Daily brief — August 7, 2026
Momentum stood out: -6.2% vs the index over 20 sessions. As published at the market close. The live view is always on the dashboard.
Unusual moves
- Momentum 20d vs S&P: -6.2% (-2.1σ, 4th pctile)
Breadth: 67% of the index above its 50-day average (a month ago: 69%); 74% above the 200-day.
20d leadership: size (held 4d, prev divyield)
August seasonality (30y): market -0.2% mean / 60% hit; momentum +0.6% mean / 53% hit; value +0.1% mean / 47% hit; size -0.1% mean / 43% hit; quality +0.0% mean / 47% hit.
Baskets, 20d vs S&P: AI Displacement Risk leads (+16.9%), Memory & Storage lags (-21.6%).
Sectors, 5d vs S&P: Technology leads (+3.5% (+1.7σ, 96th pctile)), Utilities lags (-4.8% (-1.8σ, 4th pctile)).
Analyst tape: 179↑ / 96↓ FY1 EPS (net +17%) in the August 7 read.
FW 3000: Value -2.4% (-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.