Daily Briefing · August 27, 2026 · Post-US Market [JP]

ULTRA QUANT · DAILY BRIEFING

August 27, 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

買いシグナル: SPY (88%), AAPL (90%), MELI (82%). 強気のマクロ、横ばいの市場、リードセクター、GCS BUY RISK-ONマクロ、安定した金利、GCS BUYシグナル。全体のマクロ: RISK-ON (スコア +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

0.81

Normal+5

CPI YoY

3.5

Elevated-5

Fed Funds Rate

3.63

Neutral0

Fear & Greed

65 · Greed

Balanced0

DXY

99.1

Weak Dollar+10

Unemployment

4.1

Healthy+5

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

RISK-ON

リスク選好度の上昇 — 成長資産が好まれる

L2Market DirectionS&P500 · BTC · VIX

MIXED

S&P 500 · data 2026-08-26

7,675.70

SIDEWAYS

-0.1% vs MA20 · Sideways

MA20Below (7,687)

ADX15 — Weak

TrendSideways

Bitcoin · data 2026-08-26

78,776.01

BULL

+14.3% vs MA20 · Strong BULL

MA20Above (68,934)

ADX36 — Strong

TrendStrong BULL

VIX · data 2026-08-26

15.21

Normal

-1.6% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Energy leading

エネルギー (XLE)

+6.5%×1.05

ヘルスケア (XLV)

+4.4%×1.05

素材 (XLB)

+3.7%×1.05

コミュニケーション (XLC)

+2.8%×1.00

生活必需品 (XLP)

-1.2%×1.00

不動産 (XLRE)

-1.9%×1.00

金融 (XLF)

+2.8%×1.00

テクノロジー (XLK)

+9.8%×1.00

一般消費財 (XLY)

+5.0%×0.90

資本財 (XLI)

+2.1%×0.90

公益事業 (XLU)

-3.1%×0.90

L4 Rotation SignalRecovery — Financials·Energy·Industrials leading

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

BUY 5 · SELL 0 · HOLD 5

SPY

GCS · 1d

BUY

766.08

Entry / SL / TP

766.08 / 754.59 / 796.72

Confidence

88%

80→88

Bullish macro, sideways market, leading sectors, GCS BUY

AAPL

GCS · 1d

BUY

313.45

Entry / SL / TP

313.45 / 325.99 / 308.75

Confidence

90%

82→90

RISK-ON macro, stable rates, GCS BUY signal

NVDA

AI_VWAP · 1d

HOLD

209.66

Entry / SL / TP

209.66 / 197.15 / 234.68

Confidence

55%

50→55

Neutral tech signal, sideways market. RISK-ON macro.

TSM

GCS · 1d

HOLD

417.69

Entry / SL / TP

417.69 / 400.98 / 423.96

Confidence

55%

50→55

Hold due to neutral technicals despite bullish macro

MELI

GCS · 1d

BUY

1,950.44

Entry / SL / TP

1,950.44 / 1,911.43 / 2,047.96

Confidence

82%

75→82

Bullish macro, sideways market, strong sectors, GCS bullish.

005930.KS

GCS · 1d

HOLD

261,500

Entry / SL / TP

261,500 / 265,422 / 251,040

Confidence

50%

45→50

Mixed signals; HOLD on neutral technicals

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

78,857

Entry / SL / TP

78,857 / 74,915 / 86,743

Confidence

54%

49→54

Strategy HOLD signal. MTF conditions not met. Golden zone above.

ETH-USD

GCS · 1h

BUY

2,502.96

Entry / SL / TP

2,502.96 / 2,465.42 / 2,628.11

Confidence

100%

95→100

Bullish macro/market, GCS strategy BUY signal

XRP-USD

AI_VWAP · 1h

BUY

1.4019

Entry / SL / TP

1.4019 / 1.2897 / 1.6262

Confidence

72%

65→72

RISK-ON macro, BULL crypto phase, positive technicals

SOL-USD

AI_VWAP · 4h

HOLD

98.4000

Entry / SL / TP

98.4000 / 90.7573 / 113.69

Confidence

55%

50→55

AI_VWAP HOLD signal. High RSI. Risk-on macro.

SIGNAL HISTORY — Recent 5

SAP08/26 22:06BUY211.68

ASML08/26 22:06HOLD1,745.64

PBR08/26 22:06BUY17.7600

VALE08/26 22:06HOLD15.1600

SHIB-USD08/26 22:06BUY0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →