Daily brief — September 1, 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: 46% of the index above its 50-day average (a month ago: 68%); 65% above the 200-day.
20d leadership: divyield (held 1d, prev quality)
September seasonality (30y): market -0.5% mean / 57% hit; momentum +1.7% mean / 67% hit; value +0.3% mean / 53% hit; size -0.0% mean / 50% hit; quality +0.3% mean / 53% hit.
Baskets, 20d vs S&P: US Energy Complex leads (+12.0%), Reshoring & Industrial Capex lags (-7.6%).
Sectors, 5d vs S&P: Energy leads (+4.7% (+1.1σ, 89th pctile)), Industrials lags (-2.4% (-1.4σ, 6th pctile)).
Analyst tape: 60↑ / 45↓ FY1 EPS (net +3%) in the September 1 read.
FW 3000: Size -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.