Daily brief — August 14, 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: 70% of the index above its 50-day average (a month ago: 65%); 74% above the 200-day.
20d leadership: highbeta (held 1d, prev size)
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: Memory & Storage leads (+13.7%), Managed Care & Health Insurers lags (-5.5%).
Sectors, 5d vs S&P: Energy leads (+6.6% (+1.6σ, 96th pctile)), Consumer Cyclical lags (-2.2% (-1.1σ, 12th pctile)).
Analyst tape: 0↑ / 1↓ FY1 EPS (net -0%) in the August 14 read.
FW 3000: Momentum +2.8% (+0.8σ) 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.