Daily brief — July 15, 2026
Momentum 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
- Momentum 1d vs S&P: -1.9% (-2.2σ, 4th pctile)
- Quality 1d vs S&P: -0.7% (-2.1σ, 2nd pctile)
Breadth: 63% of the index above its 50-day average (a month ago: 64%); 67% above the 200-day.
20d leadership: value (held 1d, prev size)
- 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 (+8.7%), AI Infrastructure Leaders lags (-10.4%).
Sectors, 5d vs S&P: Communication Services leads (+3.2% (+1.4σ, 92nd pctile)), Healthcare lags (-3.7% (-1.5σ, 3rd pctile)).
Analyst tape: 156↑ / 86↓ FY1 EPS (net +15%) in the July 15 read.
FW 3000: Momentum -2.5% (-1.2σ) 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.