-0.1%YTD+24.8%

Macro Rates / Inflation-0.0%1D

502 names · 77% covaggregate only

ID-0.0%WTD-0.4%MTD-1.0%YTD+14.4%

Energy Transition-0.1%1D

1200 names · 68% cov

ID-0.2%WTD-0.7%MTD-1.9%YTD+16.4%

Cloud Software-0.2%1D

276 names · 79% cov

ID-0.3%WTD-0.0%MTD+2.5%YTD+14.2%

Oil & Gas-0.2%1D

379 names · 79% cov

ID-0.4%WTD-0.2%MTD-0.1%YTD+22.3%

Defense / Aerospace-0.3%1D

263 names · 81% cov

ID-0.6%WTD-1.3%MTD-6.2%YTD+23.2%

AI Infrastructure-0.4%1D

861 names · 81% cov

ID-0.7%WTD-0.8%MTD-2.7%YTD+22.3%

Commodities / Materials-0.6%1D

187 names · 74% cov

ID-1.2%WTD-0.5%MTD-4.3%YTD+11.3%

Industrial Automation-0.6%1D

515 names · 77% cov

ID-1.1%WTD-1.2%MTD-3.9%YTD+22.3%

Cybersecurity-0.7%1D

153 names · 71% cov

ID-1.3%WTD+0.6%MTD+1.2%YTD+15.4%

Semiconductors-1.2%1D

258 names · 91% cov

ID-1.7%WTD-1.9%MTD-6.5%YTD+45.1%

Themes reflect the sector pattern: Consumer/Retail leads with +0.84% intraday, while Semiconductors lags at -1.72%. AI Infrastructure reverses early gains to close intraday at -0.73%, and Commodities/Materials drops -1.2%. Healthcare/Biotech, with degraded data, edges up 0.33%. Crypto/Digital Assets post a modest +0.58% intraday. On a week-to-date basis, Financials/Credit gains +0.29%, and Defense/Aerospace falls -1.27%. The thematic shift aligns with the Constructive Rotation regime.

Factor × Sector Map

Broken Momentum / Avoidn16

Communication Services

+2.4%1D

ID+2.4%WTD+1.8%MTD+2.4%

Thematic Momentum Leadershipn13

Consumer Discretionary

+2.2%1D

ID+2.2%WTD+2.5%MTD+5.8%

Broken Momentum / Avoidn13

Health Care

+1.9%1D

ID+1.9%WTD-2.5%MTD+1.1%

Neutral / Transitionn22

Communication Services

+1.8%1D

ID+1.8%WTD+1.2%MTD+3.6%

Thematic Momentum Leadershipn7

Real Estate

+1.5%1D

ID+1.5%WTD+2.4%MTD+3.0%

Broken Momentum / Avoidn13

Real Estate

+1.3%1D

ID+1.3%WTD+0.7%MTD+1.2%

Broken Momentum / Avoidn11

Financials

+1.3%1D

ID+1.3%WTD+2.2%MTD+8.5%

Neutral / Transitionn103

Financials

+1.3%1D

ID+1.3%WTD+1.3%MTD+3.7%

Broken Momentum / Avoidn23

Consumer Discretionary

+1.2%1D

ID+1.2%WTD+0.5%MTD-0.3%

Neutral / Transitionn68

Consumer Discretionary

+1.1%1D

ID+1.1%WTD-0.1%MTD-0.8%

Oversold / Mean-Reversion Watchn3

Health Care

+1.1%1D

ID+1.1%WTD-4.5%MTD-10.4%

Broken Momentum / Avoidn13

Consumer Staples

+0.9%1D

ID+0.9%WTD+0.0%MTD+2.0%

Thematic Momentum Leadershipn4

Communication Services

+0.9%1D

ID+0.9%WTD+1.7%MTD+6.7%

Neutral / Transitionn61

Health Care

+0.7%1D

ID+0.7%WTD-0.4%MTD+1.6%

Broken Momentum / Avoidn24

Information Technology

+0.7%1D

ID+0.7%WTD-1.1%MTD+1.9%

Neutral / Transitionn28

Consumer Staples

+0.6%1D

ID+0.6%WTD-0.5%MTD+1.5%

Oversold / Mean-Reversion Watchn7

Industrials

+0.6%1D

ID+0.6%WTD-0.7%MTD-16.2%

Neutral / Transitionn46

Real Estate

+0.5%1D

ID+0.5%WTD+1.3%MTD+1.6%

Thematic Momentum Leadershipn32

Financials

+0.3%1D

ID+0.3%WTD+0.6%MTD+5.7%

Broken Momentum / Avoidn29

Industrials

-0.1%1D

ID-0.1%WTD-0.6%MTD-4.5%

Thematic Momentum Leadershipn49

Health Care

-0.2%1D

ID-0.2%WTD-0.6%MTD+1.4%

Thematic Momentum Leadershipn6

Consumer Staples

-0.3%1D

ID-0.3%WTD+0.1%MTD+1.0%

Neutral / Transitionn37

Utilities

-0.3%1D

ID-0.3%WTD+0.1%MTD+0.4%

Thematic Momentum Leadershipn23

Industrials

-0.5%1D

ID-0.5%WTD-1.1%MTD-3.7%

Broken Momentum / Avoidn4

Utilities

-0.8%1D

ID-0.8%WTD-0.7%MTD-2.3%

Neutral / Transitionn22

Materials

-0.8%1D

ID-0.8%WTD-0.8%MTD-3.4%

Oversold / Mean-Reversion Watchn7

Information Technology

-0.9%1D

ID-0.9%WTD-10.3%MTD-17.6%

Neutral / Transitionn117

Industrials

-1.0%1D

ID-1.0%WTD-1.2%MTD-5.1%

Neutral / Transitionn29

Energy

-1.2%1D

ID-1.2%WTD+1.5%MTD+3.7%

Broken Momentum / Avoidn5

Energy

-1.2%1D

ID-1.2%WTD-0.2%MTD-5.0%

Broken Momentum / Avoidn12

Materials

-1.2%1D

ID-1.2%WTD-1.4%MTD-1.6%

Neutral / Transitionn94

Information Technology

-2.5%1D

ID-2.5%WTD-3.2%MTD-6.7%

Thematic Momentum Leadershipn6

Energy

-2.7%1D

ID-2.7%WTD+4.6%MTD+15.3%

Oversold / Mean-Reversion Watchn4

Materials

-2.8%1D

ID-2.8%WTD-2.0%MTD-13.7%

Thematic Momentum Leadershipn40

Information Technology

-3.6%1D

ID-3.6%WTD-2.4%MTD-3.6%

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+1.00

volatility+1.00

rotation-0.35

size+0.25

style+0.00

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 current regime is classified as Constructive Rotation, a state historically associated with moderate volatility and rotational price action rather than trending moves. The composite score of 0.615 has declined from the morning session (-0.1125). Breadth and volatility components remain positive (both 1.0), while rotation is negative (-0.35) and style is neutral (0.0). This regime has historically persisted for an average of 5 days, with an 80% probability of staying in the same state over the next day.

Session Snapshot

SPY-0.0%rvol 1.0

QQQ-0.9%rvol 1.3

DIA+0.0%rvol 1.2

IWM+0.2%rvol 1.3

MDY-0.2%rvol 0.9

IJR+0.4%rvol 1.2

RSP-0.3%rvol 1.6

VTI-0.0%rvol 1.4

XLK-2.3%rvol 1.4

XLF+0.9%rvol 2.5

XLE-1.5%rvol 1.7

XLV+0.4%rvol 1.6

XLI-1.1%rvol 1.5

XLY+1.2%rvol 1.4

XLP+0.6%rvol 1.0

XLU-0.4%rvol 1.1

XLB-0.7%rvol 1.5

XLC+1.8%rvol 1.3

XLRE+0.3%rvol 1.2

MTUM-3.5%rvol 4.0

VLUE-2.5%rvol 2.0

QUAL-0.1%rvol 1.3

USMV-0.6%rvol 2.2

SPLV-0.1%rvol 1.1

SPHB-2.0%rvol 2.2

IWF-0.5%rvol 1.1

IWD+0.4%rvol 0.6

VUG+0.3%rvol 1.9

VTV-0.6%rvol 2.0

SMH-3.5%rvol 1.6

XBI-0.1%rvol 0.9

ITA-0.2%rvol 1.1

KRE+1.4%rvol 1.7

XHB+0.3%rvol 0.8

TAN-0.1%rvol 1.5

TLT+0.2%rvol 1.1

IEF+0.2%rvol 1.4

HYG+0.1%rvol 1.4

LQD+0.2%rvol 1.2

GLD-0.6%rvol 1.4

USO-0.0%rvol 2.0

UUP-0.3%rvol 1.6

The Constructive Rotation regime, confidence 0.8 and composite 0.615, defines the midday session. Communication Services leads sectors at +1.89%, while Information Technology trails at -2.22%. Volume anomaly PYPL surges 16.37% on 11.16x relative volume. Breadth is solid with 63.31% of stocks above their 50-day moving average and an advance-decline ratio of 1.097.

Size and Breadth

Size bucket	N	Intraday	D1	WTD	Breadth
Large (>=5B)	1003	-0.10%	-0.10%	-0.42%	52.1% 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
63.3%	68.2%	521	475	37.5%

Breadth measures remain supportive with 63.31% of stocks above the 50-day moving average and 68.2% above the 200-day. The advance-decline ratio stands at 1.097. However, only 37.5% of production baskets are positive, indicating narrow internal participation. Size dynamics show small caps outperforming large today (+0.225%) but lagging over the week (-0.2858%) and month (-0.6001%).

Volume and Participation

Dimension	Basket	Median RVol	% Members RVol>1.5
production	Broken Momentum / Avoid	0.75	7.4%
production	Extended Momentum Risk	1.09	33.3%
production	Neutral / Transition	0.81	6.7%
production	Oversold / Mean-Reversion Watch	1.00	25.0%
production	Quality / Low-Vol Uptrend	0.78	0.0%
production	Smaller-Cap High-Beta Breakout	0.69	0.0%
production	Thematic Momentum Leadership	0.84	15.8%

Ticker	Basket	RVol	Return	Note
PYPL	Neutral / Transition	11.16	+16.37%	breakout volume
FHN	Neutral / Transition	5.15	-2.99%	distribution volume
IBM	Oversold / Mean-Reversion Watch	4.96	-2.69%	distribution volume
ELV	Thematic Momentum Leadership	3.69	-8.12%	distribution volume
XYZ	Thematic Momentum Leadership	3.59	+3.63%	breakout volume

Volume participation is concentrated: the Extended Momentum Risk basket shows the highest relative volume median at 1.09 with 33.3% of members trading above 1.5x normal. Conversely, Quality / Low-Vol Uptrend and Smaller-Cap High-Beta Breakout baskets exhibit no elevated volume. Notable anomalies include PYPL with 11.16x relative volume on a 16.37% gain—a breakout—and ELV with 3.69x relative volume on an 8.12% decline, signaling distribution.

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
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	-2.76%	-2.34%	diverges
TAP	+1.77%	+1.01%	confirms
CMCSA	+1.36%	+0.60%	confirms
SWKS	-1.29%	-0.87%	diverges
OZK	+1.55%	+1.68%	confirms

The top opportunity is TAP (Consumer Staples) with an opportunity score of 94.0, in Wave 1 accumulation within the Broken Momentum / Avoid basket; intraday, TAP confirms with a 1.77% gain versus its basket. Other high scorers include OKLO (93.2, not confirmed) and CMCSA (90.5, confirmed). Among pattern-based setups, PSKY and RIOT show double-top short patterns with scores of 80.23 and 73.89, respectively.

Multi-Horizon Context

Basket	D3	WTD	MTD
production: Broken Momentum / Avoid	-0.14%	-0.14%	+0.26%
production: Extended Momentum Risk	+1.08%	+1.08%	+7.63%
production: Neutral / Transition	-0.38%	-0.38%	-0.89%
production: Oversold / Mean-Reversion Watch	-4.67%	-4.67%	-14.79%
production: Quality / Low-Vol Uptrend	+0.04%	+0.04%	+0.48%
production: Smaller-Cap High-Beta Breakout	-1.00%	-1.00%	+12.20%
production: Thematic Momentum Leadership	-0.26%	-0.26%	+1.26%
theme: AI Infrastructure	-0.77%	-0.77%	-2.70%
theme: Cloud Software	-0.02%	-0.02%	+2.53%
theme: Commodities / Materials	-0.46%	-0.46%	-4.29%
theme: Consumer / Retail	-0.16%	-0.16%	-0.03%
theme: Crypto / Digital Assets	+0.25%	+0.25%	+1.98%
theme: Cybersecurity	+0.64%	+0.64%	+1.23%
theme: Defense / Aerospace	-1.27%	-1.27%	-6.15%
theme: Energy Transition	-0.74%	-0.74%	-1.91%
theme: Financials / Credit	+0.29%	+0.29%	+1.56%
theme: Healthcare / Biotech	-1.48%	-1.48%	-0.05%
theme: Housing / Real Estate	+0.07%	+0.07%	-1.12%
theme: Industrial Automation	-1.21%	-1.21%	-3.92%
theme: Macro Rates / Inflation	-0.37%	-0.37%	-1.04%
theme: Oil & Gas	-0.21%	-0.21%	-0.05%
theme: Semiconductors	-1.94%	-1.94%	-6.48%
sector: Communication Services	+1.33%	+1.33%	+2.96%
sector: Consumer Discretionary	+0.35%	+0.35%	+0.17%
sector: Consumer Staples	-0.29%	-0.29%	+1.55%
sector: Energy	+1.75%	+1.75%	+4.38%
sector: Financials	+1.19%	+1.19%	+4.28%
sector: Health Care	-0.80%	-0.80%	+1.24%
sector: Industrials	-1.08%	-1.08%	-5.23%
sector: Information Technology	-2.99%	-2.99%	-5.04%
sector: Materials	-1.23%	-1.23%	-4.24%
sector: Real Estate	+1.31%	+1.31%	+1.67%
sector: Utilities	+0.08%	+0.08%	+0.30%
size: Large (>=5B)	-0.42%	-0.42%	-0.62%
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	-0.20%	-0.20%	-0.62%
style: Extended Overbought Momentum	+3.15%	+3.15%	+11.92%
style: High-Vol Breakdown	-2.55%	-2.55%	-2.37%
style: High-Vol Momentum	-1.00%	-1.00%	+12.20%
style: Low-Vol Uptrend	-0.88%	-0.88%	+0.06%
style: Momentum Breakout / Leadership	+1.25%	+1.25%	+5.01%
style: Neutral / Transition	-1.02%	-1.02%	-2.65%
style: Normal Vol/Trend	-0.54%	-0.54%	-0.62%
style: Oversold / Mean-Reversion Watch	-4.67%	-4.67%	-14.79%
style: Persistent Uptrend / Compounder	+0.50%	+0.50%	+2.49%
style: Weak Downtrend / Avoid Momentum	-0.14%	-0.14%	+0.26%

Short-term performance displays sector rotations: Communication Services leads intraday (+1.89%) while Information Technology lags (-2.22%). Over the trailing month, Health Care has surged (+9.73%), contrasting with Materials' decline (-7.86%). Year-to-date, Information Technology (+36.12%) and Energy (+32.86%) lead, while Communication Services is negative (-2.96%). The two-year view underscores the durability of mega-cap tech, with Information Technology up 89.81% and Health Care at 66.21%.

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	2026-07-15T12:45:00-04:00
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 2026-07-15T13:14:21-04:00; every figure above is computed deterministically from report.json