Premarket · market state
Choppy Neutralheld 3 td · typically ~8 td · ~5 td left · fresh · p(stay) 0.87
3td in — ~5td of typical dwell leftfresh
age 3tdtypical dwell ~8td
SPY -0.22% since prior close; Oversold / Mean-Reversion Watch leads (+0.31%), Unclassified / Insufficient Data lags (-0.67%).
Risk-STATE gauge — monotone in forward volatility, not direction. Size to the state; don't chase the label.
Session Snapshot
CAC +0.30mixed
−risk-off0+risk-on
Equitiesbroad index tape · 1/6 adv
-0.17%med
RSP +0.7%MDY n/aIJR n/aDIA -0.1%VTI -0.1%SPY -0.2%IWM -0.3%QQQ -0.6%
Rates & Creditduration + credit spread · 1/2 adv
+0.03%med
TLT +0.1%HYG n/aLQD n/aIEF -0.0%
Commodities & FXgold · oil · the dollar · 2/2 adv
+2.03%med
USO +3.3%GLD +0.8%UUP n/a
Globalnot in snapshot
No proxy for this band in the current snapshot — data-plumbing follow-up.
SPY-0.2%
QQQ-0.6%
DIA-0.1%
IWM-0.3%
MDYn/a
IJRn/a
RSP+0.7%
VTI-0.1%
XLK-1.1%
XLF-0.0%
XLE+1.0%
XLV+0.1%
XLI+0.2%
XLY-0.2%
XLPn/a
XLU+0.1%
XLB+1.1%
XLCn/a
XLREn/a
MTUMn/a
VLUE-0.1%
QUALn/a
USMVn/a
SPLVn/a
SPHBn/a
IWFn/a
IWDn/a
VUG-1.2%
VTVn/a
SMH-1.7%
XBI-0.7%
ITAn/a
KREn/a
XHBn/a
TAN-0.3%
TLT+0.1%
IEF-0.0%
HYGn/a
LQDn/a
GLD+0.8%
USO+3.3%
UUPn/a
The premarket unfolds on July 22, 2026, with the Choppy Neutral regime (confidence 0.87) now in its third day, historically associated with elevated volatility. Large-cap equities trade -0.08% below prior close, as breadth tilts mildly positive—218 stocks advancing against 196 declining. Market-wide participation sits at 61.24% above the 50-day moving average and 65.96% above the 200-day. Realized volatility registers at the 39.2nd percentile of its two-year range, consistent with a choppy but not extreme environment.
SPY-0.22%gap n/a · open n/a
Best factor+0.31%Oversold / Mean-Reversion Watch
Worst factor-0.67%Unclassified / Insufficient Data
Breadth51%baskets +ve · A/D 218/196
Actionable Trading Ideas
High convictionregime:04 · n=506
Size the book to Choppy Neutral, don't chase it — the label reads forward volatility, not direction (persists ~8 td, p_stay 0.87).
Regime context — size to the state: Choppy Neutral
Choppy Neutral (composite 0.42, confidence 0.87)
InvalidationInvalidated on a confirmed regime transition (the two-run confirmation rule).
why / how
EvidenceThis 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.
Low convictionwarehouse:09
Trade MARA two-sided, not as a squeeze long — crowded short float carries ~2.5x baseline odds of a big move both ways.
Event risk — crowded short float
MARA short float 28.0% (13 names >=20%)
InvalidationNot a trade until a catalyst and confirmation align.
why / how
EvidenceHigh 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.
Intraday Factor Moves
Oversold / Mean-Reversion Watch+0.53%
27 names · 96% cov
move vs all baskets today
-1%med +0%+1%
+0.53%89ᵗʰ pctile
ID+0.5%
1D+0.3%
3D-0.3%
1W-6.6%
MTD-15.4%
1M-18.1%
3M-19.3%
YTD-9.2%
1Y+11.6%
2Y+65.9%
Extended Momentum Risk+0.63%
22 names · 100% cov
move vs all baskets today
-1%med +0%+1%
+0.63%100ᵗʰ pctile
ID+0.6%
1D+0.3%
3D+1.3%
1W+6.2%
MTD+17.2%
1M+22.2%
3M+24.5%
YTD+49.6%
1Y+62.5%
2Y+63.2%
Thematic Momentum Leadership+0.31%
96 names · 100% cov
move vs all baskets today
-1%med +0%+1%
+0.31%78ᵗʰ pctile
ID+0.3%
1D+0.1%
3D+0.1%
1W+1.3%
MTD+4.8%
1M+10.1%
3M+22.5%
YTD+30.4%
1Y+47.0%
2Y+60.7%
Broken Momentum / Avoid+0.18%
176 names · 100% cov
move vs all baskets today
-1%med +0%+1%
+0.18%67ᵗʰ pctile
ID+0.2%
1D+0.1%
3D-0.6%
1W-1.4%
MTD-2.9%
1M-3.4%
3M-15.3%
YTD-15.9%
1Y-12.0%
2Y+14.7%
Smaller-Cap High-Beta Breakout+0.15%
34 names · 100% cov
move vs all baskets today
-1%med +0%+1%
+0.15%56ᵗʰ pctile
ID+0.1%
1D+0.1%
3D-0.1%
1W+0.6%
MTD+5.0%
1M+14.4%
3M+50.7%
YTD+83.0%
1Y+138.6%
2Y+154.8%
Low-Vol Aligned Uptrend+0.13%
77 names · 99% cov
move vs all baskets today
-1%med +0%+1%
+0.13%44ᵗʰ pctile
ID+0.1%
1D+0.1%
3D-0.7%
1W+1.2%
MTD+2.8%
1M+5.5%
3M+7.0%
YTD+13.5%
1Y+18.5%
2Y+27.1%
Institutional Large-Cap Accumulation-0.00%
38 names · 100% cov
move vs all baskets today
-1%med +0%+1%
-0.00%33ᵗʰ pctile
ID-0.0%
1D-0.0%
3D-0.6%
1W+0.6%
MTD+5.0%
1M+10.1%
3M+25.4%
YTD+27.0%
1Y+34.3%
2Y+59.1%
Neutral / Transition-0.35%
526 names · 100% cov
move vs all baskets today
-1%med +0%+1%
-0.35%22ᵗʰ pctile
ID-0.3%
1D-0.2%
3D+0.4%
1W-0.3%
MTD-2.3%
1M-0.6%
3M+6.5%
YTD+22.9%
1Y+40.4%
2Y+59.8%
Unclassified / Insufficient Data thin — n<10-1.34%
8 names · 100% cov
move vs all baskets today
-1%med +0%+1%
-1.34%11ᵗʰ pctile
ID-1.3%
1D-0.7%
3D+0.6%
1W+0.1%
MTD-3.7%
1M+1.7%
3M+10.0%
YTD+36.4%
Factor behavior highlights a rotation toward mean-reversion and high-beta. The Oversold / Mean-Reversion Watch portfolio gains +0.53% intraday, well ahead of other styles, while High-Vol Breakdown adds +0.29%. The style component score stands at -0.50, pressured by value’s outperformance over growth (growth minus value weekly return -1.89) and low-volatility’s edge over high beta (high beta minus low vol weekly -1.50). Neutral/Transition lags at -0.36%, underscoring a bias toward extremes rather than trend-continuation plays.
Sector Rotation
Energy+1.06%
Materials+0.62%
Consumer Staples+0.40%
Real Estate+0.22%
Utilities+0.17%
Consumer Discretionary+0.04%
Financials-0.01%
Communication Services-0.04%
Health Care-0.10%
Industrials-0.32%
Information Technology-0.59%
Sector-level premarket activity pivots decisively toward Energy and Materials. Energy rises +1.06% intraday, with 95.83% of its members advancing, while Materials gains +0.62% on 78.95% breadth. Consumer Staples also catches a bid (+0.40%). In contrast, Information Technology drops -0.59%, reversing its week-to-date gains, and Industrials shed -0.32% with only 25.0% of stocks positive. This rotation away from growth and into commodity-linked sectors marks a clear short-term leadership shift.
Themes and Keyword Baskets
Commodities / Materials+0.1%1D
161 names · 75% cov
ID+0.3%WTD+2.1%MTD-4.4%YTD+9.6%
Cybersecurity+0.1%1D
94 names · 70% covaggregate only
ID+0.2%WTD-1.4%MTD+0.7%YTD+13.3%
Cloud Software+0.0%1D
258 names · 79% covaggregate only
ID+0.1%WTD-0.6%MTD+1.6%YTD+13.8%
Housing / Real Estate+0.0%1D
439 names · 71% cov
ID+0.1%WTD-0.7%MTD-0.8%YTD+11.6%
Consumer / Retail+0.0%1D
467 names · 75% cov
ID+0.1%WTD-0.6%MTD+0.4%YTD+8.5%
Macro Rates / Inflation-0.0%1D
506 names · 77% covaggregate only
ID-0.0%WTD+0.4%MTD-0.5%YTD+15.9%
Defense / Aerospace-0.0%1D
202 names · 79% cov
ID-0.1%WTD+2.5%MTD-7.2%YTD+27.0%
Healthcare / Biotech degraded-0.0%1D
673 names · 58% cov
ID-0.1%WTD+0.3%MTD+0.4%YTD+24.6%
Oil & Gas-0.0%1D
269 names · 85% cov
ID-0.1%WTD+1.0%MTD+0.9%YTD+21.0%
Financials / Credit-0.0%1D
646 names · 63% cov
ID-0.1%WTD-0.7%MTD+1.7%YTD+13.0%
Crypto / Digital Assets-0.0%1D
150 names · 69% covaggregate only
ID-0.1%WTD+1.5%MTD+2.0%YTD+14.2%
Energy Transition-0.1%1D
240 names · 82% cov
ID-0.2%WTD+1.5%MTD-5.2%YTD+22.7%
Industrial Automation-0.1%1D
494 names · 77% covaggregate only
ID-0.3%WTD+1.1%MTD-3.2%YTD+23.4%
AI Infrastructure-0.1%1D
838 names · 80% covaggregate only
ID-0.3%WTD+1.2%MTD-3.3%YTD+22.3%
Semiconductors-0.3%1D
188 names · 90% cov
ID-0.7%WTD+3.0%MTD-8.4%YTD+53.9%
Thematic performance splits along defensive and speculative lines. Commodities/Materials leads with +0.32% intraday, while Cybersecurity (+0.23%) and Housing/Real Estate (+0.14%) also firm. Semiconductors, however, tumble -0.67%—the weakest theme—with only 32.39% of members advancing, and AI Infrastructure falls -0.31%. Industrial Automation and Energy Transition decline -0.34% and -0.24%, respectively. The dispersion underscores a bearish tilt toward economically sensitive, commodity-exposed themes at the expense of technology and electrification plays.
Sigma Board
−3σ0+3σ
EqualWeight - CapWeight d1spread · +0.95% · 252d · n=252+1.86σ
EqualWeight - CapWeight w1spread · +1.71% · 252d · n=252+1.55σ
Credit w1spread · +0.48% · 252d · n=252+0.96σ
Semis - Market d1spread · -1.47% · 252d · n=252-0.94σ
Growth - Value w1spread · -1.89% · 252d · n=252-0.89σ
Semis - Market w1spread · -1.72% · 252d · n=252-0.80σ
% above SMA200breadth · 65.96 · 60d · n=60+0.78σ
HighBeta - LowVol w1spread · -1.50% · 252d · n=252-0.58σ
The style board reveals sharp dispersion intraday. The Oversold / Mean-Reversion Watch basket surges +0.53%, joined by Momentum Breakout (+0.31%) and High-Vol Breakdown (+0.29%) as the strongest performers. At the other end, Neutral / Transition (-0.36%) and Normal Vol/Trend (-0.35%) lead the decliners, while Base Building / Coiled slips -0.16%. Eight of eleven styles post positive returns, indicating a broad—if uneven—risk-on tilt toward mean-reversion and momentum themes in the premarket.
Factor × Sector Map
Extended Momentum Riskn7
Energy
+0.8%1D
ID+1.4%WTD+4.0%MTD+27.6%
Thematic Momentum Leadershipn5
Energy
+0.8%1D
ID+1.3%WTD+2.9%MTD+12.9%
Broken Momentum / Avoidn6
Energy
+0.7%1D
ID+0.8%WTD+1.0%MTD-3.4%
Oversold / Mean-Reversion Watchn3
Materials
+0.6%1D
ID+0.9%WTD+1.1%MTD-14.3%
Neutral / Transitionn18
Energy
+0.6%1D
ID+1.0%WTD+1.8%MTD+4.8%
Broken Momentum / Avoidn15
Materials
+0.5%1D
ID+0.8%WTD+0.5%MTD-4.0%
Oversold / Mean-Reversion Watchn10
Industrials
+0.5%1D
ID+0.9%WTD-0.6%MTD-14.3%
Broken Momentum / Avoidn7
Utilities
+0.4%1D
ID+0.7%WTD+1.8%MTD-4.5%
Smaller-Cap High-Beta Breakoutn6
Information Technology
+0.4%1D
ID+0.4%WTD-2.3%MTD+0.8%
Oversold / Mean-Reversion Watchn6
Information Technology
+0.3%1D
ID+0.4%WTD-0.5%MTD-16.8%
Broken Momentum / Avoidn15
Communication Services
+0.2%1D
ID+0.4%WTD-0.5%MTD-0.0%
Neutral / Transitionn30
Consumer Staples
+0.2%1D
ID+0.5%WTD-0.4%MTD+1.3%
Thematic Momentum Leadershipn23
Financials
+0.2%1D
ID+0.4%WTD-0.3%MTD+5.6%
Broken Momentum / Avoidn9
Consumer Staples
+0.2%1D
ID+0.4%WTD-1.7%MTD-0.2%
Thematic Momentum Leadershipn7
Consumer Discretionary
+0.2%1D
ID+0.5%WTD-1.1%MTD+7.3%
Thematic Momentum Leadershipn13
Real Estate
+0.2%1D
ID+0.6%WTD-0.2%MTD+4.4%
Neutral / Transitionn16
Materials
+0.1%1D
ID+0.3%WTD+0.4%MTD-3.4%
Thematic Momentum Leadershipn10
Information Technology
+0.1%1D
ID+0.3%WTD-1.7%MTD+6.7%
Institutional Large-Cap Accumulationn9
Information Technology
+0.1%1D
ID+0.1%WTD-1.1%MTD+4.1%
Broken Momentum / Avoidn11
Real Estate
+0.1%1D
ID+0.2%WTD-2.9%MTD-0.6%
Extended Momentum Riskn5
Real Estate
+0.1%1D
ID+0.2%WTD+1.0%MTD+10.5%
Low-Vol Aligned Uptrendn8
Utilities
+0.1%1D
ID+0.3%WTD+0.0%MTD+3.6%
Low-Vol Aligned Uptrendn29
Financials
+0.1%1D
ID+0.1%WTD-0.9%MTD+2.6%
Low-Vol Aligned Uptrendn13
Real Estate
+0.1%1D
ID+0.1%WTD-0.4%MTD+4.2%
Thematic Momentum Leadershipn4
Consumer Staples
+0.1%1D
ID+0.1%WTD-1.2%MTD+2.6%
Neutral / Transitionn65
Consumer Discretionary
+0.0%1D
ID+0.1%WTD-0.5%MTD-0.7%
Broken Momentum / Avoidn27
Information Technology
+0.0%1D
ID+0.1%WTD+1.1%MTD-1.9%
Neutral / Transitionn23
Real Estate
+0.0%1D
ID+0.1%WTD-1.1%MTD+0.7%
Institutional Large-Cap Accumulationn12
Financials
+0.0%1D
ID+0.0%WTD-0.7%MTD+5.7%
Smaller-Cap High-Beta Breakoutn5
Consumer Discretionary
-0.0%1D
ID-0.0%WTD-0.3%MTD+9.8%
Thematic Momentum Leadershipn3
Industrials
+0.0%1D
ID·WTD+4.9%MTD+1.0%
Broken Momentum / Avoidn25
Consumer Discretionary
-0.0%1D
ID-0.0%WTD-1.8%MTD-4.2%
Neutral / Transitionn50
Health Care
-0.0%1D
ID-0.1%WTD-0.7%MTD+0.7%
Neutral / Transitionn28
Utilities
-0.0%1D
ID-0.1%WTD-1.1%MTD-1.5%
Broken Momentum / Avoidn32
Industrials
-0.0%1D
ID-0.1%WTD-1.2%MTD-7.3%
Smaller-Cap High-Beta Breakoutn20
Health Care
-0.0%1D
ID-0.1%WTD+0.1%MTD+3.8%
Low-Vol Aligned Uptrendn6
Communication Services
-0.0%1D
ID-0.2%WTD-2.6%MTD+4.7%
Low-Vol Aligned Uptrendn11
Industrials
-0.0%1D
ID-0.2%WTD-0.2%MTD+2.0%
Thematic Momentum Leadershipn29
Health Care
-0.1%1D
ID-0.1%WTD+0.5%MTD+2.3%
Broken Momentum / Avoidn16
Financials
-0.1%1D
ID-0.2%WTD+0.8%MTD+2.3%
Extended Momentum Riskn4
Financials
-0.1%1D
ID-0.2%WTD-0.9%MTD+18.6%
Neutral / Transitionn61
Financials
-0.1%1D
ID-0.2%WTD+0.0%MTD+2.4%
Institutional Large-Cap Accumulationn5
Industrials
-0.1%1D
ID-0.2%WTD-0.4%MTD+6.1%
Broken Momentum / Avoidn13
Health Care
-0.1%1D
ID-0.2%WTD-1.9%MTD-2.1%
Institutional Large-Cap Accumulationn6
Health Care
-0.2%1D
ID-0.2%WTD+0.7%MTD+3.0%
Low-Vol Aligned Uptrendn3
Health Care
-0.2%1D
ID-0.3%WTD-2.3%MTD+1.7%
Neutral / Transitionn113
Industrials
-0.2%1D
ID-0.5%WTD+0.3%MTD-5.5%
Neutral / Transitionn19
Communication Services
-0.2%1D
ID-0.6%WTD-1.0%MTD-0.3%
Neutral / Transitionn103
Information Technology
-0.7%1D
ID-1.0%WTD+2.9%MTD-7.5%
Unclassified / Insufficient Datan3
Information Technology
-1.3%1D
ID-1.3%WTD+2.5%MTD-2.6%
Where each factor basket is working by sector — sorted by 1-day equal-weight return, ≥3 names per cell.
Regime Assessment
trend+0.65
breadth+0.70
volatility+1.50
rotation-0.35
size+0.05
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 current regime is Choppy Neutral (confidence 0.87, composite 0.425), characterized by elevated volatility (component score 1.5) amid mixed trend and breadth signals. The regime began on 2026-07-17 and has an expected remaining dwell of 4.7 trading days. Volatility is in the 39th percentile of its two-year range, while intraday range relative to the 20-day average is just 0.224. Historically, this regime precedes periods of heightened volatility and frequent drawdowns.
Size and Breadth
| Size bucket | N | Intraday | D1 | WTD | Breadth |
|---|
| Large (>=5B) | 1004 | -0.08% | -0.04% | +0.09% | 45.5% adv |
| Micro Cap $250M-$1B | 201 | n/a | +0.00% | +1.05% | 0.0% adv |
| Nano Cap <$250M | 15 | n/a | +0.00% | -1.56% | 0.0% adv |
| Small Cap $1B-$5B | 807 | n/a | +0.00% | +0.13% | 0.0% adv |
| % > SMA50 | % > SMA200 | Advancers | Decliners | % Baskets Positive |
|---|
| 61.2% | 66.0% | 218 | 196 | 51.1% |
Market breadth signals moderate participation: 61.24% of stocks trade above their 50-day moving average and 65.96% above the 200-day. Advances number 218 against 196 declines, with 51.06% of baskets positive. Large-cap stocks (≥$5B) show a premarket decline of -0.08%, while small caps ($1B–$5B) and micro caps ($250M–$1B) recorded no intraday movement. The breadth profile lacks strong directional conviction.
Volume and Participation
This premarket run contains no volume anomaly or basket participation data. Volume signals are structurally suppressed before the open, as less than 1% of a typical session's volume has printed. No unusual volume patterns are identified among the monitored baskets.
Cross-Asset Confirmation
CAC +0.30 — mixed (positive = risk-supportive)
| Signal | 5d | Points |
|---|
| Credit (HYG−LQD) | +0.30% | +0.30 |
| Risk vs defensives | -0.58% | +0.00 |
| Dollar (−UUP) | -0.32% | +0.00 |
| Curve (IEF/TLT) | +0.24% | +0.00 |
Duration-in-disguise — 63d TLT beta of style spreads
| Spread | TLT β | β · SPY-ctrl | | β | %ile | Duration read |
|---|
| Momentum - LowVol | 1.29 | 0.19 | 98% | duration-driven (current, unstable) |
| Growth - Value | 0.16 | -0.25 | 67% | factor-driven (current, unstable) |
| HighBeta - LowVol | 1.41 | 0.00 | 98% | duration-driven (current, unstable) |
| Small - Large | 0.60 | 0.65 | 97% | duration-driven (persistent) |
Opportunity Watchlist
No actionable trade opportunities or screener results are available for this premarket snapshot. The source is unavailable, and both screener top picks and intraday confirmation signals are absent. The conditions for identifying high-conviction setups are not met.
Multi-Horizon Context
| Basket | D3 | WTD | MTD | QTD | YTD |
|---|
| production: Broken Momentum / Avoid | -0.56% | -0.56% | -2.86% | -2.86% | -15.88% |
| production: Extended Momentum Risk | +1.28% | +1.28% | +17.24% | +17.24% | +49.60% |
| production: Institutional Large-Cap Accumulation | -0.57% | -0.57% | +4.97% | +4.97% | +26.96% |
| production: Low-Vol Aligned Uptrend | -0.65% | -0.65% | +2.78% | +2.78% | +13.54% |
| production: Neutral / Transition | +0.43% | +0.43% | -2.32% | -2.32% | +22.92% |
| production: Oversold / Mean-Reversion Watch | -0.28% | -0.28% | -15.41% | -15.41% | -9.17% |
| production: Smaller-Cap High-Beta Breakout | -0.05% | -0.05% | +5.02% | +5.02% | +83.00% |
| production: Thematic Momentum Leadership | +0.06% | +0.06% | +4.83% | +4.83% | +30.40% |
| production: Unclassified / Insufficient Data | +0.63% | +0.63% | -3.74% | -3.74% | +36.41% |
| theme: AI Infrastructure | +1.20% | +1.20% | -3.34% | -3.34% | +22.26% |
| theme: Cloud Software | -0.58% | -0.58% | +1.65% | +1.65% | +13.82% |
| theme: Commodities / Materials | +2.12% | +2.12% | -4.39% | -4.39% | +9.60% |
| theme: Consumer / Retail | -0.60% | -0.60% | +0.40% | +0.40% | +8.47% |
| theme: Crypto / Digital Assets | +1.52% | +1.52% | +2.03% | +2.03% | +14.15% |
| theme: Cybersecurity | -1.38% | -1.38% | +0.66% | +0.66% | +13.29% |
| theme: Defense / Aerospace | +2.53% | +2.53% | -7.17% | -7.17% | +26.99% |
| theme: Energy Transition | +1.54% | +1.54% | -5.19% | -5.19% | +22.74% |
| theme: Financials / Credit | -0.70% | -0.70% | +1.68% | +1.68% | +12.98% |
| theme: Healthcare / Biotech | +0.28% | +0.28% | +0.41% | +0.41% | +24.63% |
| theme: Housing / Real Estate | -0.73% | -0.73% | -0.83% | -0.83% | +11.58% |
| theme: Industrial Automation | +1.08% | +1.08% | -3.20% | -3.20% | +23.38% |
| theme: Macro Rates / Inflation | +0.40% | +0.40% | -0.49% | -0.49% | +15.90% |
| theme: Oil & Gas | +1.03% | +1.03% | +0.95% | +0.95% | +20.96% |
| theme: Semiconductors | +3.04% | +3.04% | -8.37% | -8.37% | +53.89% |
| sector: Communication Services | -1.04% | -1.04% | +0.45% | +0.45% | -5.06% |
| sector: Consumer Discretionary | -0.92% | -0.92% | -0.80% | -0.80% | +5.94% |
| sector: Consumer Staples | -0.72% | -0.72% | +1.74% | +1.74% | +6.90% |
| sector: Energy | +2.06% | +2.06% | +9.19% | +9.19% | +39.34% |
| sector: Financials | -0.13% | -0.13% | +3.45% | +3.45% | +9.49% |
| sector: Health Care | -0.36% | -0.36% | +1.11% | +1.11% | +27.24% |
| sector: Industrials | +0.03% | +0.03% | -5.13% | -5.13% | +18.46% |
| sector: Information Technology | +1.80% | +1.80% | -4.99% | -4.99% | +37.08% |
| sector: Materials | +0.61% | +0.61% | -4.44% | -4.44% | +12.78% |
| sector: Real Estate | -0.92% | -0.92% | +2.65% | +2.65% | +12.33% |
| sector: Utilities | -0.39% | -0.39% | -1.13% | -1.13% | +6.00% |
| size: Large (>=5B) | +0.09% | +0.09% | -0.75% | -0.75% | +18.10% |
| size: Micro Cap $250M-$1B | +1.05% | +1.05% | -1.20% | -1.20% | +14.70% |
| size: Nano Cap <$250M | -1.56% | -1.56% | +18.67% | +18.67% | +36.90% |
| size: Small Cap $1B-$5B | +0.13% | +0.13% | -0.14% | -0.14% | +21.16% |
| style: Base Building / Coiled | -0.26% | -0.26% | -1.59% | -1.59% | +12.20% |
| style: Extended Overbought Momentum | +1.63% | +1.63% | +18.78% | +18.78% | +60.22% |
| style: High-Vol Breakdown | +1.21% | +1.21% | -8.61% | -8.61% | -18.70% |
| style: High-Vol Momentum | +0.31% | +0.31% | +6.20% | +6.20% | +83.48% |
| style: Low-Vol Uptrend | -0.57% | -0.57% | +2.84% | +2.84% | +16.31% |
| style: Momentum Breakout / Leadership | +0.11% | +0.11% | +9.99% | +9.99% | +44.32% |
| style: Neutral / Transition | +0.31% | +0.31% | -2.44% | -2.44% | +22.76% |
| style: Normal Vol/Trend | +0.50% | +0.50% | -0.98% | -0.98% | +25.53% |
| style: Oversold / Mean-Reversion Watch | -0.28% | -0.28% | -15.41% | -15.41% | -9.17% |
| style: Persistent Uptrend / Compounder | +0.04% | +0.04% | +3.03% | +3.03% | +28.11% |
| style: Weak Downtrend / Avoid Momentum | -0.56% | -0.56% | -2.86% | -2.86% | -15.88% |
Multi-horizon analysis data is not provided in this briefing digest.
Top Single-Stock Setups (4h–1 Week)
#1CTVAMaterials100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.9/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 631w +2.4%MACD+CMF+Force+
Last$86.94
RSI64
1wk+2.4%
ATR stop−3.5%
1-week return vs Thematic Momentum Leadership basket (n=96)
-15%+10%
#2EOGEnergy100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.7/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 631w +4.6%MACD+CMF+Force+
Last$143.44
RSI63
1wk+4.7%
ATR stop−3.7%
1-week return vs Thematic Momentum Leadership basket (n=96)
-15%+10%
#3OHIReal Estate100
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.3/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 641w +4.7%MACD+CMF+Force+
Last$50.60
RSI64
1wk+4.7%
ATR stop−3.0%
1-week return vs Thematic Momentum Leadership basket (n=96)
-15%+10%
#4OVVEnergy98
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 7.7/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 641w +5.4%MACD+CMF+Force+
Last$59.37
RSI65
1wk+5.4%
ATR stop−4.0%
1-week return vs Thematic Momentum Leadership basket (n=96)
-15%+10%
#5VTRSHealth Care98
▲Momentum continuation4h–1 week
Thematic Momentum Leadership · factor score 8.1/10 (top quintile)
Leadership/uptrend with room — flow-confirmed
UptrendQ1RSI 651w +6.6%MACD+CMF+Force+
Last$17.59
RSI65
1wk+6.6%
ATR stop−4.4%
1-week return vs Thematic Momentum Leadership basket (n=96)
-15%+10%
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 | 2026-07-22T06:45:00-04:00 |
| warehouse_snapshot | 2026-07-22 |
| proxy_daily | 2026-07-21 |
| screener_artifact | unavailable |
| grouped_daily | unavailable |
- Overall coverage: 47.7%
- 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
- Warning: screener artifact unavailable or stale
- Warning: thin production basket: Unclassified / Insufficient Data n_members=8 (<10); exclude from broad leadership claims
- Report generated at 2026-07-22T07:01:08-04:00; every figure above is computed deterministically from report.json