ULTRA QUANT · DAILY BRIEFING
June 27, 2026
Post-US Market · 07:00 KST · 6-Layer AI Analysis
Overall AI Stance · Score +30
买入信号：MELI (85%), 005930.KS (85%)。RISK-ON 宏观环境，领先板块，看涨偏见。RISK-ON 宏观环境，领先板块，GCS策略一致性。整体宏观环境：RISK-ON (分数+30)。
Sahm Rule
0.1
10Y−2Y Spread
0.31
10Y−3M Spread
0.55
CPI YoY
4.3
Fed Funds Rate
3.63
Fear & Greed
13 · Extreme Fear
DXY
101.4
Unemployment
4.3
风险偏好升高 — 看好成长型资产
S&P 500 · data 2026-06-26
7,354.02
-1.3% vs MA20 · Weak BEAR
Bitcoin · data 2026-06-26
59,822.97
-5.3% vs MA20 · Strong BEAR
VIX · data 2026-06-26
18.41
-2.5% 1d · Volatility Index
SPY
GCS · 1d
728.99
Entry / SL / TP
728.99 / 699.83 / 739.92
Confidence
46%
42→46
GCS HOLD signal, sideways market. Macro RISK-ON boost.
AAPL
GCS · 1d
283.78
Entry / SL / TP
283.78 / 272.43 / 288.04
Confidence
44%
40→44
Sideways market phase, RSI bearish, hold strategy
NVDA
GCS · 1d
192.53
Entry / SL / TP
192.53 / 196.38 / 182.90
Confidence
55%
50→55
Sideways market phase, weak technicals support HOLD.
TSM
GCS · 1d
432.35
Entry / SL / TP
432.35 / 415.06 / 438.84
Confidence
50%
45→50
TSM GCS 1d HOLD, below centerline, RSI 51.8
MELI
GCS · 1d
1,675.10
Entry / SL / TP
1,675.10 / 1,758.85 / 1,641.60
Confidence
85%
77→85
RISK-ON macro, leading sectors, bullish bias.
005930.KS
GCS · 1d
339,500
Entry / SL / TP
339,500 / 334,408 / 353,080
Confidence
85%
77→85
RISK-ON macro, leading sectors, GCS strategy alignment
BTC-USD
AI_VWAP · 4h
59,694
Entry / SL / TP
59,694 / 55,023 / 69,038
Confidence
44%
40→44
Crypto BEAR phase outweighs RISK-ON macro. HOLD.
ETH-USD
AI_VWAP · 1h
1,568.61
Entry / SL / TP
1,568.61 / 1,443.12 / 1,819.59
Confidence
55%
50→55
Technical HOLD signal, mixed macro/market
XRP-USD
AI_VWAP · 4h
1.0384
Entry / SL / TP
1.0384 / 0.955328 / 1.2045
Confidence
55%
50→55
HOLD: Bearish crypto, technicals in downtrend.
SOL-USD
BEAR_DEFENSE · 1d
71.5300
Entry / SL / TP
71.5300 / 79.6722 / 59.3166
Confidence
50%
45→50
Bear market, holding cash is advised.
SIGNAL HISTORY — Recent 5
Strategy Performance — Coming Soon