Aiphetlea
340 posts
We are going to have bank earnings this evening. BUT if you want to be a degenerate and play here is the target and upside picture based on current price heading into tomorrow:
WFC: +13.6% ← most upside but weakest conviction
C: +12.7% ← most upside WITH strong conviction
BAC: +9.9%
JPM: +6.6%
GS: +0.4% ← no room, needs the guide
There is some room here not much. Guidance will be crucial. Historically Q2 is positive.
$JPM $SPY $GS
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We pray the majority of our readers are smarter than this.
$SPY $QQQ
PermaTechBull@TechPerma
@alphaticaio You were Talking about a 789 target a few days ago 😂
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$SPY UNUSUAL DARK POOL ALERT:
| 14:46:48 SPY BUY $95,515,616 NASDAQ Car │
| 14:46:39 SPY BUY $95,515,616 NASDAQ Car |
$95.5M $SPY buy. NASDAQ Carteret. (2:46:48)
$95.5M $SPY buy. NASDAQ Carteret. (2:46:39)
$191M. Same dollar amount. Same venue. Nine seconds apart. One institution splitting a $191M order into two equal prints.
Three sell alerts earlier today: $TGT -$211M. $QQQ -$178M. $META -$105M. Now $191M in $SPY buys. Selling single names. Buying the broad index ahead of CPI.
Watching the tape.
$SPY $QQQ
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Oil has surged 9% on the Strait of Hormuz blockade. FinTwit is panicking. Read the research before you position.
We built the $100 Oil Stress Timer after the last Hormuz spike. The framework hasn't changed.
The price isn't the signal. The duration is. Every supply-driven oil spike in our dataset mean-reverted before the 30-day threshold. The last one: $107 to $91 in one week. The timer never triggered.
If oil is above $100 in 30 days, the framework shifts. Until then, this is the same pattern the data has shown every time.
Full research below. 👇
$SPY $QQQ $USO
Alphatica@alphaticaio
WTI crossed $100 on March 27. The clock is ticking. $100 oil isn't the signal. $100 oil for 30+ days is. We analyzed every trading day WTI spent above $100 since 2003. 547 days. Then measured SPY forward returns at each duration threshold. The results are statistically significant at P < 0.0001 across 7 of 8 tests. What we found: SPY forward returns deteriorate monotonically the longer oil stays above $100. The market can absorb a spike. What it can't absorb is sustained pressure. The numbers: → ≥1 day above $100: SPY 10d return -0.28% → ≥30 days: -0.54% (win rate drops below 50%) → ≥50 days: -1.33% → ≥100 days: -1.40% (10d), -6.86% (20d) → ≥120 days: -3.81% (10d), -13.43% (20d), 0% win rate The baseline SPY 10d return is +0.38%. At ≥30 days above $100, that flips negative and never recovers. This isn't a round-number artifact. The same duration-dependent decay appears at $90 and $110. It's a fundamental relationship. Sustained high oil acts as a margin tax on the entire economy, and the market has a tolerance window of roughly 30 days before it starts to crack. The important caveat: the extreme results (≥100 days) are disproportionately 2008-weighted. The pattern held in 2011–2014 with smaller magnitude, and held again in 2022 where SPY fell ~11% across the full March–July regime when oil repeatedly crossed above $100. The direction is consistent. The effect size is regime-dependent. If this is a brief spike, history says equities shrug it off. If oil sustains above $100 for 30+ days, every analog except 2013 shows the market breaking. $SPY $QQQ $VIX $USO #WTI #OIL
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$META UNUSUAL DARK POOL PRINT:
13:44:30 META SELL $105,456,690 NASDAQ Car
$105M $META sell. NASDAQ Carteret.
Last week: $META dark pool net buy +$1.50B. The stock was $577.07 at the low. We alerted the $255M buy at 3:41 PM Thursday. $META +4% pre-market Friday. Weekly scorecard: +14.81%. The best call of week 17.
Today: $META at $660. $105M sell. The dark pool bought at $577. The dark pool is selling at $660.
Third dark pool sell alert of the session. $TGT -$211M. $QQQ -$178M. $META -$105M. The dark pool is taking profit and de-risking ahead of CPI. Watching the tape.
$META $QQQ $SPY
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SPY UPDATE | Monday July 13, 2:10 PM
$749.73. Down 0.69%. Price dipped below the $751.72 breakout level. The confirmation is being tested. Here's the honest read.
WHAT HAPPENED:
The shock absorber swung from +$327M this morning to -$558M this afternoon. An $885M swing. The floor that was at $751 this morning moved up to $753 and price fell below it. The positive regime flipped to negative. The dip cushion that was protecting the breakout disappeared in the afternoon session.
But the selling is minimal. The flow is -5.1M. Essentially flat. This is the same dynamic we explained in last week's educational post: the cushion expired, not the sellers. The structure shifted, not the conviction. The premium is still 57% call-heavy. The skew is still -0.55% bullish. 79% of today's volume is closing positions, not opening new ones.
THE BREAKOUT TEST:
Price at $749.73 is $1.99 below the $751.72 breakout level. On Friday we said a close above $751.72 confirms. Today price is below it. Does that invalidate the pattern?
Not yet. The pattern's average drawdown is 5.7% from the breakout level. We published that Friday. A dip from $751.72 to $749.73 is -0.26%. That's well within normal drawdown range. The pattern allows for temporary dips below the breakout before reaching the target. 33 of 34 prior falling wedges still reached their targets despite average drawdowns of 5.7%.
What would concern us: a close below $740 (the deep floor) or the engine reversing to negative. Neither has happened. The engine is at +60M, positive for the 13th consecutive session.
THE PRE-CPI POSITIONING:
Tomorrow is CPI at 8:30 AM and bank earnings simultaneously. The market is repositioning ahead of the data. This is normal pre-catalyst behavior: institutions reduce exposure the day before a major print, then reload after the number drops.
Last time CPI printed (June 10), it came in cold and SPY still sold off because the quarter-end rebalancing overwhelmed the good news. This time there's no rebalancing. The structure can actually respond to good news.
WHAT HELD:
The engine: +60.0M. Down from +93.2M but positive for the 13th straight session. The autopilot is weaker but still buying dips. Not reversed.
The skew: -0.55% bullish. Calls still more expensive than puts on a -0.69% down day. The institutions are paying for upside into CPI. They're hedging with puts but their conviction is in calls.
The magnets above: $755 (+$130M), $757 (+$118M), $760 (+$230M). The upside architecture survived the afternoon selloff. $478M of magnets pull from $755 to $760.
WHAT DETERIORATED:
The shock absorber: +$327M → -$558M. Negative. Dips amplify instead of being cushioned.
The floor: moved from $751 to $753. Price is below it at $749.73. To return to the positive regime, price needs to reclaim $753.
The $750 accelerator: -$157M sitting just above price. Acts as a ceiling in the near term.
THE LEVELS FOR TOMORROW:
$753: the floor. Reclaim this and the shock absorber flips back to positive.
$751.72: the breakout level. A close above reconfirms the pattern.
$749.73: at price.
$748: accelerator at -$130M. First downside catch.
$740: deep floor and max pain. The level that's held all cycle.
Tomorrow CPI and bank earnings arrive into a structure that's negative but with the engine positive and the skew bullish. The catalyst determines the direction. The structure determines the magnitude.
The pattern is not invalidated. The drawdown is 0.26% vs the historical average of 5.7%. The engine has held positive for 13 sessions. Tomorrow's data is the catalyst that either pushes price back above $751.72 or tests the floor at $740.
$753 is the floor. $751.72 is the breakout. $749.73 is at price. $740 is the deep floor. Tomorrow is CPI + bank earnings.
$SPY $QQQ $IWM
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Dark pool alert. 12:43 PM.
12:43:20 QQQ SELL $178,000,000 NASDAQ Car
$178M $QQQ sell. NASDAQ Carteret.
Second dark pool sell alert of the session. $TGT -$211M at 12:14 PM. $QQQ -$178M at 12:43 PM. Consumer retail and the Nasdaq index sold within 30 minutes.
The dark pool bought $7.28B last week. Today ahead of CPI: selling. The positioning shifted. Watching the tape.
$SPY $QQQ $IWM
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Dark pool alert. 12:14 PM.
$211M $TGT sell. NASDAQ Carteret.
CPI drops tomorrow morning. Oil +4.4% today. Target is consumer retail. Directly exposed to both inflation and energy costs.
Last week the dark pool bought consumer names: $HD, $DIS, $DRI. Today: $211M $TGT sold ahead of CPI. The dark pool is selective within consumer. Buying some. Selling others.
Watching the tape.
$TGT $WMT $SPY
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ROTATION SCANNER | July 13, 2026
$SOXX -3.7%. All four thematics negative. $SLV -2.8%. $GLD -2.2%. Precious metals sell again. $USO +4.6%. $XLE +2.6%. Oil leads. Again. Same structure as last week. Ahead of CPI. Q3 week three.
Leader: $USO (Crude Oil) +4.6%
Laggard: $SOXX (Semiconductors) -3.7%
Spread: 8.3%
This scanner structure has appeared before. Last Wednesday.
Jul 8: $USO +5.2% led. $SLV -4.9% lagged. All four factors negative. All four thematics negative. 10.1% spread. Worst internals of the series. Dark pool: +$2.54B. Bounce the next day.
Jul 13: $USO +4.6% leads. $SLV -2.8%. $USMV only positive factor. All four thematics negative. 8.3% spread. Same pattern. Lower intensity. Ahead of CPI.
The difference: last week was a surprise oil spike. Today is deliberate positioning ahead of CPI + bank earnings tomorrow. The market learned from last week.
THEMATIC
$ARKK (Innovation) -1.4%
$XBI (Biotech) -2.1%
$TAN (Solar) -2.2%
$SOXX (Semis) -3.7%
All four negative. Third time in six sessions. The thematic shelf has alternated between all green and all red. No mixed sessions. The growth trade is binary: all in or all out. Today: all out ahead of CPI.
$SOXX -3.7%. The oscillation continues. +4.2%, -4.9%, +5.1%, ~flat, -3.7%. Last Thursday the $163M dark pool buy at 6:26 PM called the +5.1% bounce. Watching the dark pool tonight.
FACTORS
$USMV (Min Vol) +0.2%. Only positive factor.
$QUAL (Quality) -0.2%
$VLUE (Value) -0.6%
$MTUM (Momentum) -1.8%
$USMV only positive factor. Same as last Tuesday ahead of the sell. $MTUM -1.8% leads the factor losses. Momentum sold, min vol bought. Defensive positioning ahead of CPI. The institutions are hedging, not panicking.
SECTORS
$XLE (Energy) +2.6%. Only green sector.
$XLC (Comms) +0.6%
$XLY (Discretionary) -0.7%
$XLK (Technology) -1.6%
Energy only green sector. Same as last Wednesday. $XLK -1.6%. Tech sold ahead of CPI.
MACRO
$USO (Crude Oil) +4.6%. Session leader. 3rd time in 6 sessions.
$TLT (Bonds) -0.4%
$GLD (Gold) -2.2%
$SLV (Silver) -2.8%
Precious metals can't hold a rally. $SLV: -4.9% last Wednesday, +3.2% Thursday, -2.8% today. $GLD: -2.0% Wednesday, +1.1% Thursday, -2.2% today. The bounces get sold. Hot CPI tomorrow with oil +4.4% is the worst combination for metals.
$USO +4.6%. Third time leading in six sessions. Oil is the dominant force in Q3. The three-day decline from $75 to $71 reversed. WTI back to $74.55. The oil volatility that caused last week's crisis returned ahead of the inflation print.
The scanner shows the same structure. The internals show lower intensity. The dark pool data tonight shows how the institutions positioned. Tomorrow resolves it. Watching the tape.
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$GLD update. We are reporting what we see. Does not mean our thought process has changed on our view of the overall direction.
🟡 Stealth Accumulation with early bullish signals
If the 7/9 whale ($189M uptick at $378.80) is right, GLD could rally back to $385-395 range over the next 5-10 sessions. The framework signals support this thesis.
The biggest institutional footprint of the entire 20 sessions is below. 👇
We are monitoring the data.
$SPY $GLD $QQQ
Alphatica@alphaticaio
We alerted the feed on June 29 of a possible short squeeze on $GLD. It played out. Here is where we currently are: - Institutions ARE selling into this rally ($30M net seller flow) - BUT shorts are covering FASTER than institutions can sell - Net effect: price rises because forced short covering > organic institutional selling This is why the price rose despite bearish DP flow. The mechanics are different from a pure institutional buying rally. Overall flow is still bearish. $GLD $SPY $QQQ
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INTERNALS | 11:27 AM ET
Positioning day. Volume 0.95x. Nearly balanced. The market is waiting. Nasdaq -0.79%. Oil +4.4%. CPI + bank earnings tomorrow. The catalysts are on deck. Q3 week three.
Dow -0.21%. S&P -0.32%. Nasdaq -0.79%. Oil +4.4% to $74.55.
A/D ratio: 0.86x. 2,156 advancing vs 2,514 declining.
Volume ratio: 0.95x. Up volume $1.60B vs down $1.68B.
41.6% above session VWAP.
NYSE: 0.92x | Nasdaq: 0.83x
Volume 0.95x. The calmest reading in weeks.
Last week: 0.42x, 0.49x, 1.79x, 0.46x. All extreme. Every session was a violent move in one direction or the other. Today: 0.95x. Nearly balanced. $1.60B up vs $1.68B down. The sellers aren't pressing. The buyers aren't chasing. The market is coiled ahead of the dual catalyst.
This is textbook positioning day behavior. The institutions set their positions before the data arrives. They don't chase. They don't panic. They wait.
Oil +4.4%. WTI $74.55. The oil volatility that defined last week returns.
Last week oil spiked from $68 to $75.30, caused the worst internals of the series (breadth 0.42x, VWAP 27%, all four factors negative, 10.1% spread), then faded to $71.11 by Friday. Today: back to $74.55. The three-day decline from $75 to $71 reversed. Oil is volatile again ahead of CPI. Higher oil plus a hot CPI print is the hawkish combination.
Tomorrow: CPI + bank earnings. Same day.
CPI drops pre-market. Banks report in the morning. Both catalysts hit on the same session. We posted four scenario outcomes this morning: cold CPI + bank beats is the best case. Hot CPI + bank misses is the stress test. The levels are mapped. The framework is published.
We posted the $299M $JPM dark pool sell on Wednesday night. The dark pool positioned ahead of bank earnings. Tomorrow tests whether the sell was right.
Last week the dark pool bought $7.28B across four sessions during the worst internals of the series. The weekly scorecard: 13/17 (76.5%). Top 10 by conviction: 10/10. The dark pool was right.
The question: what is the dark pool doing today ahead of the dual catalyst? The EOD data will tell. The dark pool data tonight is the most important read of Q3 week three. Watching the tape.
$SPY $QQQ
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