Daily brief — June 12, 2026
As published at the market close. The live view is always on the dashboard.
Unusual moves
- Quality 20d vs S&P: +4.3% (+3.5σ, 100th pctile)
- Momentum 5d vs S&P: +4.5% (+3.0σ, 100th pctile)
- Size 20d vs S&P: +7.1% (+2.8σ, 100th pctile)
- Value 20d vs S&P: +6.8% (+2.2σ, 100th pctile)
20d leadership: size (held 2d, prev value)
- 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: AI Displacement Risk leads (+13.8%), Magnificent Seven lags (-7.2%).
Sectors, 5d vs S&P: Financial Services leads (+1.6% (+1.2σ, 90th pctile)), Communication Services lags (-2.4% (-1.2σ, 10th pctile)).
Computed from S&P 500 constituents, point-in-time quintile portfolios. Provided as-is, with no guarantee of accuracy, timeliness, or freedom from errors. Not investment advice.