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.
Market Stress Detected
Volatility expansion detected: 9/28 names hold their 200-day trend and 82% of the universe is lower on the session. Strategy performance should be interpreted under stressed market conditions.
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 78/100 from breadth, volatility expansion, momentum, and breadth-of-decline. 9/28 names hold their 200-day trend.
Re-rank candidates by drawdown control and benchmark-relative resilience, not trailing return.
Average 20-day realized volatility is 46% and short-horizon volatility is expanding above its 60-day baseline.
Review strategy drawdown and stop behavior before interpreting recent backtest strength.
Average 20-day momentum is -5.2%. Recent winners are reversing sharply — trailing-return rank is less reliable here.
Avoid over-ranking strategies solely by trailing returns while momentum is unstable.
In a risk-off tape, lower-volatility and trend-holding names (9/28 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 1.45x the 20-day baseline. Heavy down-volume raises overnight gap risk for tightly-stopped strategies.
Stress-test stop placement against overnight gaps rather than intraday fills.
32% of the watchlist holds its 200-day trend and 82% is lower today. Narrow participation makes index-level strength fragile.
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.
21/28 symbols in the default watchlist are above SMA200. Average 20-day return is +2.7% and average annualized 20-day volatility is about 30.1%.
Volatility is within an observable range, but concentration and drawdown still need monitoring.
- META leads 20d return at +17.3%.
- AMT lags at -11.6%.
- JNJ RSI14 at 72 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
21/28 names above the 200-day average — broad participation.
Momentum leader
META leads 20-day return at +17.3%; AMT lags at -11.6%.
Volatility regime
Average annualized 20-day volatility is 30.1% — controlled; continuation setups are viable.
RSI watch
JNJ RSI14 at 72 is the watchlist extreme — overbought.