Daily Briefing · October 12, 2026 · Post-US Market [zh-TW]

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ULTRA QUANT · DAILY BRIEFING

October 12, 2026

Post-US Market · 07:00 KST · 6-Layer AI Analysis

RISK-ON

Overall AI Stance · Score +30

L6UQ AI Engine · Final JudgementLLM Synthesis · L1×L4 adjusted

RISK-ON

買入訊號：SPY (77%), AAPL (95%), NVDA (90%)。看漲的宏觀/市場，領先的行業板塊，向上的VWAP趨勢。看漲的宏觀，領先的科技行業板塊，強勁的VWAP趨勢。整體宏觀：RISK-ON（評分+30）。

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

Score +30RISK-ON

Sahm Rule

0.0

Safe+10

10Y−2Y Spread

0.44

Normal+15

10Y−3M Spread

0.99

Normal+5

CPI YoY

3.7

Elevated-5

Fed Funds Rate

3.75

Neutral0

Fear & Greed

61 · Greed

Balanced0

DXY

102.2

Neutral0

Unemployment

4.2

Healthy+5

ScoreSahm+10 · Spread+15 · 3M+5 · CPI-5 · Unemp+5 = +30

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 2026-10-09

7,811.54

BULL

+1.4% vs MA20 · Weak BULL

MA20Above (7,705)

ADX10 — Weak

TrendWeak BULL

Bitcoin · data 2026-10-11

83,399.63

SIDEWAYS

-1.0% vs MA20 · Sideways

MA20Below (84,213)

ADX34 — Strong

TrendSideways

VIX · data 2026-10-09

14.84

Low

-3.7% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Technology leading

科技 (XLK)

+6.0%×1.05

醫療保健 (XLV)

+3.7%×1.05

能源 (XLE)

+0.5%×1.05

必需消費品 (XLP)

+0.7%×1.00

非必需消費品 (XLY)

+0.1%×1.00

公用事業 (XLU)

-1.6%×1.00

金融 (XLF)

-4.1%×1.00

工業 (XLI)

-1.6%×1.00

房地產 (XLRE)

-3.4%×0.90

材料 (XLB)

-2.5%×0.90

通訊 (XLC)

-1.6%×0.90

L4 Rotation SignalDefensive rotation — Staples·Utilities·Healthcare leading

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

BUY 6 · SELL 0 · HOLD 4

SPY

AI_VWAP · 1d

BUY

778.57

Entry / SL / TP

778.57 / 765.38 / 804.95

Confidence

77%

70→77

Bullish macro/market, leading sectors, upward VWAP trend.

AAPL

AI_VWAP · 1d

BUY

336.64

Entry / SL / TP

336.64 / 323.15 / 363.62

Confidence

95%

82→95

Bullish macro, leading tech sector, strong VWAP trend

NVDA

AI_VWAP · 1d

BUY

229.28

Entry / SL / TP

229.28 / 217.92 / 252.01

Confidence

90%

78→90

Bullish macro/market, tech leading, VWAP uptrend.

TSM

AI_VWAP · 1d

BUY

453.31

Entry / SL / TP

453.31 / 430.48 / 498.97

Confidence

96%

87→96

RISK-ON macro, BULL market, Tech leader, VWAP bullish

MELI

AI_VWAP · 1d

BUY

1,889.85

Entry / SL / TP

1,889.85 / 1,773.61 / 2,122.34

Confidence

86%

78→86

RISK-ON macro, BULL market, leading tech sector. Strategy aligned.

005930.KS

GCS · 1d

HOLD

262,000

Entry / SL / TP

262,000 / 258,070 / 272,480

Confidence

55%

50→55

Mixed signals, HOLD prevails due to KR market phase

BTC-USD

GCS · 4h

BUY

83,504

Entry / SL / TP

83,504 / 82,252 / 87,679

Confidence

77%

70→77

RISK-ON macro, bullish tech, GCS above center, RSI neutral

ETH-USD

GCS · 1h

HOLD

2,531.62

Entry / SL / TP

2,531.62 / 2,405.04 / 2,569.59

Confidence

50%

45→50

Sideways market, weak tech signal. Holding.

XRP-USD

GCS · 4h

HOLD

1.4086

Entry / SL / TP

1.4086 / 1.3382 / 1.4368

Confidence

38%

35→38

Mixed signals; RSI below 50, GCS below center

SOL-USD

AI_VWAP · 4h

HOLD

110.76

Entry / SL / TP

110.76 / 101.95 / 128.38

Confidence

55%

50→55

HOLD: Sideways crypto market, bullish macro, strategy HOLD signal.

SIGNAL HISTORY — Recent 5

SAP10/11 22:06HOLD214.78

ASML10/11 22:06HOLD1,780.34

PBR10/11 22:06HOLD25.3000

VALE10/11 22:06HOLD13.6200

SHIB-USD10/11 22:06HOLD0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →