Daily briefs

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August 18, 2026High beta stood out: -2.9% vs the index over 1 session High beta 1d vs S&P: -2.9% (-2.4σ, 3rd pctile)
August 17, 2026A quiet tape — no unusual factor moves
August 14, 2026A quiet tape — no unusual factor moves
August 13, 2026A quiet tape — no unusual factor moves
August 12, 2026A quiet tape — no unusual factor moves
August 11, 2026A quiet tape — no unusual factor moves
August 10, 2026A quiet tape — no unusual factor moves
August 7, 2026Momentum stood out: -6.2% vs the index over 20 sessions Momentum 20d vs S&P: -6.2% (-2.1σ, 4th pctile)
August 6, 2026Momentum stood out: -6.8% vs the index over 20 sessions Momentum 20d vs S&P: -6.8% (-2.3σ, 2nd pctile)
August 5, 2026Dividend yield's worst five-day run against the index in a year Dividend yield 5d vs S&P: -6.6% (-3.2σ, 0th pctile)
August 4, 2026Quality's best one-day run against the index in a year Quality 1d vs S&P: +1.1% (+3.1σ, 100th pctile)
July 31, 2026Since yesterday: highbeta back inside 2σ (5d)
July 30, 2026Dividend yield's worst one-day run against the index in a year Dividend yield 1d vs S&P: -3.3% (-3.4σ, 0th pctile)
July 29, 2026High beta's worst five-day run against the index in a year High beta 5d vs S&P: -8.9% (-3.9σ, 0th pctile)
July 28, 2026High beta's worst five-day run against the index in a year High beta 5d vs S&P: -7.1% (-3.1σ, 0th pctile)
July 27, 2026High beta's worst 20-day run against the index in a year High beta 20d vs S&P: -8.0% (-2.3σ, 1st pctile)
July 24, 2026Momentum's worst 20-day run against the index in a year Momentum 20d vs S&P: -8.3% (-3.1σ, 0th pctile)
July 23, 2026Momentum stood out: +3.9% vs the index over 5 sessions Momentum 5d vs S&P: +3.9% (+2.1σ, 97th pctile)
July 22, 2026Rotation flag: highbeta went top→bottom quartile in 20 trading days
July 21, 2026Momentum's best one-day run against the index in a year Momentum 1d vs S&P: +2.6% (+2.7σ, 100th pctile)
July 20, 2026Momentum's worst 20-day run against the index in a year Momentum 20d vs S&P: -7.8% (-3.0σ, 0th pctile)
July 17, 2026Momentum stood out: -4.0% vs the index over 5 sessions Momentum 5d vs S&P: -4.0% (-2.6σ, 2nd pctile)
July 16, 2026Momentum's worst five-day run against the index in a year Momentum 5d vs S&P: -5.1% (-3.3σ, 1st pctile)
July 15, 2026Momentum stood out: -1.9% vs the index over 1 session Momentum 1d vs S&P: -1.9% (-2.2σ, 4th pctile)
July 14, 2026Rotation flag: highbeta went top→bottom quartile in 20 trading days
July 13, 2026High beta stood out: -2.2% vs the index over 1 session High beta 1d vs S&P: -2.2% (-2.1σ, 3rd pctile)
July 10, 2026Rotation flag: highbeta went top→bottom quartile in 20 trading days
July 9, 2026Since yesterday: highbeta back inside 2σ (5d)
July 8, 2026Momentum's worst five-day run against the index in a year Momentum 5d vs S&P: -5.8% (-3.9σ, 0th pctile)
July 7, 2026Momentum's worst five-day run against the index in a year Momentum 5d vs S&P: -5.6% (-3.9σ, 0th pctile)
July 6, 2026Since yesterday: highbeta quartile jump (top to bottom)
July 2, 2026Momentum's worst five-day run against the index in a year Momentum 5d vs S&P: -6.4% (-4.5σ, 0th pctile)
July 1, 2026Momentum's worst one-day run against the index in a year Momentum 1d vs S&P: -3.2% (-3.7σ, 0th pctile)
June 30, 2026Quality's best five-day run against the index in a year Quality 5d vs S&P: +2.2% (+3.1σ, 100th pctile)
June 29, 2026Size's best five-day run against the index in a year Size 5d vs S&P: +5.9% (+3.3σ, 100th pctile)
June 26, 2026Momentum's worst one-day run against the index in a year Momentum 1d vs S&P: -3.3% (-4.2σ, 0th pctile)
June 24, 2026Size stood out: +1.9% vs the index over 1 session Size 1d vs S&P: +1.9% (+2.3σ, 97th pctile)
June 23, 2026High beta's worst one-day run against the index in a year High beta 1d vs S&P: -3.6% (-3.8σ, 0th pctile)
June 22, 2026Momentum's best five-day run against the index in a year Momentum 5d vs S&P: +4.6% (+2.9σ, 100th pctile)
June 18, 2026Quality's best 20-day run against the index in a year Quality 20d vs S&P: +4.9% (+3.6σ, 100th pctile)
June 17, 2026Momentum's best five-day run against the index in a year Momentum 5d vs S&P: +4.4% (+2.9σ, 99th pctile)
June 16, 2026Quality stood out: +1.5% vs the index over 5 sessions Quality 5d vs S&P: +1.5% (+2.2σ, 97th pctile)
June 15, 2026Value's worst one-day run against the index in a year Value 1d vs S&P: -2.3% (-3.1σ, 0th pctile)
June 12, 2026Quality's best 20-day run against the index in a year Quality 20d vs S&P: +4.3% (+3.5σ, 100th pctile)
June 11, 2026Momentum's best one-day run against the index in a year Momentum 1d vs S&P: +2.5% (+3.4σ, 100th pctile)
June 10, 2026Value's best five-day run against the index in a year Value 5d vs S&P: +6.3% (+3.8σ, 100th pctile)