Daily brief — June 18, 2026
As published at the market close. The live view is always on the dashboard.
Unusual moves
- Quality 20d vs S&P: +4.9% (+3.6σ, 100th pctile)
- High beta 5d vs S&P: +5.4% (+2.2σ, 98th pctile)
- Value 1d vs S&P: -1.6% (-2.1σ, 1th pctile)
- Momentum 5d vs S&P: +3.4% (+2.1σ, 96th pctile)
- Dividend yield 5d vs S&P: -3.9% (-2.0σ, 1th pctile)
20d leadership: highbeta (held 4d, 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 (+20.5%), US Energy Complex lags (-10.9%).
Sectors, 5d vs S&P: Utilities leads (+3.3% (+1.4σ, 94th pctile)), Energy lags (-7.2% (-2.0σ, 4th 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.