Daily Briefing · August 28, 2026 · Post-US Market [zh-CN]

ULTRA QUANT · DAILY BRIEFING

August 28, 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：NVDA (80%), TSM (86%), 005930.KS (87%)。卖出信号：MELI (100%)。看涨的宏观/市场，AI_VWAP上升趋势，强劲的科技股态势。RISK-ON，BULL市场，AI_VWAP看涨趋势，强劲的板块。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

0.47

Normal+15

10Y−3M Spread

0.83

Normal+5

CPI YoY

3.5

Elevated-5

Fed Funds Rate

3.63

Neutral0

Fear & Greed

71 · 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

风险偏好升高 — 看好成长型资产

L2Market DirectionS&P500 · BTC · VIX

BULL

S&P 500 · data 2026-08-27

7,730.99

BULL

+0.4% vs MA20 · Weak BULL

MA20Above (7,701)

ADX15 — Weak

TrendWeak BULL

Bitcoin · data 2026-08-27

80,243.71

BULL

+15.1% vs MA20 · Strong BULL

MA20Above (69,715)

ADX39 — Strong

TrendStrong BULL

VIX · data 2026-08-27

14.51

Low

-4.6% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Healthcare leading

医疗保健 (XLV)

+4.9%×1.05

材料 (XLB)

+3.1%×1.05

通信 (XLC)

+4.5%×1.05

科技 (XLK)

+7.3%×1.00

能源 (XLE)

+5.7%×1.00

金融 (XLF)

+1.5%×1.00

必需消费品 (XLP)

-0.5%×1.00

非必需消费品 (XLY)

+3.1%×1.00

房地产 (XLRE)

-1.4%×0.90

工业 (XLI)

+0.2%×0.90

公用事业 (XLU)

-3.3%×0.90

L4 Rotation SignalRecovery — Financials·Energy·Industrials leading

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

BUY 6 · SELL 1 · HOLD 3

SPY

AI_VWAP · 1d

HOLD

771.10

Entry / SL / TP

771.10 / 758.55 / 796.20

Confidence

55%

50→55

AI_VWAP HOLD, RISK-ON, Bullish market

AAPL

AI_VWAP · 1d

HOLD

314.58

Entry / SL / TP

314.58 / 300.39 / 342.96

Confidence

50%

45→50

Bull macro/market, but strategy signals HOLD.

NVDA

AI_VWAP · 1d

BUY

227.98

Entry / SL / TP

227.98 / 213.39 / 257.16

Confidence

80%

73→80

Bullish macro/market, AI_VWAP uptrend, strong tech posture.

TSM

AI_VWAP · 1d

BUY

427.30

Entry / SL / TP

427.30 / 401.68 / 478.54

Confidence

86%

78→86

RISK-ON, BULL market, AI_VWAP bullish trend, strong sectors

MELI

AI_VWAP · 1d

SELL

1,930.75

Entry / SL / TP

1,930.75 / 2,004.13 / 1,527.76

Confidence

100%

95→100

Tech SELL signal overrides RISK-ON macro. Strategy aligned.

005930.KS

GCS · 1d

BUY

266,000

Entry / SL / TP

266,000 / 276,640 / 262,010

Confidence

87%

79→87

RISK-ON macro, bullish market, leading sectors, GCS BUY signal.

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

80,293

Entry / SL / TP

80,293 / 76,279 / 88,323

Confidence

55%

50→55

Strategy HOLD signal. Price above golden zone.

ETH-USD

GCS · 1h

BUY

2,511.63

Entry / SL / TP

2,511.63 / 2,473.96 / 2,637.21

Confidence

85%

77→85

Bullish macro/market, GCS buy signal, RSI overbought.

XRP-USD

AI_VWAP · 1h

BUY

1.4567

Entry / SL / TP

1.4567 / 1.3402 / 1.6898

Confidence

80%

73→80

Bullish macro/market, AI_VWAP shows upward potential.

SOL-USD

AI_VWAP · 4h

BUY

109.77

Entry / SL / TP

109.77 / 100.99 / 127.33

Confidence

73%

66→73

Bullish macro/market, AI_VWAP BUY signal.

SIGNAL HISTORY — Recent 5

SAP08/27 22:06HOLD221.17

ASML08/27 22:06HOLD1,735.01

PBR08/27 22:06HOLD18.2500

VALE08/27 22:06BUY15.3100

SHIB-USD08/27 22:06BUY0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →