Daily Briefing · September 02, 2026 · Post-US Market [zh-TW]

ULTRA QUANT · DAILY BRIEFING

September 02, 2026

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

RISK-ON

Overall AI Stance · Score +35

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

RISK-ON

買入訊號：MELI (86%)。賣出訊號：SPY (75%)。RISK-ON 宏觀，美國市場 SIDEWAYS，加密貨幣/KR 看漲(BULLISH)。GCS 策略一致。技術性 SELL 訊號，GCS 觸及下軌。整體宏觀：RISK-ON (+35)。

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

Score +35RISK-ON

Sahm Rule

-0.03

Safe+10

10Y−2Y Spread

0.40

Normal+15

10Y−3M Spread

0.87

Normal+5

CPI YoY

3.5

Elevated-5

Fed Funds Rate

—

No data0

Fear & Greed

69 · Greed

Balanced0

DXY

99.7

Weak Dollar+10

Unemployment

—

No data0

ScoreSahm+10 · Spread+15 · 3M+5 · CPI-5 · DXY+10 = +35

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 2026-09-01

7,631.47

SIDEWAYS

-1.0% vs MA20 · Sideways

MA20Below (7,712)

ADX14 — Weak

TrendSideways

Bitcoin · data 2026-09-01

77,140.45

BULL

+5.4% vs MA20 · Strong BULL

MA20Above (73,156)

ADX43 — Strong

TrendStrong BULL

VIX · data 2026-09-01

16.34

Normal

+9.5% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Energy leading

能源 (XLE)

+10.7%×1.05

醫療保健 (XLV)

+5.9%×1.05

材料 (XLB)

+0.1%×1.05

消費必需品 (XLP)

-0.1%×1.00

通訊 (XLC)

-1.0%×1.00

金融 (XLF)

-1.2%×1.00

科技 (XLK)

-1.7%×1.00

房地產 (XLRE)

-2.5%×1.00

消費非必需品 (XLY)

-3.1%×0.90

公用事業 (XLU)

-3.5%×0.90

工業 (XLI)

-7.3%×0.90

L4 Rotation SignalRecovery — Financials·Energy·Industrials leading

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

BUY 1 · SELL 1 · HOLD 8

SPY

GCS · 1d

SELL

761.78

Entry / SL / TP

761.78 / 773.21 / 731.31

Confidence

75%

68→75

Technical SELL signal, GCS lower bound break.

AAPL

GCS · 1d

HOLD

325.13

Entry / SL / TP

325.13 / 338.14 / 320.25

Confidence

55%

50→55

Strategy HOLD signal; market phase neutral

NVDA

AI_VWAP · 1d

HOLD

217.44

Entry / SL / TP

217.44 / 202.74 / 246.84

Confidence

55%

50→55

HOLD signal; CONV <=50% by rule

TSM

GCS · 1d

HOLD

414.00

Entry / SL / TP

414.00 / 420.21 / 397.44

Confidence

41%

37→41

Mixed signals: RISK-ON, SIDEWAYS mkt. TA HOLD.

MELI

GCS · 1d

BUY

1,963.49

Entry / SL / TP

1,963.49 / 1,924.22 / 2,061.66

Confidence

86%

78→86

RISK-ON macro, sideways US market, bullish crypto/KR. GCS strategy aligned.

005930.KS

MA_ALIGN · 1d

HOLD

261,000

Entry / SL / TP

261,000 / 254,535 / 264,233

Confidence

55%

50→55

MA alignment incomplete, awaiting signal.

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

77,206

Entry / SL / TP

77,206 / 73,346 / 84,927

Confidence

55%

50→55

HOLD due to MTF condition not met despite bullish macro

ETH-USD

GCS · 1h

HOLD

2,414.04

Entry / SL / TP

2,414.04 / 2,377.83 / 2,534.74

Confidence

50%

45→50

Technical HOLD signal, macro/market mixed.

XRP-USD

AI_VWAP · 1h

HOLD

1.3483

Entry / SL / TP

1.3483 / 1.2404 / 1.5640

Confidence

54%

49→54

Strategy HOLD, macro RISK-ON, market BULLISH, RSI neutral

SOL-USD

AI_VWAP · 4h

HOLD

99.6100

Entry / SL / TP

99.6100 / 91.6412 / 115.55

Confidence

55%

50→55

AI_VWAP HOLD signal; RISK-ON macro & BULL crypto.

SIGNAL HISTORY — Recent 5

SAP09/01 22:07BUY212.04

ASML09/01 22:07BUY1,665.14

PBR09/01 22:07BUY20.3300

VALE09/01 22:07BUY15.1200

SHIB-USD09/01 22:06HOLD0.000005

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →