Daily brief — June 17, 2026

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

Unusual moves

Momentum 5d vs S&P: +4.4% (+2.9σ, 99th pctile)
High beta 5d vs S&P: +6.2% (+2.6σ, 99th pctile)
Quality 5d vs S&P: +1.6% (+2.4σ, 98th pctile)

20d leadership: highbeta (held 3d, 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 (+19.7%), US Energy Complex lags (-11.4%).

Sectors, 5d vs S&P: Industrials leads (+3.2% (+2.1σ, 96th pctile)), Energy lags (-8.0% (-2.3σ, 2th 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.