3 August 2026

July 2026: Equity Rotation Meets a Steeper Yield Curve

The market regime remains finely balanced between expansion and slowdown, with the three primary probabilities generated by our model remaining essentially evenly distributed. The system’s average health score ended the period virtually unchanged, yet the nearly four-percentage-point decline in the share of assets trading above their 200-day moving average tells a very different story from the headline figures.

Technology is now the weakest sector in both the United States and Europe, while Energy, Financials, and Healthcare lead the rankings on both sides of the Atlantic. Within the U.S. fixed-income market, the two extremes of the entire system coexist: short-duration Treasuries recorded the strongest recovery of the period, while long-duration Treasuries posted the lowest health score among all 131 instruments covered.

Overall Score Overview

MetricCurrentPrevious MonthChange
Average Health Score51.0151.89−0.88
Average Momentum49.4851.69−2.21 (−4.3%)
Average Trend56.1756.69−0.52
System Average RSI50.2250.08+0.14
Assets in Bullish Territory33.6%36.6%−3.1 pp
Assets Above the 200-Day SMA59.5%63.4%−3.8 pp

None of the monitored assets currently has a health score above 70, indicating that the system shows no signs of extreme strength. At the opposite end of the spectrum, six assets remain below 35—long-duration Treasuries, natural gas, 7–10 year Treasuries, Consumer Discretionary, zero-coupon Treasuries, and European corporate bonds—all firmly in significant pressure territory. Overall, 25.2% of the system is currently classified as outright bearish.

The average health score remains in neutral territory, barely below last month’s reading of 51.89.

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