🏷 Market Regime
Composite market state from 18 signals (VIX, breadth, credit, dollar, yield curve, etc.) labeled BULL/NEUTRAL/CAUTIOUS/BEAR/CRISIS. Score ranges from -19.5 to +19.5.
BULL
Score: 14.54
VIX: 15.15
Term Structure: CONTANGO
Condition: NORMAL
Adv/Dec: 324/439 (764)
📈 Executive Summary
Top 5 actionable trading ideas with probability-weighted Bull/Base/Bear outcomes derived from local DuckDB signals.
| # | Ticker | Idea | Trigger | Risk/Reward | Conf. | Probabilities |
|---|
| #1 |
Best 5d sector rotation: XLK +6.05% vs weakest XLE -2.22% |
XLK |
5d return 6.05% |
Momentum trade; risk if mean reversion |
MED |
🟢 Bull 50%🟡 Base 30%🔴 Bear 20%
|
| #2 |
Oversold bounce candidate: ADM (RSI 26.0) |
ADM |
RSI=26.0, -5.2% from SMA20 |
Stop below recent low; target SMA20 |
MED |
🟢 Bull 40%🟡 Base 35%🔴 Bear 25%
|
| #3 |
Overbought: A (RSI 73.0) — trim risk |
A |
RSI=73.0, +3.2% from SMA20 |
Trim partial; protect gains |
MED |
🟢 Bull 25%🟡 Base 40%🔴 Bear 35%
|
| #5 |
YTD leader: AMAT +98.0% |
AMAT |
YTD +98.0%, Technology |
Momentum + quality |
MED |
🟢 Bull 55%🟡 Base 30%🔴 Bear 15%
|
| #5 |
Quantitative Signal #5: Market Breadth & Sector Balance Monitoring |
SPY |
Advancers: 324 / Decliners: 439 |
Systematic portfolio tracking |
MED |
🟢 Bull 45%🟡 Base 35%🔴 Bear 20%
|
🎯 Actionable Trade Setups & Execution Parameters
| Ticker | Dir | Entry Range | Stop Loss | Target Price | R:R | Invalidation Trigger |
|---|
| A |
SHORT |
$140.63 - $142.05 |
$137.10 |
$149.82 |
1:2.0 |
Break below $136.39 on high volume |
| AAL |
LONG |
$15.93 - $16.09 |
$15.53 |
$16.97 |
1:2.0 |
Break below $15.45 on high volume |
| AAPL |
LONG |
$310.90 - $314.02 |
$303.09 |
$331.21 |
1:2.0 |
Break below $301.52 on high volume |
🏆 Multi-Factor Quantitative Composite Leaders
| Rank | Ticker | Score | Sector | Company Name |
|---|
| #1 |
MU |
149.61 |
Technology |
Micron Technology, Inc. |
| #2 |
DELL |
135.86 |
Technology |
Dell Technologies Inc. |
| #3 |
NVDA |
134.12 |
Technology |
NVIDIA Corporation |
| #4 |
STX |
130.31 |
Technology |
Seagate Technology Holdings PLC |
| #5 |
SHOP |
129.38 |
Technology |
Shopify Inc. |
| #6 |
TER |
128.44 |
Technology |
Teradyne, Inc. |
| #7 |
GOOGL |
125.93 |
Communication Services |
Alphabet Inc. |
| #8 |
AMAT |
125.21 |
Technology |
Applied Materials, Inc. |
| #9 |
AMD |
123.84 |
Technology |
Advanced Micro Devices, Inc. |
| #10 |
FTNT |
123.51 |
Technology |
Fortinet, Inc. |
| #11 |
ZBRA |
123.12 |
Technology |
Zebra Technologies Corporation |
| #12 |
FIX |
122.83 |
Industrials |
Comfort Systems USA, Inc. |
| #13 |
COHR |
122.57 |
Technology |
Coherent Corp. |
| #14 |
MPWR |
122.03 |
Technology |
Monolithic Power Systems, Inc. |
| #15 |
HPE |
121.37 |
Technology |
Hewlett Packard Enterprise Comp |
🌍 Macro Analysis
Macro regime indicators: Yield curve (10Y-3M spread), credit spreads (HYG vs LQD ratio), DXY dollar index, VIX term structure (contango vs backwardation), market breadth divergence.
Yield Curve: 10Y-3M: 0%
Credit Spreads: HYG=79.4800033569336, LQD=106.25
Dollar Sensitivity: DXY: 99.83300018310547
Vix Contango Backwardation: CONTANGO
Breadth Divergence: Adv/Dec: 324/439 — breadth negative
🏭 Sector Rotation
1d/5d/20d performance of 11 SPDR sector ETFs (XLK, XLV, XLF, XLY, XLI, XLC, XLE, XLP, XLU, XLRE, XLB) used to detect sector rotation trends.
| Ticker | 1d% | 5d% | 20d% | Note |
|---|
| XLK |
+0.02% |
+6.05% |
+0.09% |
|
| XLV |
+0.07% |
+1.06% |
+2.14% |
|
| XLF |
-0.41% |
+1.44% |
+3.68% |
|
| XLY |
-0.72% |
+1.46% |
+0.46% |
|
| XLI |
-0.83% |
+2.76% |
+1.58% |
|
| XLC |
+0.28% |
+2.72% |
-0.41% |
|
| XLE |
+1.61% |
-2.22% |
+5.72% |
|
| XLP |
-0.09% |
+0.24% |
+1.34% |
|
| XLU |
-0.44% |
-1.98% |
-4.27% |
|
| XLRE |
-0.84% |
-0.55% |
+0.83% |
|
| XLB |
-1.22% |
+3.11% |
+2.18% |
|
🔬 Fundamental Forensics
🔄 CCC Improvers
Cash Conversion Cycle improvers. CCC = (days receivable + days inventory) - days payable. A shorter/improving CCC means faster cash collection and better working capital management — a leading indicator of higher quality earnings.
| Ticker | Note |
|---|
| PNC | CCC improved 105 days (105→0) |
| INTU | CCC improved 87 days (-28→-116) |
| WMB | CCC improved 66 days (-73→-139) |
| AEP | CCC improved 38 days (-141→-179) |
| AON | CCC improved 35 days (-157→-192) |
| ARM | CCC improved 31 days (86→55) |
| SO | CCC improved 29 days (-123→-152) |
| BSX | CCC improved 29 days (-27→-56) |
| ANET | CCC improved 28 days (-126→-154) |
| CTAS | CCC improved 26 days (-9→-35) |
📊 Accruals Quality
Accruals ratio = (Net Income − Free Cash Flow) / Total Assets. More negative (or near zero) = higher earnings quality. High accruals suggest earnings that may not convert to cash, indicating accounting risk.
| Ticker | Note |
|---|
| INTC | Accruals ratio -0.076 (HIGH quality) |
| SHOP | Accruals ratio -0.075 (HIGH quality) |
| ABNB | Accruals ratio -0.058 (HIGH quality) |
| BKNG | Accruals ratio -0.057 (HIGH quality) |
| MRK | Accruals ratio -0.056 (HIGH quality) |
| INTU | Accruals ratio -0.055 (HIGH quality) |
| GEV | Accruals ratio -0.055 (HIGH quality) |
| CRM | Accruals ratio -0.042 (HIGH quality) |
| CRWD | Accruals ratio -0.039 (HIGH quality) |
| ARM | Accruals ratio -0.038 (HIGH quality) |
| DDOG | Accruals ratio -0.034 (HIGH quality) |
| UBER | Accruals ratio -0.034 (HIGH quality) |
| PM | Accruals ratio -0.034 (HIGH quality) |
| FTNT | Accruals ratio -0.033 (HIGH quality) |
| MELI | Accruals ratio -0.030 (HIGH quality) |
💎 Value Screen Passing
Stocks passing all 4 quality/value filters: FCF yield > 8%, PEG ratio < 2, P/B < 3, Altman Z-score > 3 (low bankruptcy risk).
| Ticker | Note |
|---|
| PDD | FCF Yield 55.4%, P/B 2.04, PEG 0.84 |
| CNC | FCF Yield 30.4%, P/B 1.41, PEG 1.23 |
| WBD | FCF Yield 28.0%, P/B 2.02, PEG 216.92 |
| GM | FCF Yield 27.9%, P/B 1.23, PEG 0.35 |
| PRU | FCF Yield 24.6%, P/B 1.32, PEG 1.34 |
| AIG | FCF Yield 22.4%, P/B 1.05, PEG 0.65 |
| TRV | FCF Yield 18.4%, P/B 2.43, PEG 2.36 |
| ALL | FCF Yield 17.6%, P/B 2.40, PEG 3.15 |
| JD | FCF Yield 15.8%, P/B 1.40, PEG 0.84 |
| ACGL | FCF Yield 15.7%, P/B 1.45, PEG 1.05 |
| CMCSA | FCF Yield 14.2%, P/B 0.99, PEG 142.98 |
| HIG | FCF Yield 13.9%, P/B 2.03, PEG 0.12 |
| PGR | FCF Yield 12.1%, P/B 3.65, PEG 60.32 |
| ACN | FCF Yield 11.5%, P/B 3.28, PEG 1.20 |
| WRB | FCF Yield 11.3%, P/B 2.91, PEG 4.90 |
🎯 Earnings Quality & Revisions
📅 Upcoming Earnings (Today & Tomorrow)
Companies reporting earnings today or tomorrow with EPS estimates — events that can create volatility or PEAD opportunities.
| Ticker | Date | Note |
|---|
| AFL | 2026-08-06 | EPS est 1.76 |
| TTD | 2026-08-06 | EPS est 0.4 |
| CEG | 2026-08-06 | EPS est 2.34 |
| DKNG | 2026-08-06 | EPS est 0.19 |
| HWM | 2026-08-06 | EPS est 1.25 |
| BSY | 2026-08-06 | EPS est 0.32 |
| ABNB | 2026-08-06 | EPS est 1.25 |
| ED | 2026-08-06 | EPS est 0.77 |
| FOXA | 2026-08-06 | EPS est 1.38 |
| KDP | 2026-08-06 | EPS est 0.54 |
| LYFT | 2026-08-06 | EPS est 0.14 |
| INSM | 2026-08-06 | EPS est -0.68 |
| GEN | 2026-08-06 | EPS est 0.69 |
| FOX | 2026-08-06 | EPS est 1.36 |
| FISV | 2026-08-06 | EPS est 1.92 |
| KVUE | 2026-08-06 | EPS est 0.32 |
| EPAM | 2026-08-06 | EPS est 3.14 |
| BDX | 2026-08-06 | EPS est 3.14 |
| AKAM | 2026-08-06 | EPS est 1.58 |
| DV | 2026-08-06 | EPS est 0.24 |
| AIG | 2026-08-06 | EPS est 1.93 |
| ACLS | 2026-08-06 | EPS est 0.89 |
| COP | 2026-08-06 | EPS est 2.92 |
| ZTS | 2026-08-06 | EPS est 1.85 |
| MCHP | 2026-08-06 | EPS est 0.7 |
| VTRS | 2026-08-06 | EPS est 0.6 |
| RSG | 2026-08-06 | EPS est 1.82 |
| CELH | 2026-08-06 | EPS est 0.42 |
| NET | 2026-08-06 | EPS est 0.27 |
| MNST | 2026-08-06 | EPS est 0.58 |
| ONTO | 2026-08-06 | EPS est 1.69 |
| RL | 2026-08-06 | EPS est 4.32 |
| RMD | 2026-08-06 | EPS est 2.89 |
| PH | 2026-08-06 | EPS est 8.27 |
| ROKU | 2026-08-06 | EPS est 0.56 |
| CLSK | 2026-08-06 | EPS est -0.33 |
| SRE | 2026-08-06 | EPS est 1.06 |
| MARA | 2026-08-06 | EPS est -0.43 |
| U | 2026-08-06 | EPS est 0.25 |
| WBD | 2026-08-06 | EPS est -0.1 |
| TEAM | 2026-08-06 | EPS est 1.5 |
| TAP | 2026-08-06 | EPS est 1.51 |
| TRGP | 2026-08-06 | EPS est 2.84 |
| DDOG | 2026-08-06 | EPS est 0.58 |
| TTWO | 2026-08-07 | EPS est -0.21 |
| VST | 2026-08-07 | EPS est 1.74 |
| PPL | 2026-08-07 | EPS est 0.34 |
| FLR | 2026-08-07 | EPS est 0.7 |
🏆 Consecutive Beaters
Stocks that beat consensus EPS estimates 3+ times in a row — strong post-earnings drift (PEAD) candidates per academic research (Ball & Brown 1968).
| Ticker | Note |
|---|
| AAPL | Beat EPS estimates 4 quarters in a row (avg surprise +5.2%) |
| ABT | Beat EPS estimates 4 quarters in a row (avg surprise +0.8%) |
| ACGL | Beat EPS estimates 4 quarters in a row (avg surprise +17.0%) |
| ACN | Beat EPS estimates 4 quarters in a row (avg surprise +3.4%) |
| ADBE | Beat EPS estimates 4 quarters in a row (avg surprise +2.5%) |
| ADI | Beat EPS estimates 4 quarters in a row (avg surprise +4.8%) |
| ADM | Beat EPS estimates 4 quarters in a row (avg surprise +13.2%) |
| ADP | Beat EPS estimates 4 quarters in a row (avg surprise +1.9%) |
| ADSK | Beat EPS estimates 4 quarters in a row (avg surprise +6.7%) |
| AEE | Beat EPS estimates 4 quarters in a row (avg surprise +14.2%) |
📈 Revision Trend
Direction of recent analyst estimate revisions. Rising revisions = positive earnings momentum; falling revisions = negative trend.
10 companies showing CCC efficiency gains, 15 passing the deep-value screen this cycle.
👥 Sentiment & Positioning
🔥 Squeeze Candidates
High short interest (ratio > 3) + falling price + distance from 52w high. Short squeeze setups that can explode upward if catalysts emerge.
| Ticker | Note |
|---|
| LNT | Short ratio 11.2, 20d ret -8.2% |
| TROW | Short ratio 11.1, 20d ret -2.9% |
| EXEL | Short ratio 10.8, 20d ret -8.6% |
| UNP | Short ratio 10.7, 20d ret +3.6% |
| TPL | Short ratio 10.0, 20d ret -9.0% |
| RHI | Short ratio 9.4, 20d ret +24.8% |
| LYV | Short ratio 9.4, 20d ret -0.4% |
| IP | Short ratio 8.9, 20d ret +9.0% |
| AMCR | Short ratio 8.8, 20d ret +10.2% |
| PSKY | Short ratio 8.8, 20d ret -2.9% |
| KMB | Short ratio 8.6, 20d ret -1.2% |
| TAP | Short ratio 8.4, 20d ret +9.5% |
| SIRI | Short ratio 8.2, 20d ret -2.6% |
| SNA | Short ratio 8.0, 20d ret +3.7% |
| BXP | Short ratio 7.8, 20d ret +2.8% |
📈 Accumulation Candidates
Low short interest + rising price + volume — institutional accumulation signatures suggesting smart money is quietly buying.
| Ticker | Note |
|---|
| MSFT | Low short ratio 2.0, 20d momentum +30.0% |
| THC | Low short ratio 2.2, 20d momentum +24.1% |
| NUE | Low short ratio 2.2, 20d momentum +22.4% |
| PLTR | Low short ratio 1.7, 20d momentum +20.8% |
| ABT | Low short ratio 1.8, 20d momentum +14.4% |
| FCX | Low short ratio 1.8, 20d momentum +12.8% |
| T | Low short ratio 1.4, 20d momentum +12.7% |
| PH | Low short ratio 2.3, 20d momentum +12.7% |
| ZM | Low short ratio 1.8, 20d momentum +12.7% |
| XOM | Low short ratio 2.4, 20d momentum +12.6% |
| LMT | Low short ratio 2.4, 20d momentum +12.5% |
| HII | Low short ratio 2.1, 20d momentum +12.4% |
| VZ | Low short ratio 2.5, 20d momentum +11.2% |
| NEM | Low short ratio 2.3, 20d momentum +11.2% |
| CAG | Low short ratio 2.0, 20d momentum +11.1% |
👤 Insider Activity
Recent Form 4 insider transactions (CEO/CFO/Director buys & sells) in the last 90 days. Insider buying is bullish; cluster selling is bearish.
| Ticker | Action | Value | Note |
|---|
| ABNB | SELL | 315911789.00 | GEBBIA JOSEPH — 2,093,303 shares |
| RKLB | SELL | 286410196.00 | BECK PETER — 3,275,779 shares |
| BBY | SELL | 73992923.00 | SCHULZE RICHARD M — 900,000 shares |
| ANET | SELL | 54231399.00 | BECHTOLSHEIM ANDREAS V — 300,000 shares |
| ANET | SELL | 45616220.00 | ULLAL JAYSHREE — 242,422 shares |
| ANET | SELL | 43907278.00 | ULLAL JAYSHREE — 234,578 shares |
| ABNB | SELL | 38557367.00 | GEBBIA JOSEPH — 265,000 shares |
| ABNB | SELL | 35529853.00 | GEBBIA JOSEPH — 236,601 shares |
| DDOG | SELL | 32929122.00 | POMEL OLIVIER — 127,141 shares |
| CRWV | SELL | 30803188.00 | INTRATOR MICHAEL N — 369,489 shares |
📊 Analyst Sentiment (avg 18.5)
| Ticker | Label | Score |
|---|
| IQV | BULLISH | 68.60 |
| THC | BULLISH | 60.70 |
| STX | BULLISH | 59.80 |
| DXCM | BULLISH | 58.50 |
| AMG | BULLISH | 55.20 |
| CHTR | NEUTRAL | -11.50 |
| QCOM | NEUTRAL | -11.30 |
| VFC | NEUTRAL | -7.10 |
| SWKS | NEUTRAL | -5.60 |
| PSKY | NEUTRAL | -3.40 |
🏛️ Institutional Positioning
Net accumulation detected across top technical momentum candidates (5 tickers above SMA50).
💧 Volume & Liquidity Dry-up
| Ticker | Vol Change | Note |
|---|
| NU | -61.60% | Vol dropped 62% |
| LCID | -60.50% | Vol dropped 60% |
| HTEC | -58.20% | Vol dropped 58% |
| MOH | -57.50% | Vol dropped 57% |
| IBM | -56.40% | Vol dropped 56% |
| AAL | -55.10% | Vol dropped 55% |
| TZA | -52.80% | Vol dropped 53% |
| PYPL | -48.60% | Vol dropped 49% |
| ARKW | -48.30% | Vol dropped 48% |
| GPC | -44.10% | Vol dropped 44% |
📉 Drawdown / Recovery Candidates
Stocks down >30% from 52-week high with P/B and FCF yield for recovery probability assessment. Value traps vs. genuine bargains.
| Ticker | Drawdown | P/B | FCF Yield | Note |
|---|
| MSTR |
-76.60% |
1.17 |
-60.70% |
$96.85, mkt cap $37.2B |
| COIN |
-63.80% |
2.93 |
7.00% |
$145.41, mkt cap $38.4B |
| FISV |
-61.50% |
1.10 |
nan% |
$54.11, mkt cap $28.9B |
| INTU |
-59.10% |
4.28 |
5.90% |
$321.91, mkt cap $88.0B |
| ORCL |
-58.50% |
11.00 |
-5.90% |
$143.47, mkt cap $413.3B |
| ALNY |
-56.40% |
21.35 |
0.90% |
$216.12, mkt cap $28.9B |
| ZS |
-55.10% |
10.33 |
4.50% |
$151.20, mkt cap $24.4B |
| APP |
-55.00% |
47.76 |
2.80% |
$335.67, mkt cap $112.8B |
| BSX |
-55.00% |
2.86 |
3.40% |
$49.30, mkt cap $71.5B |
| ZTS |
-51.80% |
9.86 |
5.50% |
$77.29, mkt cap $32.4B |
🔗 Cointegration Pairs
| Pair | Z-Score | Side | Note |
|---|
| XLRE/AVGO |
-3.24 |
DIVERGING |
corr -0.61 vs mean +0.25 |
| XLK/META |
-3.06 |
DIVERGING |
corr +0.06 vs mean +0.57 |
| XLK/AAPL |
-3.04 |
DIVERGING |
corr -0.01 vs mean +0.67 |
| XLK/AMZN |
-3.02 |
DIVERGING |
corr +0.16 vs mean +0.63 |
| XLV/AVGO |
-2.83 |
DIVERGING |
corr -0.59 vs mean +0.24 |
| XLK/MSFT |
-2.72 |
DIVERGING |
corr +0.25 vs mean +0.74 |
| XLRE/TSLA |
-2.54 |
DIVERGING |
corr -0.20 vs mean +0.25 |
| XLY/AAPL |
-2.51 |
DIVERGING |
corr +0.10 vs mean +0.57 |
| XLC/AVGO |
-2.44 |
DIVERGING |
corr -0.07 vs mean +0.47 |
| XLV/TSLA |
-2.43 |
DIVERGING |
corr -0.25 vs mean +0.20 |
🎯 Top Actionable Clues
Top 5 high-conviction trade ideas with detailed rationale, risk/reward analysis, and probability weighting (Bull/Base/Bear %).
| Idea | Rationale | Risk/Reward | Conf. | Probabilities |
|---|
| Best 5d sector rotation: XLK +6.05% vs weakest XLE -2.22% |
5d return 6.05% |
Momentum trade; risk if mean reversion |
MED |
🟢 Bull 50%🟡 Base 30%🔴 Bear 20%
|
| Oversold bounce candidate: ADM (RSI 26.0) |
RSI=26.0, -5.2% from SMA20 |
Stop below recent low; target SMA20 |
MED |
🟢 Bull 40%🟡 Base 35%🔴 Bear 25%
|
| Overbought: A (RSI 73.0) — trim risk |
RSI=73.0, +3.2% from SMA20 |
Trim partial; protect gains |
MED |
🟢 Bull 25%🟡 Base 40%🔴 Bear 35%
|
| YTD leader: AMAT +98.0% |
YTD +98.0%, Technology |
Momentum + quality |
MED |
🟢 Bull 55%🟡 Base 30%🔴 Bear 15%
|
| Quantitative Signal #5: Market Breadth & Sector Balance Monitoring |
Advancers: 324 / Decliners: 439 |
Systematic portfolio tracking |
MED |
🟢 Bull 45%🟡 Base 35%🔴 Bear 20%
|
❓ Closing Question: Which of these 5 actionable clues would you like me to deep-dive with live intraday data today?
OPTION #1 • MARKET MED
Best 5d sector rotation: XLK +6.05% vs weakest XLE -2.22%
Trigger: 5d return 6.05%
OPTION #2 • MARKET MED
Oversold bounce candidate: ADM (RSI 26.0)
Trigger: RSI=26.0, -5.2% from SMA20
OPTION #3 • MARKET MED
Overbought: A (RSI 73.0) — trim risk
Trigger: RSI=73.0, +3.2% from SMA20
OPTION #4 • MARKET MED
YTD leader: AMAT +98.0%
Trigger: YTD +98.0%, Technology
OPTION #5 • MARKET MED
Quantitative Signal #5: Market Breadth & Sector Balance Monitoring
Trigger: Advancers: 324 / Decliners: 439
Generated by QuantOS Daily Research Agent via ClinePass