Daily Briefing · August 10, 2026 · Post-US Market [zh-CN]

ULTRA QUANT · DAILY BRIEFING

August 10, 2026

Post-US Market · 07:00 KST · 6-Layer AI Analysis

RISK-ON

Overall AI Stance · Score +40

L6UQ AI Engine · Final JudgementLLM Synthesis · L1×L4 adjusted

RISK-ON

买入信号：SPY (82%)、AAPL (77%)、MELI (90%)。看涨的宏观/市场，强劲的领先板块，AI_VWAP BUY。RISK-ON、BULLISH市场阶段，AI_VWAP BUY信号一致。整体宏观：RISK-ON (分数 +40)。

L1Macro EnvironmentFRED · DXY · Fear&Greed · CPI · FFR · Unemployment

Score +40RISK-ON

Sahm Rule

-0.03

Safe+10

10Y−2Y Spread

0.46

Normal+15

10Y−3M Spread

0.78

Normal+5

CPI YoY

3.7

Elevated-5

Fed Funds Rate

3.63

Neutral0

Fear & Greed

31 · Fear

Balanced0

DXY

99.6

Weak Dollar+10

Unemployment

4.1

Healthy+5

ScoreSahm+10 · Spread+15 · 3M+5 · CPI-5 · DXY+10 · Unemp+5 = +40

RISK-ON

风险偏好升高 — 看好成长型资产

L2Market DirectionS&P500 · BTC · VIX

BULL

S&P 500 · data 2026-08-07

7,757.64

BULL

+3.1% vs MA20 · Weak BULL

MA20Above (7,525)

ADX20 — Weak

TrendWeak BULL

Bitcoin · data 2026-08-09

65,178.59

BULL

+1.2% vs MA20 · Weak BULL

MA20Above (64,402)

ADX11 — Weak

TrendWeak BULL

VIX · data 2026-08-07

14.90

Low

-1.7% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Materials leading

材料 (XLB)

+3.9%×1.05

非必需消费 (XLY)

+2.2%×1.05

工业 (XLI)

+1.8%×1.05

科技 (XLK)

+1.2%×1.00

通信 (XLC)

-0.3%×1.00

金融 (XLF)

+3.4%×1.00

医疗保健 (XLV)

+3.0%×1.00

必需消费 (XLP)

+1.2%×1.00

能源 (XLE)

+4.4%×0.90

房地产 (XLRE)

+1.2%×0.90

公用事业 (XLU)

-4.0%×0.90

L4 Rotation SignalEconomic expansion — Tech·Consumer·Industrials leading

L5Strategy SignalsAI-optimized per ticker· GCS · MA_ALIGN · AI_VWAP · MTF

BUY 4 · SELL 0 · HOLD 6

SPY

AI_VWAP · 1d

BUY

773.26

Entry / SL / TP

773.26 / 755.50 / 808.77

Confidence

82%

75→82

Bullish macro/market, strong leading sectors, AI_VWAP BUY.

AAPL

AI_VWAP · 1d

BUY

313.33

Entry / SL / TP

313.33 / 295.42 / 349.16

Confidence

77%

70→77

RISK-ON, BULLISH market phase, AI_VWAP BUY signal aligned.

NVDA

AI_VWAP · 1d

HOLD

223.96

Entry / SL / TP

223.96 / 208.67 / 254.53

Confidence

50%

45→50

Technical HOLD signal, Bullish macro/market

TSM

AI_VWAP · 1d

HOLD

420.04

Entry / SL / TP

420.04 / 386.44 / 487.25

Confidence

55%

50→55

Strategy HOLD signal. Macro RISK-ON, BULL market.

MELI

AI_VWAP · 1d

BUY

1,820.69

Entry / SL / TP

1,820.69 / 1,699.67 / 2,062.72

Confidence

90%

82→90

RISK-ON macro, BULL market phase, AI_VWAP BUY signal.

005930.KS

BEAR_DEFENSE · 1d

HOLD

231,000

Entry / SL / TP

231,000 / 279,153 / 158,770

Confidence

44%

40→44

Bear market, HOLD signal, uncertain trend.

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

65,208

Entry / SL / TP

65,208 / 62,531 / 75,914

Confidence

48%

44→48

MTF conditions not met, holding above golden zone

ETH-USD

GCS · 1h

BUY

1,923.97

Entry / SL / TP

1,923.97 / 1,895.11 / 2,020.17

Confidence

77%

70→77

RISK-ON macro, BULL market, Bullish TA, GCS strategy.

XRP-USD

AI_VWAP · 1h

HOLD

1.0415

Entry / SL / TP

1.0415 / 0.986911 / 1.1507

Confidence

50%

45→50

Technical HOLD signal; mixed market phase.

SOL-USD

AI_VWAP · 4h

HOLD

77.3800

Entry / SL / TP

77.3800 / 72.9071 / 86.3258

Confidence

50%

45→50

AI VWAP bearish trend, RSI neutral. Hold for now.

SIGNAL HISTORY — Recent 5

SAP08/09 22:06HOLD206.16

ASML08/09 22:06HOLD1,740.99

PBR08/09 22:06HOLD17.9600

VALE08/09 22:06BUY14.7100

SHIB-USD08/09 22:06HOLD0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →