Key Insights
Three-section weekly brief from the latest LLM run. Each card cites specific numbers from the universe scoring data; the pipeline regenerates this after every grade snapshot.
The market is in a TRANSITIONAL regime, leaning towards RISK-OFF, primarily driven by a critical 20.8 percentage point decline in high-quality (A+B) names over the last three periods.
The proportion of strong-grade (A+B) names has sharply declined by 8.2 percentage points in the last month, from 38.0% to 29.8%, marking a severe 20.8 percentage point drop over the last three periods.
The universe-wide average 3-month Quant Score has turned negative at -0.35, representing a -0.63 deterioration compared to the 12-month average of +0.28.
Market breadth remains neutral, with 55.4% of equities having their 30-day SMA above their 100-day SMA, neither confirming nor denying a clear trend.
| Symbol | Sector | Grade | Return | Weight | Impact▼ |
|---|---|---|---|---|---|
| MU | Information Technology | A | +78.7% | 0.97% | +0.76% |
| GOOGL | Communication Services | B | +18.6% | 4.08% | +0.76% |
| GOOG | Communication Services | B | +18.4% | 4.06% | +0.75% |
| NVDA | Information Technology | B | +15.8% | 4.70% | +0.74% |
| AMD | Information Technology | A | +90.0% | 0.71% | +0.64% |
| AAPL | Information Technology | B | +15.3% | 3.93% | +0.60% |
| INTC | Information Technology | B | +85.8% | 0.50% | +0.43% |
| TSM | Information Technology | B | +21.3% | 1.99% | +0.42% |
| AMZN | Consumer Discretionary | B | +16.2% | 2.41% | +0.39% |
| AVGO | Information Technology | B | +19.7% | 1.71% | +0.34% |
| ARM | Information Technology | B | +103.2% | 0.32% | +0.33% |
| KXIAY | Information Technology | B | +123.1% | 0.23% | +0.28% |
| MRVL | Information Technology | B | +111.1% | 0.21% | +0.24% |
| ORCL | Information Technology | C | +37.5% | 0.60% | +0.22% |
| SNDK | Information Technology | A | +94.1% | 0.23% | +0.22% |
- CANADA134
- BRITAIN66
- JAPAN64
- CHINA62
- ISRAEL35
Information Technology (+2.91 Q3M-Q12M) and Real Estate (+1.51 Q3M-Q12M) are showing strong accelerating momentum, while Materials (-6.32 Q3M-Q12M) and Consumer Staples (-2.24 Q3M-Q12M) are significantly decelerating.
The Information Technology sector exhibits strong accelerating momentum, with its 3-month quant score at +3.35, a significant increase from its 12-month score of +0.44. This is reflected in the long book by accelerating names like KXIAY (Q3M=+21.4), MU (Q3M=+15.9), and STX (Q3M=+21.2).
Despite a high 12-month quant score of +5.45, the Energy sector's 3-month score has decelerated to +3.80, a -1.65 momentum shift. This trend is visible in long book holdings such as NGL (Q3M=+11.6) and E (Q3M=+11.2), both showing deceleration.
Financials are prominent in the short book, with names like HDB (Q3M=-20.7), FIS (Q3M=-13.5), and GEMI (Q3M=-19.7) exhibiting deeply negative 3-month quant scores.
While the long book is concentrated in Information Technology (6 names), 7 out of 10 holdings, including SNDK (Q3M=+18.5 vs Q12M=+18.7) and AXTI (Q3M=+8.5 vs Q12M=+15.1), are showing decelerating momentum.
The proportion of high-quality (A+B) names has critically declined by 20.8 percentage points over the last three periods, from 50.6% to 29.8%.
The universe-wide average 3-month Quant Score has turned negative at -0.35, representing a -0.63 deterioration compared to the 12-month average of +0.28.
The Materials sector shows a severe momentum collapse, with its 3-month quant score at -4.88, a -6.32 drop from its 12-month score of +1.44.
7 out of 10 names in the Long Book are decelerating, including SNDK (Q3M=+18.5) and AXTI (Q3M=+8.5), indicating potential erosion of conviction.