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MOS
Markets · Options · Signal
June 11, 2026 · All times ET
Regime BULL Day 12
Market Snapshot · 10:08 ET
S&P 500
730.60
+0.71%
Nasdaq
705.29
+1.67%
Dow
503.93
+0.74%
Russell 2k
286.74
+1.66%
VIX
20.85
-6.17%
20Y Bond
85.33
+0.52%
Gold
373.72
-0.23%
Silver
57.87
+0.36%
Oil
133.36
-0.70%
USD
28.07
+0.09%
CNN Fear & Greed
28 Fear
wk -26 · mo -39
Key Technical Levels
SPY Trend: Neutral Sup: 722.59 Res: 745.01 RSI: 44.7
QQQ Trend: Neutral Sup: 686.37 Res: 720.78 RSI: 48.5
Econ Calendar
7 high-impact · Thu Jun 11 – Fri Jun 12 · as of 10:08 ET
Thu Jun 11
08:15 EU Deposit Facility Rate (Jun) — est. 2.25%, prev. 2.00%
08:15 EU ECB Interest Rate Decision (Jun) — est. 2.40%, prev. 2.15%
08:30 US Initial Jobless Claims — est. 220K, prev. 225K
08:30 US PPI (MoM) (May) — est. 0.7%, prev. 1.1%
08:45 EU ECB Press Conference
Fri Jun 12
02:00 GB GDP (MoM) (Apr) — est. -0.1%, prev. 0.3%
02:00 DE German CPI (MoM) (May) — est. -0.2%, prev. 0.6%
Macro Snapshot
10:11 ET
Indicator Value Change
2Y Yield 4.13% +0bps
10Y Yield 4.55% +2bps
Spread +42bps Steepening
DXY 100.17 +0.22%
VIX/3M 0.94 Contango
BZ–WTI 0.9877
$94.45 · $95.63
z -2.77 · Long spread · ρ 92%
GDXJ–GLD 0.2559
$95.38 · $372.66
z -2.05 · Long spread · ρ 86%
BTC $62,891 +2.3%
ETH $1,649 +1.8%
ETH/BTC 0.0262
Sector Rotation · Today
10:11 ET
Technology
+1.40%
XLK
Industrials
+1.27%
XLI
Materials
+1.23%
XLB
Utilities
+0.82%
XLU
Cons. Discr.
+0.67%
XLY
Health Care
+0.52%
XLV
Real Estate
+0.27%
XLRE
Energy
+0.23%
XLE
Cons. Staples
+0.23%
XLP
Financials
-0.08%
XLF
Communication
-0.28%
XLC
In today's BULL regime, tech, industrials, and materials lead, while defensives like staples lag, suggesting a clear risk-on rotation into cyclical strength.
Regime Timeline
HMM Regime Detection — SPY 90-day timeline
From the Desk · BULL Day 12 (prev. close)
“The market remains in a bull regime for 12 days, with the S&P 500 and Dow up 0.71% and 0.74% respectively, while the Nasdaq and Russell 2k led gains with +1.67% and +1.66%. Worth watching is the divergence between the ECB's rate hike and Lagarde's warning of spreading inflation risk, alongside the US PPI climbing at its fastest pace in over three years.”
— The MOS Quantitative Desk
Policy Risk Monitor — White House
Trump is unlikely to rip up CUSMA, his trade deal with Canada and Mexico. Here's why
CBC 6h ago
$EWC$EWWAutoEnergy
Trump's Economy Hired Nearly 1 Million Healthcare Workers While Every Other Sector Lost Jobs. Here's Where to Put Your Money
24/ 1d ago
$SPYConsumerRetail
US trade court to Trump administration: speed up tariff refunds
SOU 1d ago
$FXI$SPYAuto Sector
US trade judge urges Trump administration to speed up tariff refunds
RTR 1d ago
$FXI$SPYAuto Sector
A record 63% of Americans disapprove of how Donald Trump is handling the economy
YOU 1d ago
Crowd Signal
250 posts · 5 subs · 10:11 ET
Trending tickers across Reddit · r/wallstreetbets · r/stocks · r/options · r/thetagang · r/StockMarket
Scoring: mention count × cross-sub breadth · pts = upvotes · N/M subs = appeared in N of M subreddits scanned
SMCI bullish 16
“SMCI dropped 28% today”
WSB 2112 pts · 3/5 subs
NVDA mixed 16
“Thanks Nokia”
WSB 1041 pts · 5/5 subs
QQQ mixed 16
“Can we discuss the suspicious sell off this morning?”
STK 885 pts · 5/5 subs
SPY mixed 15
“Tried to join bulls today but we know where the money is🐻📉”
WSB 89 pts · 5/5 subs
R mixed 14
“Daily Discussion Thread for June 11, 2026”
WSB 176 pts · 5/5 subs
META mixed 12
“If mass cash burning SpaceX valued more than giant cash printer Meta, I certainl…”
STK 94 pts · 5/5 subs
WISH mixed 11
“Wish Me Luck”
WSB 239 pts · 5/5 subs
AMD bullish 11
“AMD is literally funding a startup with $350M just so they can buy AMD chips.”
WSB 1633 pts · 5/5 subs
Insider Wire
2627 Form 4s filed · 10:08 ET
Notable open-market transactions · SEC EDGAR · 2026-06-06 to 2026-06-11
CEOs and insiders are dumping shares ahead of earnings, particularly notable in tech with Dell's major stakeholders and Vicr's CEO unloading large positions.
Ticker Insider Value
SELL DELL Silver Lake Partners IV, … Insider $32.5M
SELL CRWV McBee Brannin Chief Development Officer $19.8M
SELL DELL Silver Lake Partners V DE… Insider $13.7M
SELL vicr VINCIARELLI PATRIZIO Chairman and CEO $5.6M
SELL vicr VINCIARELLI PATRIZIO Chairman and CEO $5.5M
SELL UCTT Savage Sheri CFO $1.3M
Short Interest Monitor
25 scanned · 10:12 ET
FINRA short interest via Yahoo · ~10 days (FINRA via Yahoo) · squeeze risk = SI% × days-to-cover
Ticker SI % DTC MoM Squeeze
UPST 33.1% 5.4d +2.5% HIGH
BYND 27.8% 2.6d +12.3% ELEVATED
SMCI 16.5% 1.7d -7.6% ELEVATED
SOFI 14.7% 2.5d +15.7% LOW
GME 14.4% 6.2d -0.7% MODERATE
RIVN 14.1% 4.6d +1.8% MODERATE
CVNA 13.6% 6.0d +4.1% MODERATE
MSTR 11.4% 2.5d -7.6% LOW
Phantom Float · Squeeze Action Monitor
8132 scanned · 77 SEC-confirmed· 3 red · 51 yellow
Ticker Struct Ignit Final Hldrs Flags Bucket
MNPR 0.39 0.85 0.46 68% GRINDCOVERELEVATM RED
FTK 0.59 0.65 0.46 54% GRINDADDELEV RED
WS 0.35 0.85 0.45 52% GRINDCOVERELEV RED
LCID 0.59 0.10 0.59 76% PREELEV YELLOW
RHI 0.35 0.65 0.50 56% PREGRINDADDELEV YELLOW
RBCAA 0.31 0.65 0.48 98% PREGRINDADDELEVATMDDUP? YELLOW
CBRL 0.31 0.65 0.48 36% PREGRINDADDELEVEarnings YELLOW
TRNS 0.18 0.85 0.45 50% IGNGRINDCOVERELEV YELLOW
TXG 0.27 0.85 0.42 60% GRINDCOVERELEV YELLOW
PHIN 0.10 0.85 0.42 31% IGNGRINDCOVERELEV YELLOW
+ 44 more yellow names not shown
Market Headlines
8 sources · 10:08 ET
Ghana’s World-Leading Stock Rally Spurs Liqueur Maker’s IPO
BBG 45m ago
Ghana's impressive stock market performance may attract more investors to the region, potentially boosting liquidity for upcoming IPOs, such as the Liqueur Maker's offering. However, it's essential to monitor the sustainability of this rally, as a reversal could lead to risk-off sentiment and delayed IPOs. Keep an eye on Ghanaian market performance and global economic trends to gauge the potential for spillover effects in African markets.
FJ World Bank forecasts GDP growth in emerging market and developing economies at 3.6% in 2026 vs 4.4% in 2025, down 0.4 percentage points from the January forecast.
The World Bank's downgraded growth forecast for emerging markets may lead to reduced investment in these regions, potentially causing a downward revision of growth expectations. This could, in turn, strengthen the USD. Nevertheless, if economic data releases contradict this forecast, sentiment could rebound. Watch for upcoming economic data and World Bank updates to assess the accuracy of this forecast.
37m ago
FT ‘Anything could happen’: SpaceX IPO poses big test for Wall Street banks 4h ago
BBG ECB Hikes With Lagarde Warning That Inflation Risk Is Spreading
The ECB's interest rate hike, accompanied by a warning about spreading inflation risks, may lead to a stronger Euro and adjusted market expectations. This could potentially decrease European equities. However, if economic data deteriorates, the ECB might pivot towards a dovish stance, sparking a risk asset relief rally. Monitor ECB updates and European economic data to gauge the impact of this policy shift.
1h ago
BBG US PPI Climbs at Fastest Pace in More Than Three Years
The surge in US PPI may lead to increased bets on Fed rate hikes, causing USD strength and pressure on risk assets. However, if inflation reverses, the Fed might adopt a dovish stance, leading to a risk asset rebound. Keep an eye on US economic data and Fed updates to assess the trajectory of inflation and monetary policy.
1h ago
FJ World Bank: Global GDP growth could slow to 1.3% in 2026 if energy supply disruptions prove more severe and come with 'substantial financial stress.'
The World Bank's warning of a potential global growth slowdown could lead to risk-off sentiment, decreased investment in risk assets, and safe-haven demand. However, severe energy supply disruptions might cause stagflation concerns and a commodity price shock. Monitor economic data releases, World Bank updates, and energy market developments to gauge the likelihood of these scenarios.
37m ago
FJ World Bank cuts 2026 global GDP growth forecast to 2.5% vs 2.6% in January forecast, amid the impact of the Middle East war. 37m ago
FJ World Bank forecasts US 2026 GDP growth rate at 2.2%, unchanged from January forecast, up from 2.1% in 2025. 36m ago
Financial Wire
Top 5 · AI digest · 10:08 ET
FJ ECB Lagarde: Inflation to 2% by 2027
ECB sees inflation returning to target in Autumn 2027
42m ago
FJ World Bank Cuts 2026 GDP Growth Forecast
Global GDP growth seen at 2.5% in 2026, down from 2.6% forecast
37m ago
FJ ECB Forecasts 2026 Oil Price at $96.9
ECB assumes oil price of $96.9 in 2026 for forecasts
21m ago
FJ Brent Crude Prices Seen at $94 in 2026
World Bank forecasts Brent crude prices at $94 per barrel in 2026
35m ago
FJ UAE, Iran Meet to Ease Tensions
Middle East tensions ease with UAE, Iran meeting
22m ago
Source: FinancialJuice · 40 flashes scanned
Research Digest
10:11 ET
AIS $73.30 +4.3% Bullish
Composite 76 1M +3.4% 3M +63.3% 1Y +167.1% DOWN
AIS ETF has surged 119% in 2026, outpacing major semiconductor funds, amid SpaceX IPO excitement and growing interest in space-based data centers. However, the sector faces risks, including lofty valuations and a recent Blue Origin test explosion. The market may be overlooking potential volatility in the space sector.
ZAC Anticipated SpaceX IPO ETFs: Massive Hype or Real Opportunity?
ZAC The Zacks Analyst Blog Highlights ORBX, MARS, JEDI, AIS and UFO
ETF The Best-Performing AI ETF of the Year Isn't a Pure Chip Play
INTC $116.53 +8.9% Bullish
Composite 49 1M -11.3% 3M +136.6% 1Y +384.8% DOWN
Target $87
Intel stock jumped after a surprise double upgrade from Bank of America, citing CPU growth. The analyst target price is $87. However, with a composite score of 49/100 and a trend of DOWN, the market may be mispricing the sustainability of this growth.
YHO Intel stock pops on upgrade from BofA on CPU growth
YHO Why the SpaceX, OpenAI, and Anthropic IPOs won't derail the bull market
GUR Intel Stock Jumps After BofA Surprise Double Upgrade
NVDA $202.42 +1.0% Bullish
Composite 37 1M -9.2% 3M +9.4% 1Y +39.2% DOWN
Target $309
Nvidia stock rose as the company made strides in robotics and AI, with a new investment showcasing its ambitions. The stock has lagged peers over the past year but has returned +39.2% in the last 12 months. Risks include a potential mispricing of AI fears and competition.
YHO Why the SpaceX, OpenAI, and Anthropic IPOs won't derail the bull market
YAH Why Super Micro stock is plunging & Cracker Barrel stock is surging
MOT I'm Interested in Buying SpaceX Stock, Just Not At the IPO. Here's Why I Plan to Wait.
Options · Portfolio · Actionable Picks
Analyst Moves
10:12 ET
Ticker Rating Buy / Hold / Sell Period
AVGO Buy 52 / 4 / 0 2026-06-01
NVDA Buy 63 / 4 / 1 2026-06-01
AMZN Buy 71 / 5 / 0 2026-06-01
MSFT Buy 61 / 5 / 0 2026-06-01
META Buy 63 / 9 / 0 2026-06-01
SNDK Buy 25 / 4 / 0 2026-06-01
CSCO Buy 23 / 10 / 0 2026-06-01
AAPL Buy 38 / 15 / 2 2026-06-01
IPO Calendar
10:12 ET
Date Company Range Size
Jun 11 FRBT Forbright, Inc. — $182M
Jun 12 SPCX SPACE EXPLORATION TECHNOLOGIES CORP — $86.2B
Jun 18 FCBM First Carolina Financial Services, Inc. — $101M
Congressional Trades
9 disclosures · 14d
US Senate & House financial disclosures · STOCK Act · FMP
Member Ticker Type Amount
James E Hon Banks PTON Sale $1,001 - $15,000
Gilbert Cisneros TCBI Purchase $1,001 - $15,000
Gilbert Cisneros COO Purchase $1,001 - $15,000
Gilbert Cisneros TEL Purchase $1,001 - $15,000
Gilbert Cisneros SFTBY Purchase $1,001 - $15,000
Gilbert Cisneros LGND Purchase $1,001 - $15,000
Gilbert Cisneros WDAY Sale $15,001 - $50,000
Gilbert Cisneros TSLA Purchase $1,001 - $15,000
Market Movers
FMP real-time
Top Gainers
WTO +106.8% $2.07 TOVX +68.3% $0.41 UBXG +52.8% $4.95 AMPGR +46.8% $4.09 TMDE +44.5% $1.31
Top Losers
DSY -51.4% $3.50 ATOS -41.4% $2.58 VSME -39.3% $1.25 IZM -38.2% $0.48 PAVS -36.2% $0.32
Unusual Options Volume
15 scanned · 10:12 ET
Ticker Total Vol Calls Puts P/C Hottest Strike
SPY 429,370 167,713 261,657
1.56
$730C 14,244 vol
SPY: Elevated put buying, P/C=1.56, suggests protective hedge or bearish bet ahead of potential market pullback.
QQQ 269,821 132,014 137,807
1.04
$700C 13,691 vol
QQQ: Neutral flow, P/C=1.04, mixed signal with equal call and put activity, no clear directional bet.
TSLA 163,571 94,878 68,693
0.72
$650C 8,794 vol
TSLA: Call-heavy flow, P/C=0.72, indicates bullish positioning, with traders buying calls, especially $650C.
NVDA 111,896 61,464 50,432
0.82
$205C 12,240 vol
NVDA: Slightly call-heavy flow, P/C=0.82, suggests moderate bullish bets, with $205C seeing significant interest.
AMD 28,781 19,554 9,227
0.47
$480C 3,101 vol
AMD: Aggressive call buying, P/C=0.47, implies bullish directional bet, with traders targeting $480C.
Income Plays
10:11 ET
DOCN CC Best Quality High · max 2% $18B · Earnings May 05
$185C 36 DTE +90.9% ann. +10.2% OTM Δ 0.09 POP 91%
DigitalOcean has priced an $800M upsized stock offering, raising funds, according to Stocktwits.
AAOI CC Craziest Return Low · max 1% $14B · Earnings May 07
$172C 21 DTE +226.0% ann. +4.5% OTM Δ 0.20 POP 80%
Applied Optoelectronics' stock sank 13% following a report on a delay in the rollout of its Co-Packaged Optics (CPO) technology.
ALAB CC Safest High · max 2% $61B · Earnings May 05
$390C 43 DTE +88.6% ann. +14.6% OTM Δ 0.06 POP 94%
ALAB stock has rocketed 60% this month, with one analyst seeing a further 43% upside, according to Stocktwits.
Portfolio Hedge
SPY $728 · QQQ $702 · VIX 21.0
Optimal single-put hedge for a $100K portfolio · β-matched sizing for uniform protection across -5% to -20% · roll every 60 days
✓ VIX 21.0 — Below 22.0 threshold. Puts are cheap — good time to hedge.
SPY Puts
Profile Strike Exp Qty Prem Cost Ann %
Defensive
β=0.65
$720P 70d 1 $17.96 $1,796 9.4%
Balanced ●
β=0.85
$740P 70d 1 $26.02 $2,602 13.6%
Aggressive
β=1.10
$714P 70d 2 $16.17 $3,234 16.9%
Scenario: 1× SPY $740P 70d (β=0.85 portfolio)
Scenario SPY Coverage NLV
Pullback -5% $692 113% $97,950
Correction -10% $656 99% $97,342
Bear leg -15% $619 95% $96,734
Crash -20% $583 93% $96,126
QQQ Puts
Profile Strike Exp Qty Prem Cost Ann %
Defensive
β=0.65
$695P 70d 1 $27.82 $2,782 14.5%
Balanced ●
β=0.85
$715P 70d 1 $36.59 $3,659 19.1%
Aggressive
β=1.10
$685P 70d 2 $24.02 $4,804 25.0%
Scenario: 1× QQQ $715P 70d (β=0.85 portfolio)
Scenario QQQ Coverage NLV
Pullback -5% $667 113% $96,891
Correction -10% $632 98% $96,151
Bear leg -15% $597 93% $95,412
Crash -20% $562 90% $94,672
One near-ATM put per 100 shares of β-adjusted exposure · roll at 30d remaining · near-ATM strikes provide uniform -5% to -20% coverage unlike OTM ladders · 10:11 ET
June 2026 Picks — SD50 Portfolio (MTD)
Jun 01 – Jun 11 (MTD) · Hit rate: 31/62 · Avg return: -1.7% · YTD: +31.3%
Systematic monthly portfolio · 5 low-correlation signal streams spanning large-cap quality, broad-universe value, thematic momentum, high-volatility mean-reversion, and static hedges · multi-timeframe scoring across 7,000+ symbols · no discretionary overrides
 
Live Track Record · since 2025-07 · 11 months
Return +76.7% Ann. 86.1% Sharpe 3.40 Max DD -4.5%
Win% 82% Alpha +61.3% SPY +22.4% $100K → $176,675
Full backtest · 2006-02–2026-05 · 244 months
Total 4,795% Ann. 21.1% Sharpe 1.21 Max DD -33.8%
Win% 67% Alpha +11.9% SPY 493% $100K → $4,894,877
Growth of $100K — SD50 Portfolio vs benchmarks
Chart not visible? View on web
Ticker Wt% Return
CBOE 12.8% +0.1%
CSCO 5.5% -2.0%
AVGO 5.2% -17.4%
SNDK 4.2% +1.0%
LEA 3.2% -1.8%
GLW 3.2% -0.8%
MNST 2.8% +2.7%
GOOGL 2.6% -7.0%
UNP 2.6% +1.5%
UMC 2.3% -10.7%
TRP 2.3% +5.1%
AMD 2.1% -6.1%
COHR 2.0% +2.2%
INTC 2.0% +8.0%
CAT 1.8% +2.2%
ARM 1.8% -18.5%
NJR 1.6% +3.7%
SENEA 1.6% +2.7%
AAPL 1.6% -5.2%
MGA 1.6% -0.9%
AIZ 1.6% +4.3%
KYIV 1.6% -5.3%
GIII 1.6% +7.6%
CNC 1.6% +4.0%
ALAB 1.5% +12.6%
CORZ 1.5% -7.4%
BBVA 1.4% -4.1%
STRZ 1.3% +8.0%
HWM 1.3% -0.0%
BTSG 1.3% +2.9%
MU 1.3% -10.4%
 
Ticker Wt% Return
CELC 1.2% -29.4%
PL 1.2% -28.3%
MXL 1.2% -10.7%
RKLB 1.1% -9.6%
WDC 1.1% -6.8%
TSM 1.0% -3.4%
SOBO 1.0% +4.7%
MYRG 1.0% -6.9%
NVT 1.0% -4.7%
ENB 1.0% +3.5%
NWPX 1.0% +3.2%
MSGS 0.9% +3.4%
SXI 0.9% +5.4%
SNEX 0.8% +10.3%
CWBC 0.8% +6.2%
APH 0.7% +3.1%
INDB 0.6% +4.8%
WTS 0.6% +3.5%
EQBK 0.6% +4.4%
GM 0.6% -3.9%
SAIC 0.5% -0.2%
RY 0.5% +5.3%
CORO 0.5% -3.0%
TJX 0.3% +10.5%
RBA 0.2% +1.2%
NVDA 0.2% -9.5%
MSFT 0.2% -14.7%
LLY 0.2% +6.0%
TSLA 0.2% -6.5%
AMZN 0.2% -8.9%
META 0.2% -6.2%
Important Disclosures
The MOS Regime Inference is powered by a proprietary quantitative engine utilizing a Mixture-of-Experts (MoE) Hidden Markov Model ensemble. It combines Bayesian probabilistic state detection with deep learning sequence models across dozens of cross-asset features to identify structural market shifts and early-warning crisis indicators. This model is experimental and subject to inherent statistical uncertainties.
Timing. The issue date above is the publication (send) date. The regime badge, regime_latest.json snapshot, and embedded regime timeline chart are produced when this issue is built: we run hmm_validation_suite.py --inference at the start of that pipeline using the latest trading rows then available in the price cache (often through the prior U.S. session close when today’s full session bar is not yet in the panel). Running inference again later the same day can change SPY, VIX, PBT, and leverage readouts. The timeline chart is a rolling ~90-day view frozen at send time; back-to-back archived issues can look very similar when history overlaps.
This newsletter is for informational and educational purposes only and does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Options trading involves substantial risk of loss and is not suitable for all investors. Past performance, including backtested results, does not guarantee future returns. Backtested performance has inherent limitations: it is constructed with the benefit of hindsight, does not reflect actual trading, and may not account for all market conditions, transaction costs, or liquidity constraints. The author may hold positions in securities mentioned. All data is believed reliable but accuracy is not guaranteed. Consult a licensed financial advisor before making investment decisions.
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MOS · EST. 2025 · NEW YORK
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