Daily briefs

The close-of-day digest, archived every market day. Get it in your inbox below — free, one email per market day.

July 2, 2026Momentum 5d vs S&P: -6.4% (-4.5σ, 0th pctile)
July 1, 2026Momentum 1d vs S&P: -3.2% (-3.7σ, 0th pctile)
June 30, 2026Quality 5d vs S&P: +2.2% (+3.1σ, 100th pctile)
June 29, 2026Size 5d vs S&P: +5.9% (+3.3σ, 100th pctile)
June 26, 2026Momentum 1d vs S&P: -3.3% (-4.2σ, 0th pctile)
June 24, 2026Size 1d vs S&P: +1.9% (+2.3σ, 97th pctile)
June 23, 2026High beta 1d vs S&P: -3.6% (-3.8σ, 0th pctile)
June 22, 2026Momentum 5d vs S&P: +4.6% (+2.9σ, 100th pctile)
June 18, 2026Quality 20d vs S&P: +4.9% (+3.6σ, 100th pctile)
June 17, 2026Momentum 5d vs S&P: +4.4% (+2.9σ, 99th pctile)
June 16, 2026Quality 5d vs S&P: +1.5% (+2.2σ, 97th pctile)
June 15, 2026Value 1d vs S&P: -2.3% (-3.1σ, 0th pctile)
June 12, 2026Quality 20d vs S&P: +4.3% (+3.5σ, 100th pctile)
June 11, 2026Momentum 1d vs S&P: +2.5% (+3.4σ, 100th pctile)
June 10, 2026Value 5d vs S&P: +6.3% (+3.8σ, 100th pctile)