Daily brief — June 16, 2026

As published at the market close. The live view is always on the dashboard.

Unusual moves

Quality 5d vs S&P: +1.5% (+2.2σ, 97th pctile)
Momentum 1d vs S&P: -1.4% (-2.0σ, 3th pctile)

20d leadership: highbeta (held 2d, 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: AI Infrastructure Leaders leads (+16.3%), US Energy Complex lags (-9.8%).

Sectors, 5d vs S&P: Financial Services leads (+1.9% (+1.4σ, 93th pctile)), Energy lags (-5.4% (-1.6σ, 8th 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.