Day archive

2026-10-12

← 2026-10-10all days2026-10-13 →

Pre-market 2026-10-12T08:30

Market state: Trend since 2026-09-25 · Track #0 position: Holding SPY · Sentiment cool · Valuation extreme. S&P 500 pre-market +0.0%; yesterday +0.6%. No scheduled macro release today; next is CPI on 2026-10-14.

S&P 500
778.57
+0.6%
Nasdaq 100
751.27
+0.5%
Russell 2000
278.94
+0.5%
S&P 500 equal-weight
213.04
+0.5%
Mag-7
NVDA229.28-0.5%
MSFT535.07+2.4%
AAPL336.64-1.1%
AMZN262.43+3.3%
GOOGL351.66+1.0%
META718.67-0.3%
TSLA382.70+2.1%
11 sectors
Real Estate XLRE+1.9%
Health Care XLV+1.6%
Consumer Discretionary XLY+1.0%
Financials XLF+0.9%
Utilities XLU+0.8%
Technology XLK+0.5%
Industrials XLI+0.5%
Materials XLB+0.3%
Consumer Staples XLP+0.0%
Energy XLE-0.2%
Communication XLC-1.5%
Candidates: 🔒 2026-10-16 (Gap follow-through)
Market state: Trend since 2026-09-25 · Track #0 position: Holding SPY · Sentiment cool · Valuation extreme.

Post-close 2026-10-12T16:30

S&P 500 -0.1%, Nasdaq 100 -0.7%, Russell 2000 -0.4%. 8 of 11 sectors up; led by Energy, Consumer Staples; lagging: Technology, Consumer Discretionary. Breadth in line with the index. Mag-7: 4 of 7 up, best Meta, worst Nvidia. VIX 15.2 (+2.5%).

S&P 500
778.10
-0.1%
Nasdaq 100
746.04
-0.7%
Russell 2000
277.90
-0.4%
S&P 500 equal-weight
213.19
+0.1%
Mag-7
NVDA226.32-1.3%
MSFT541.15+1.1%
AAPL340.97+1.3%
AMZN259.53-1.1%
GOOGL352.72+0.3%
META742.96+3.4%
TSLA378.03-1.2%
11 sectors
Energy XLE+1.4%
Consumer Staples XLP+1.2%
Communication XLC+1.0%
Real Estate XLRE+0.8%
Health Care XLV+0.7%
Financials XLF+0.6%
Utilities XLU+0.5%
Materials XLB+0.0%
Industrials XLI-0.1%
Consumer Discretionary XLY-0.5%
Technology XLK-1.2%
Candidates: 🔒 2026-10-16 (Gap follow-through)
Market state: Trend since 2026-09-25 · Track #0 position: Holding SPY · Sentiment cool · Valuation extreme.

The morning letter free · 2026-10-12

The public edition leaves out the candidate names; they are free the same day with a free account. Sign up free

AEGIS Morning Letter · Mon Oct 12, 2026 · Free edition

Rules ran on the Oct 09 close; new names enter at today's close · same content, same time, to every subscriber

TODAY'S MARKET

State TREND (since Sep 25) · rule position SPY · temp green · Fear&Greed 45 · CAPE 41.9
Pre-market S&P fut +0.1% · Nasdaq fut -0.1% · VIX 15.4 · 10y 5.24% · oil +1.3% · gold -0.6% · BTC -0.7% (as of 08:30 ET)
No scheduled release today · ahead CPI Oct 14 (extreme), PPI Oct 15 (high) · earnings within 2 sessions C Oct 13, DPZ Oct 13, GS Oct 13, JNJ Oct 13, JPM Oct 13, UNH Oct 13, WFC Oct 13
TODAY'S ENTRIES · at the close · rules fingerprint 0d842165
SCR-3 Gap follow-through: +1 new (names in the Member edition this morning; free names publish 5 sessions later) · settled today T5 +3.4%, T5 +2.4%
SCR-1 Trend breakout / SCR-2 Mean reversion / SCR-5 Volume/price vector / SCR-4 Sector rotation: no new signal
AI research track (in trial · pool 9 · vetoed 1):
1. 🔒 public Oct 16 · score 4 · from ldr
2. 🔒 public Oct 16 · score 3 · from SCR-3
3. 🔒 public Oct 16 · score 3 · from ldr
Event tracks, 16 registered (fingerprint 93a651bf): 25 hit(s) yesterday (4 families killed in backtest), record only → https://aegistape.com/record.html#strats
All five screens are in live trial; no screen carries a verification badge yet. Killed strategies stay on the record.
NAMES NOW PUBLIC: not yet available for Oct 02 (archive starts with the first letter).
SCORECARD (settled windows only, vs SPY): SCR-3 n=5 median +2.44% hit 60% (net vs SPY) · SCR-1/SCR-2/SCR-5 n=0 · bar n>=100 and >=4 calendar quarters
Detail (both screens, events, 16 tracks, scorecard): https://aegistape.com/day/2026-10-12
PRE-MARKET VOLUME · RISK FLAGS (public filings, same day for everyone)
Pre-market volume (08:30 ET): no high-grade hits (307 with readings)
Planned insider sales (Form 144) 10: DELL $70.0M (See Remarks) · ANET $28.3M (Director) · WDAY $18.8M (10% owner) (+7 more)
News risk ≥7/10: AXP 7/10 — American Express fined $350 million for insufficient anti-money launde | EXPE 7/10 — Expedia inflated hotel prices, a new class action lawsuit alleges.
Full list (every Form 144 / 8-K / news / earnings flag, searchable): https://aegistape.com/risk.html
The operator trades the same pre-registered rules with personal funds, after publication, never before.
AEGIS Letter is an impersonal financial publication of general circulation. Same content, same time, to every subscriber. It is not personalized investment advice, not a broker-dealer or investment adviser, and manages no money.
Informational only. Not investment advice. All investing involves risk of loss. Sources: SEC EDGAR, exchange data, FRED. Data as of the 2026-10-09 close.
Member edition: today's names, a research note on every new candidate and the pre-market volume list. $19/mo · $149/yr.

Impersonal publication. Candidates are rule picks, not recommendations. No return is promised.