Factor Watch — Daily briefs https://factorwatch.ai/briefs.html Unusual factor moves, leadership, and rotation at every US market close — computed from index constituents, not ETF proxies. Not investment advice. en-us July 6, 2026 — Since yesterday: highbeta quartile jump (top to bottom) https://factorwatch.ai/briefs/2026-07-06.html https://factorwatch.ai/briefs/2026-07-06.html Mon, 06 Jul 2026 21:30:00 GMT Since yesterday: highbeta quartile jump (top to bottom). July 2, 2026 — Momentum's worst five-day run against the index in a year https://factorwatch.ai/briefs/2026-07-02.html https://factorwatch.ai/briefs/2026-07-02.html Thu, 02 Jul 2026 21:30:00 GMT Momentum's worst five-day run against the index in a year. Momentum 5d vs S&P: -6.4% (-4.5σ, 0th pctile). July 1, 2026 — Momentum's worst one-day run against the index in a year https://factorwatch.ai/briefs/2026-07-01.html https://factorwatch.ai/briefs/2026-07-01.html Wed, 01 Jul 2026 21:30:00 GMT Momentum's worst one-day run against the index in a year. Momentum 1d vs S&P: -3.2% (-3.7σ, 0th pctile). June 30, 2026 — Quality's best five-day run against the index in a year https://factorwatch.ai/briefs/2026-06-30.html https://factorwatch.ai/briefs/2026-06-30.html Tue, 30 Jun 2026 21:30:00 GMT Quality's best five-day run against the index in a year. Quality 5d vs S&P: +2.2% (+3.1σ, 100th pctile). June 29, 2026 — Size's best five-day run against the index in a year https://factorwatch.ai/briefs/2026-06-29.html https://factorwatch.ai/briefs/2026-06-29.html Mon, 29 Jun 2026 21:30:00 GMT Size's best five-day run against the index in a year. Size 5d vs S&P: +5.9% (+3.3σ, 100th pctile). June 26, 2026 — Momentum's worst one-day run against the index in a year https://factorwatch.ai/briefs/2026-06-26.html https://factorwatch.ai/briefs/2026-06-26.html Fri, 26 Jun 2026 21:30:00 GMT Momentum's worst one-day run against the index in a year. Momentum 1d vs S&P: -3.3% (-4.2σ, 0th pctile). June 24, 2026 — Size stood out: +1.9% vs the index over 1 session https://factorwatch.ai/briefs/2026-06-24.html https://factorwatch.ai/briefs/2026-06-24.html Wed, 24 Jun 2026 21:30:00 GMT Size stood out: +1.9% vs the index over 1 session. Size 1d vs S&P: +1.9% (+2.3σ, 97th pctile). June 23, 2026 — High beta's worst one-day run against the index in a year https://factorwatch.ai/briefs/2026-06-23.html https://factorwatch.ai/briefs/2026-06-23.html Tue, 23 Jun 2026 21:30:00 GMT High 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, 2026 — Momentum's best five-day run against the index in a year https://factorwatch.ai/briefs/2026-06-22.html https://factorwatch.ai/briefs/2026-06-22.html Mon, 22 Jun 2026 21:30:00 GMT Momentum's best five-day run against the index in a year. Momentum 5d vs S&P: +4.6% (+2.9σ, 100th pctile). June 18, 2026 — Quality's best 20-day run against the index in a year https://factorwatch.ai/briefs/2026-06-18.html https://factorwatch.ai/briefs/2026-06-18.html Thu, 18 Jun 2026 21:30:00 GMT Quality's best 20-day run against the index in a year. Quality 20d vs S&P: +4.9% (+3.6σ, 100th pctile). June 17, 2026 — Momentum's best five-day run against the index in a year https://factorwatch.ai/briefs/2026-06-17.html https://factorwatch.ai/briefs/2026-06-17.html Wed, 17 Jun 2026 21:30:00 GMT Momentum's best five-day run against the index in a year. Momentum 5d vs S&P: +4.4% (+2.9σ, 99th pctile). June 16, 2026 — Quality stood out: +1.5% vs the index over 5 sessions https://factorwatch.ai/briefs/2026-06-16.html https://factorwatch.ai/briefs/2026-06-16.html Tue, 16 Jun 2026 21:30:00 GMT Quality stood out: +1.5% vs the index over 5 sessions. Quality 5d vs S&P: +1.5% (+2.2σ, 97th pctile). June 15, 2026 — Value's worst one-day run against the index in a year https://factorwatch.ai/briefs/2026-06-15.html https://factorwatch.ai/briefs/2026-06-15.html Mon, 15 Jun 2026 21:30:00 GMT Value's worst one-day run against the index in a year. Value 1d vs S&P: -2.3% (-3.1σ, 0th pctile). June 12, 2026 — Quality's best 20-day run against the index in a year https://factorwatch.ai/briefs/2026-06-12.html https://factorwatch.ai/briefs/2026-06-12.html Fri, 12 Jun 2026 21:30:00 GMT Quality's best 20-day run against the index in a year. Quality 20d vs S&P: +4.3% (+3.5σ, 100th pctile). June 11, 2026 — Momentum's best one-day run against the index in a year https://factorwatch.ai/briefs/2026-06-11.html https://factorwatch.ai/briefs/2026-06-11.html Thu, 11 Jun 2026 21:30:00 GMT Momentum's best one-day run against the index in a year. Momentum 1d vs S&P: +2.5% (+3.4σ, 100th pctile). June 10, 2026 — Value's best five-day run against the index in a year https://factorwatch.ai/briefs/2026-06-10.html https://factorwatch.ai/briefs/2026-06-10.html Wed, 10 Jun 2026 21:30:00 GMT Value's best five-day run against the index in a year. Value 5d vs S&P: +6.3% (+3.8σ, 100th pctile).