Daily Briefing · August 16, 2026 · Post-US Market [zh-CN]

ULTRA QUANT · DAILY BRIEFING

August 16, 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 (77%)、AAPL (89%)、005930.KS (85%)。RISK-ON 宏观、BULL 市场、科技领涨、VWAP 上涨趋势。看涨的宏观/市场、领涨的科技、AI_VWAP BUY 信号。整体宏观：RISK-ON (评分 +40)。

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

Score +40RISK-ON

Sahm Rule

-0.03

Safe+10

10Y−2Y Spread

0.51

Normal+15

10Y−3M Spread

0.82

Normal+5

CPI YoY

3.5

Elevated-5

Fed Funds Rate

3.63

Neutral0

Fear & Greed

34 · Fear

Balanced0

DXY

99.7

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 — 看好增长型资产

L2Market DirectionS&P500 · BTC · VIX

MIXED

S&P 500 · data 2026-08-14

7,785.76

BULL

+2.6% vs MA20 · Weak BULL

MA20Above (7,585)

ADX23 — Weak

TrendWeak BULL

Bitcoin · data 2026-08-15

63,091.59

BEAR

-1.2% vs MA20 · Weak BEAR

MA20Below (63,831)

ADX13 — Weak

TrendWeak BEAR

VIX · data 2026-08-14

14.25

Low

-2.6% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Technology leading

科技 (XLK)

+8.2%×1.05

能源 (XLE)

+7.3%×1.05

材料 (XLB)

+4.0%×1.05

工业 (XLI)

+4.0%×1.00

医疗保健 (XLV)

+3.9%×1.00

非必需消费品 (XLY)

+2.4%×1.00

必需消费品 (XLP)

+1.1%×1.00

通信 (XLC)

+0.3%×1.00

金融 (XLF)

+3.4%×0.90

房地产 (XLRE)

-0.4%×0.90

公用事业 (XLU)

-1.9%×0.90

L4 Rotation SignalEconomic expansion — Tech·Consumer·Industrials leading

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

BUY 3 · SELL 0 · HOLD 7

SPY

AI_VWAP · 1d

BUY

776.34

Entry / SL / TP

776.34 / 761.17 / 806.68

Confidence

77%

70→77

RISK-ON macro, BULL market, tech lead, VWAP uptrend.

AAPL

AI_VWAP · 1d

BUY

305.93

Entry / SL / TP

305.93 / 290.25 / 337.29

Confidence

89%

77→89

Bullish macro/market, leading tech, AI_VWAP BUY signal

NVDA

AI_VWAP · 1d

HOLD

225.16

Entry / SL / TP

225.16 / 211.31 / 252.86

Confidence

58%

50→58

Tech leading, bull market, HOLD signal

TSM

AI_VWAP · 1d

HOLD

426.35

Entry / SL / TP

426.35 / 397.64 / 483.77

Confidence

55%

50→55

Strategy HOLD signal; strong macro bullish context.

MELI

AI_VWAP · 1d

HOLD

1,844.58

Entry / SL / TP

1,844.58 / 1,716.30 / 2,101.15

Confidence

55%

50→55

Bullish macro, tech leading sectors. Strategy HOLD.

005930.KS

GCS · 1d

BUY

274,500

Entry / SL / TP

274,500 / 285,480 / 270,382

Confidence

85%

77→85

Risk-on macro, leading tech sectors, bullish signals.

BTC-USD

GCS · 4h

HOLD

63,081

Entry / SL / TP

63,081 / 59,927 / 64,027

Confidence

50%

45→50

RSI low, price below Gausian center, holding bias.

ETH-USD

GCS · 1h

HOLD

1,882.46

Entry / SL / TP

1,882.46 / 1,854.22 / 1,976.58

Confidence

55%

50→55

Technical HOLD signal, macro bullish, market sideways

XRP-USD

GCS · 4h

HOLD

1.0033

Entry / SL / TP

1.0033 / 1.0234 / 0.953135

Confidence

50%

45→50

Mixed signals, tech HOLD, sideways crypto

SOL-USD

AI_VWAP · 4h

HOLD

75.5700

Entry / SL / TP

75.5700 / 71.6840 / 83.3421

Confidence

50%

45→50

Strategy HOLD; mixed signals. RISK-ON positive.

SIGNAL HISTORY — Recent 5

SAP08/15 22:06HOLD207.97

ASML08/15 22:06HOLD1,844.08

PBR08/15 22:06HOLD17.8800

VALE08/15 22:06HOLD13.6300

SHIB-USD08/15 22:06HOLD0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →