Daily Briefing · September 29, 2026 · Post-US Market [zh-CN]

ULTRA QUANT · DAILY BRIEFING

September 29, 2026

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

RISK-ON

Overall AI Stance · Score +25

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

RISK-ON

买入信号：AAPL (100%), NVDA (96%), TSM (77%)。卖出信号：SOL-USD (87%)。RISK-ON 宏观环境，领涨科技板块，看涨信号。RISK-ON，领涨科技板块，看涨技术指标。整体宏观：RISK-ON (评分 +25)。

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

Score +25RISK-ON

Sahm Rule

-0.07

Safe+10

10Y−2Y Spread

0.32

Normal+15

10Y−3M Spread

—

No data0

CPI YoY

3.7

Elevated-5

Fed Funds Rate

—

No data0

Fear & Greed

74 · Greed

Balanced0

DXY

101.2

Neutral0

Unemployment

4.1

Healthy+5

ScoreSahm+10 · Spread+15 · CPI-5 · Unemp+5 = +25

RISK-ON

风险偏好升高 — 看好成长型资产

L2Market DirectionS&P500 · BTC · VIX

MIXED

S&P 500 · data 2026-09-28

7,683.69

BULL

+0.2% vs MA20 · Weak BULL

MA20Above (7,671)

ADX10 — Weak

TrendWeak BULL

Bitcoin · data 2026-09-28

83,129.49

BULL

+3.1% vs MA20 · Strong BULL

MA20Above (80,664)

ADX43 — Strong

TrendStrong BULL

VIX · data 2026-09-28

16.07

Normal

+8.1% 1d · Volatility Index

Low< 15

Normal15 – 25

High / Extreme> 25 / > 35

L4Sector StrengthUS 11 Sectors · ETF momentum

Technology leading

科技 (XLK)

+4.9%×1.05

医疗保健 (XLV)

+0.4%×1.05

能源 (XLE)

-0.3%×1.05

通信 (XLC)

-1.3%×1.00

工业 (XLI)

-4.5%×1.00

必需消费品 (XLP)

-3.1%×1.00

房地产 (XLRE)

-6.2%×1.00

金融 (XLF)

-6.4%×1.00

材料 (XLB)

-6.5%×0.90

非必需消费品 (XLY)

-6.8%×0.90

公用事业 (XLU)

-7.5%×0.90

L4 Rotation SignalEconomic expansion — Tech·Consumer·Industrials leading

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

BUY 5 · SELL 1 · HOLD 4

SPY

GCS · 1d

HOLD

765.61

Entry / SL / TP

765.61 / 754.13 / 796.23

Confidence

55%

50→55

HOLD signal. Risk-on macro, but sideways market.

AAPL

GCS · 1d

BUY

338.40

Entry / SL / TP

338.40 / 333.32 / 351.94

Confidence

100%

94→100

RISK-ON macro, leading tech sector, positive signals.

NVDA

AI_VWAP · 1d

BUY

228.86

Entry / SL / TP

228.86 / 216.81 / 252.95

Confidence

96%

83→96

RISK-ON, leading tech sector, positive technicals

TSM

GCS · 1d

BUY

452.88

Entry / SL / TP

452.88 / 446.09 / 471.00

Confidence

77%

70→77

RISK-ON macro, leading tech, positive TA signals.

MELI

GCS · 1d

HOLD

1,712.41

Entry / SL / TP

1,712.41 / 1,746.66 / 1,626.79

Confidence

50%

45→50

Sideways market & weak technicals, HOLD signal.

005930.KS

MA_ALIGN · 1d

HOLD

270,000

Entry / SL / TP

270,000 / 263,933 / 282,133

Confidence

50%

45→50

MA alignment incomplete. Awaiting stronger signal for entry.

BTC-USD

MTF_ORDERFLOW · 15m

HOLD

83,106

Entry / SL / TP

83,106 / 78,950 / 91,416

Confidence

55%

50→55

Bullish macro/market, but technicals indicate HOLD.

ETH-USD

GCS · 1h

BUY

2,668.66

Entry / SL / TP

2,668.66 / 2,615.29 / 2,748.72

Confidence

85%

77→85

RISK-ON macro, BULL crypto, GCS HOLD signal aligned with phase.

XRP-USD

AI_VWAP · 1h

BUY

1.4781

Entry / SL / TP

1.4781 / 1.3599 / 1.7146

Confidence

92%

84→92

Bullish macro, crypto phase, and tech sector. Aligned with VWAP.

SOL-USD

AI_VWAP · 4h

SELL

117.37

Entry / SL / TP

117.37 / 123.94 / 88.1265

Confidence

87%

79→87

Tech leading, RISK-ON macro, SELL signal strength 95%.

SIGNAL HISTORY — Recent 5

SAP09/28 22:07HOLD209.31

ASML09/28 22:07BUY1,771.41

PBR09/28 22:07HOLD20.6500

VALE09/28 22:06HOLD13.5900

DOGE-USD09/28 22:06BUY0.092510

Strategy Performance — Coming Soon

Market Analysis

L1 · L2 · L4 deep dive →

Stock Analysis

All signals · 50+ tickers →