Daily brief — June 30, 2026

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

Unusual moves

Quality 5d vs S&P: +2.2% (+3.1σ, 100th pctile)
Dividend yield 1d vs S&P: -2.2% (-2.3σ, 1th pctile)
Value 1d vs S&P: -1.7% (-2.2σ, 1th pctile)
Momentum 20d vs S&P: +7.9% (+2.1σ, 97th pctile)

20d leadership: momentum (held 2d, 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 (+15.1%), AI Displacement Risk lags (-18.7%).

Sectors, 5d vs S&P: Healthcare leads (+2.7% (+1.1σ, 87th pctile)), Real Estate lags (-3.4% (-1.5σ, 5th 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.