Daily Briefing · June 16, 2026 · Post-US Market [zh-TW]

ULTRA QUANT · DAILY BRIEFING

June 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

買入訊號：TSM (77%)。賣出訊號：NVDA (99%), AAPL (90%), SOL-USD (100%)。RISK-ON 宏觀，BULL 市場，AI_VWAP 買入訊號。賣出訊號強勁，頭肩底形態完成。整體宏觀：RISK-ON (分數 +40)。

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

Score +40RISK-ON

Sahm Rule

0.1

Safe+10

10Y−2Y Spread

0.40

Normal+15

10Y−3M Spread

0.68

Normal+5

CPI YoY

4.3

High Inflation-15

Fed Funds Rate

3.63

Neutral0

Fear & Greed

20 · Extreme Fear

Contrarian Buy+10

DXY

99.7

Weak Dollar+10

Unemployment

4.3

Healthy+5

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

RISK-ON

風險偏好升高 — 看好成長型資產

L2Market DirectionS&P500 · BTC · KOSPI

MIXED

S&P 500 · data 2026-06-15

7,554.29

BULL

+1.1% vs MA20 · Strong BULL

MA20Above (7,473)

ADX25 — Strong

TrendStrong BULL

Bitcoin · data 2026-06-15

66,360.05

BEAR

-0.2% vs MA20 · Strong BEAR

MA20Below (66,462)

ADX43 — Strong

TrendStrong BEAR

KOSPI · data 2026-06-12

8,123.62

BULL

+1.8% vs MA20 · Weak BULL

MA20Above (7,983)

ADX25 — Weak

TrendWeak BULL

L4Sector StrengthUS 11 Sectors · ETF momentum

Healthcare leading

醫療保健 (XLV)

+5.4%×1.05

金融 (XLF)

+4.8%×1.05

材料 (XLB)

+4.4%×1.05

工業 (XLI)

+4.2%×1.00

房地產 (XLRE)

+4.1%×1.00

必需消費品 (XLP)

+1.0%×1.00

科技 (XLK)

+8.8%×1.00

非必需消費品 (XLY)

+1.8%×1.00

公用事業 (XLU)

+2.0%×0.90

通訊 (XLC)

-3.4%×0.90

能源 (XLE)

-6.5%×0.90

L4 Rotation SignalDefensive rotation — Staples·Utilities·Healthcare leading

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

BUY 1 · SELL 3 · HOLD 6

SPY

AI_VWAP · 1d

HOLD

754.83

Entry / SL / TP

754.83 / 734.93 / 794.64

Confidence

50%

45→50

Bullish macro/market, but strategy signals HOLD

NVDA

MA_ALIGN · 1d

SELL

212.45

Entry / SL / TP

212.45 / 180.49 / 228.43

Confidence

99%

90→99

SELL signal strong, inverse H&S pattern complete.

AAPL

MA_ALIGN · 1d

SELL

296.42

Entry / SL / TP

296.42 / 267.33 / 310.96

Confidence

90%

82→90

Technical SELL signal strong, inverted array complete.

TSM

AI_VWAP · 1d

BUY

441.40

Entry / SL / TP

441.40 / 406.65 / 510.90

Confidence

77%

70→77

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

BTC-USD

AI_VWAP · 4h

HOLD

66,358

Entry / SL / TP

66,358 / 62,031 / 75,013

Confidence

50%

45→50

Mixed signals: AI_VWAP HOLD, RSI low. Bearish crypto.

ETH-USD

AI_VWAP · 1h

HOLD

1,809.51

Entry / SL / TP

1,809.51 / 1,704.13 / 2,269.05

Confidence

94%

85→94

Bullish macro, AI_VWAP BUY signal. [하락장 매수 불가→HOLD]

SOL-USD

BEAR_DEFENSE · 1d

SELL

74.4300

Entry / SL / TP

74.4300 / 81.3918 / 63.9873

Confidence

100%

100→100

BEAR crypto phase, strong SELL signal, dead cat bounce.

XRP-USD

AI_VWAP · 4h

HOLD

1.2497

Entry / SL / TP

1.2497 / 1.1530 / 1.4431

Confidence

55%

50→55

ML VWAP bearish trend, mixed market signals. HOLD.

005930.KS

GCS · 1d

HOLD

337,000

Entry / SL / TP

337,000 / 331,945 / 350,480

Confidence

50%

45→50

RISK-ON macro, but sideways KR market. Holding.

MELI

AI_VWAP · 1d

HOLD

1,646.36

Entry / SL / TP

1,646.36 / 1,520.25 / 1,898.58

Confidence

50%

45→50

AI_VWAP downtrend; RSI neutral; Macro RISK-ON supports HOLD.

SIGNAL HISTORY — Recent 5

MELI06/15 22:02HOLD1,646.36

005930.KS06/15 22:02HOLD337,000

XRP-USD06/15 22:01HOLD1.2497

SOL-USD06/15 22:01SELL74.4300

ETH-USD06/15 22:01HOLD1,809.51

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →

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