Daily brief — August 10, 2026
A quiet tape — no unusual factor moves. As published at the market close. The live view is always on the dashboard.
No factor moving more than 2σ from its trailing-year norm today.
Breadth: 66% of the index above its 50-day average (a month ago: 66%); 73% above the 200-day.
20d leadership: size (held 5d, 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 (+13.5%), Memory & Storage lags (-16.8%).
Sectors, 5d vs S&P: Basic Materials leads (+3.3% (+1.6σ, 93rd pctile)), Utilities lags (-4.5% (-1.7σ, 5th pctile)).
Analyst tape: 154↑ / 72↓ FY1 EPS (net +17%) in the August 10 read.
FW 3000: Quality +0.9% (+2.1σ) 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.