Daily brief — June 24, 2026
Size stood out: +1.9% vs the index over 1 session. As published at the market close. The live view is always on the dashboard.
Unusual moves
- Size 1d vs S&P: +1.9% (+2.3σ, 97th pctile)
20d leadership: value (held 1d, prev momentum)
- 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: Travel & Experiences leads (+14.5%), AI Displacement Risk lags (-8.1%).
Sectors, 5d vs S&P: Utilities leads (+4.9% (+2.0σ, 98th pctile)), Communication Services lags (-4.5% (-2.2σ, 2nd 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.