AI Market Intelligence
AI-written tape note layered on top of deterministic factor breadth, volatility, and trend metrics. When DEEPSEEK_API_KEY is set, the prose is generated by DeepSeek; otherwise it falls back to the template.
Risk-On Regime Active
Constructive tape: 19/28 names hold their 200-day trend with contained volatility (24% annualized). Risk signals are quiet, but drawdown discipline still applies.
Space Economy / SpaceX Catalyst
Starship test progress, Starlink subscriber growth, and government/NASA contract flow set the tape for listed space and defense-space proxies. SpaceX itself stays private, so the read-through is indirect.
Dashed “ref” chips are outside the research universe — shown for context only, with no live factor read.
Estimated proxy-basket impact ranges from the demo catalyst engine. Research-only — not investment advice or a price prediction; the underlying catalyst is a private company, expressed only via public proxies.
Template memo means no live LLM key is configured or the LLM call failed safely.
LLM memo means prose is generated from deterministic backtest/factor payloads.
Numbers always come from the research engine, not from the language model.
Research software only. No financial advice.
Regime-aware insight cards with confidence, data quality, and a suggested research action. Research only.
Composite stress score is 19/100 from breadth, volatility expansion, momentum, and breadth-of-decline. 19/28 names hold their 200-day trend.
Track whether the regime persists before changing candidate priorities.
Average 20-day realized volatility is 24% and short-horizon volatility is near its 60-day baseline.
Review strategy drawdown and stop behavior before interpreting recent backtest strength.
Average 20-day momentum is 2.5%. Momentum leadership is intact but should be confirmed by breadth.
Avoid over-ranking strategies solely by trailing returns while momentum is unstable.
In a risk-on tape, lower-volatility and trend-holding names (19/28 above SMA200) tend to show improving relative strength as higher-beta leaders de-rate.
Compare defensive vs high-beta strategy drawdowns to confirm the rotation in your own backtests.
Average volume surge is 0.91x the 20-day baseline. Participation looks orderly, but gap risk rises if volume spikes into weakness.
Stress-test stop placement against overnight gaps rather than intraday fills.
68% of the watchlist holds its 200-day trend and 79% is lower today. Participation is reasonably broad.
Confirm whether candidate strategies depend on the few remaining leaders.
Methodology / Assumptions
- Input metrics are deterministic factor payloads: SMA200 breadth, 20-day momentum, annualized 20-day volatility, RSI, and provider metadata.
- Template memo appears when no LLM key is configured; LLM memo appears only when server-side DeepSeek generation succeeds.
- Numbers, source labels, and fallback flags come from the engine, not from generated prose.
- The memo is a research summary and is not investment advice.
19/28 symbols in the default watchlist are above SMA200. Average 20-day return is +2.5% and average annualized 20-day volatility is about 23.6%.
Volatility is within an observable range, but concentration and drawdown still need monitoring.
- XOM leads 20d return at +14.1%.
- CAT lags at -16.4%.
- XOM RSI14 at 86 is the watchlist extreme.
The market model combines SMA200 breadth, 20-day momentum, annualized volatility, and fallback/adjusted data checks to produce regime language for research workflow prioritization.
Trend filter across the default watchlist.
Calculated from 20-day close-to-close returns.
Annualized from daily returns.
Corporate-action-adjusted price series used when available.
Trend breadth
19/28 names above the 200-day average — mixed breadth.
Momentum leader
XOM leads 20-day return at +14.1%; CAT lags at -16.4%.
Volatility regime
Average annualized 20-day volatility is 23.6% — controlled; continuation setups are viable.
RSI watch
XOM RSI14 at 86 is the watchlist extreme — overbought.