Daily Briefing · August 26, 2026 · Post-US Market [zh-TW]

ULTRA QUANT · DAILY BRIEFING

August 26, 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

買入訊號：NVDA (80%), ETH-USD (88%), SOL-USD (75%)。看漲的宏觀經濟，AI_VWAP 上升趨勢，正面展望。RISK-ON 宏觀經濟，BULL 加密貨幣，正面技術指標。策略一致。整體宏觀經濟：RISK-ON (分數 +40)。

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

Score +40RISK-ON

Sahm Rule

-0.03

Safe+10

10Y−2Y Spread

0.47

Normal+15

10Y−3M Spread

0.78

Normal+5

CPI YoY

3.5

Elevated-5

Fed Funds Rate

3.63

Neutral0

Fear & Greed

74 · Greed

Balanced0

DXY

98.9

Weak Dollar+10

Unemployment

4.1

Healthy+5

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

RISK-ON

風險偏好升高 — 看好成長型資產

L2Market DirectionS&P500 · BTC · VIX

MIXED

S&P 500 · data 2026-08-25

7,677.28

BULL

+0.1% vs MA20 · Weak BULL

MA20Above (7,669)

ADX16 — Weak

TrendWeak BULL

Bitcoin · data 2026-08-25

78,614.98

BULL

+15.3% vs MA20 · Strong BULL

MA20Above (68,211)

ADX34 — Strong

TrendStrong BULL

VIX · data 2026-08-25

15.45

Normal

-2.5% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Energy leading

能源 (XLE)

+7.8%×1.05

醫療保健 (XLV)

+4.8%×1.05

通訊 (XLC)

+3.2%×1.05

材料 (XLB)

+2.4%×1.00

必需消費品 (XLP)

-0.6%×1.00

房地產 (XLRE)

-1.4%×1.00

金融 (XLF)

+1.2%×1.00

非必需消費品 (XLY)

+4.9%×1.00

科技 (XLK)

+6.2%×0.90

工業 (XLI)

-2.2%×0.90

公用事業 (XLU)

-4.9%×0.90

L4 Rotation SignalDefensive rotation — Staples·Utilities·Healthcare leading

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

BUY 3 · SELL 0 · HOLD 7

SPY

GCS · 1d

HOLD

765.91

Entry / SL / TP

765.91 / 754.42 / 796.55

Confidence

55%

50→55

Sideways market & HOLD signal, cap conf.

AAPL

GCS · 1d

HOLD

309.90

Entry / SL / TP

309.90 / 314.55 / 297.50

Confidence

45%

45→45

Technicals signal HOLD; neutral market phase, weak sector.

NVDA

AI_VWAP · 1d

BUY

213.05

Entry / SL / TP

213.05 / 200.25 / 238.65

Confidence

80%

81→80

Bullish macro, AI_VWAP uptrend, positive outlook.

TSM

GCS · 1d

HOLD

417.41

Entry / SL / TP

417.41 / 400.71 / 423.67

Confidence

55%

50→55

HOLD as per technicals; market neutral

MELI

GCS · 1d

HOLD

1,997.00

Entry / SL / TP

1,997.00 / 1,957.06 / 2,096.85

Confidence

55%

50→55

Bullish macro, mixed market, HOLD tech signal

005930.KS

GCS · 1d

HOLD

257,000

Entry / SL / TP

257,000 / 260,855 / 246,720

Confidence

55%

50→55

Sideways market, technical HOLD, neutral macro

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

78,713

Entry / SL / TP

78,713 / 74,777 / 86,584

Confidence

44%

40→44

Technical HOLD signal overrides positive macro/market.

ETH-USD

GCS · 1h

BUY

2,448.78

Entry / SL / TP

2,448.78 / 2,412.05 / 2,571.22

Confidence

88%

80→88

Risk-on macro, BULL crypto, positive technicals. Strategy aligned.

XRP-USD

AI_VWAP · 1h

HOLD

1.4481

Entry / SL / TP

1.4481 / 1.3320 / 1.6794

Confidence

50%

45→50

Mixed signals: Bullish macro, but TA indicates potential pullback.

SOL-USD

AI_VWAP · 4h

BUY

97.4000

Entry / SL / TP

97.4000 / 89.6651 / 112.87

Confidence

75%

68→75

Bullish macro, crypto bull phase, AI_VWAP Buy signal.

SIGNAL HISTORY — Recent 5

SAP08/25 22:06BUY216.93

ASML08/25 22:06BUY1,744.16

PBR08/25 22:06HOLD17.8500

VALE08/25 22:06BUY15.3300

SHIB-USD08/25 22:06HOLD0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →