Daily brief — July 13, 2026
High beta stood out: -2.2% vs the index over 1 session. As published at the market close. The live view is always on the dashboard.
Unusual moves
- High beta 1d vs S&P: -2.2% (-2.1σ, 3rd pctile)
- Value 1d vs S&P: +1.7% (+2.1σ, 98th pctile)
Breadth: 66% of the index above its 50-day average (a month ago: 57%); 68% above the 200-day.
20d leadership: value (held 1d, prev highbeta)
- Rotation flag: highbeta went top→bottom quartile in 20 trading days
July seasonality (30y): market +1.2% mean / 60% hit; momentum +0.5% mean / 50% hit; value +0.6% mean / 43% hit; size -0.8% mean / 37% hit; quality +1.1% mean / 70% hit.
Baskets, 20d vs S&P: Payments & Fintech leads (+7.6%), AI Infrastructure Leaders lags (-3.6%).
Sectors, 5d vs S&P: Energy leads (+6.9% (+1.8σ, 98th pctile)), Industrials lags (-2.1% (-1.4σ, 8th pctile)).
Analyst tape: 142↑ / 82↓ FY1 EPS (net +12%) in the July 13 read.
FW 3000: High beta -4.0% (-1.6σ) on the week vs the broad benchmark — the 3,000-name universe, beyond large caps.
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.