ULTRA QUANT · DAILY BRIEFING
October 18, 2026
Post-US Market · 07:00 KST · 6-Layer AI Analysis
Overall AI Stance · Score +20
整體宏觀：中性（評分 +20）。
Sahm Rule
0.0
10Y−2Y Spread
0.35
10Y−3M Spread
0.83
CPI YoY
4.0
Fed Funds Rate
3.75
Fear & Greed
55 · Greed
DXY
101.8
Unemployment
4.2
訊號參半 — 建議採取平衡的部位配置
S&P 500 · data 2026-10-16
7,659.44
-1.0% vs MA20 · Weak BEAR
Bitcoin · data 2026-10-17
81,152.63
-2.7% vs MA20 · Weak BEAR
VIX · data 2026-10-16
19.99
+21.4% 1d · Volatility Index
SPY
NO_ENTRY · 1d
763.25
Entry / SL / TP
763.25 / 740.35 / 809.04
Confidence
0%
0→0
SPY BEAR 국면 진입 확인 — 검증된 전략 없어 신규 진입 보류 (2026-07-25 Bear Sweep: GCS/AI_VWAP/BEAR_DEFENSE/MTF_ORDERFLOW × 4h/1d 전 조합 MIN_TRADES 미달)
AAPL
BEAR_DEFENSE · 1d
343.46
Entry / SL / TP
343.46 / 356.86 / 323.37
Confidence
32%
35→32
Neutral macro, BEAR market. Hold due to tech uncertainty.
NVDA
BEAR_DEFENSE · 1d
214.13
Entry / SL / TP
214.13 / 226.06 / 196.24
Confidence
17%
18.9→17
Neutral macro, BEAR market, tech weak, HOLD signal.
TSM
BEAR_DEFENSE · 1d
412.61
Entry / SL / TP
412.61 / 437.17 / 375.78
Confidence
35%
35→35
BEAR market, neutral macro, HOLD signal.
MELI
BEAR_DEFENSE · 1d
1,834.00
Entry / SL / TP
1,834.00 / 1,947.61 / 1,663.58
Confidence
40%
40→40
Neutral macro, BEAR market phase, HOLD signal
005930.KS
BEAR_DEFENSE · 1d
215,500
Entry / SL / TP
215,500 / 241,544 / 176,433
Confidence
50%
50→50
Bear market, technicals recommend holding cash.
BTC-USD
AI_VWAP · 4h
81,084
Entry / SL / TP
81,084 / 76,843 / 89,567
Confidence
40%
40→40
BEAR market phase. Holding despite positive technicals.
ETH-USD
AI_VWAP · 1h
2,381.69
Entry / SL / TP
2,381.69 / 2,194.98 / 2,755.11
Confidence
40%
40→40
Neutral macro, BEAR market. AI_VWAP hold signal.
XRP-USD
AI_VWAP · 4h
1.2867
Entry / SL / TP
1.2867 / 1.1838 / 1.4926
Confidence
50%
50→50
Bear market context, AI_VWAP HOLD signal.
SOL-USD
BEAR_DEFENSE · 1d
102.50
Entry / SL / TP
102.50 / 111.86 / 88.4603
Confidence
35%
35→35
Neutral macro/market, HOLD signal, RSI low
SIGNAL HISTORY — Recent 5
Strategy Performance — Coming Soon