Daily brief — June 10, 2026
Value's best five-day run against the index in a year. As published at the market close. The live view is always on the dashboard.
Unusual moves
- Value 5d vs S&P: +6.3% (+3.8σ, 100th pctile)
- Low volatility 5d vs S&P: +6.6% (+3.7σ, 100th pctile)
- Dividend yield 5d vs S&P: +6.2% (+3.4σ, 100th pctile)
- High beta 5d vs S&P: -5.9% (-3.2σ, 0th pctile)
- Quality 20d vs S&P: +3.2% (+3.0σ, 99th pctile)
- Size 5d vs S&P: +4.7% (+2.9σ, 100th pctile)
- Momentum 5d vs S&P: -3.1% (-2.4σ, 0th pctile)
20d leadership: value (held 1d, prev size)
- Rotation flag: highbeta went top→bottom quartile in 20 trading days
June seasonality (30y): market +0.7% mean / 63% hit; momentum +2.0% mean / 70% hit; value -1.4% mean / 30% hit; size +1.3% mean / 77% hit; quality +0.3% mean / 67% hit.
Baskets, 20d vs S&P: Cybersecurity leads (+14.8%), Power & Grid Buildout lags (-7.5%).
Sectors, 5d vs S&P: Financial Services leads (+6.6% (+4.7σ, 100th pctile)), Technology lags (-6.0% (-3.6σ, 0th pctile)).
Computed from S&P 500 constituents, point-in-time quintile portfolios. Not investment advice.