Daily brief — June 29, 2026

Unusual moves

• Size 5d vs S&P: +5.9% (+3.3σ, 100th pctile)
• Quality 1d vs S&P: +1.0% (+3.0σ, 99th pctile)
• Value 20d vs S&P: +6.7% (+2.0σ, 100th pctile)

20d leadership: momentum (held 1d, prev value)

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: Housing Chain leads (+14.6%), AI Software & Platforms lags (-11.6%).

Sectors, 5d vs S&P: Healthcare leads (+7.8% (+3.2σ, 99th pctile)), Technology lags (-3.1% (-1.8σ, 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.