Strasmore Research
Market recaps wey dey break am down Matt ConnorBy Matt Connor · Updated 2026-07-25

Wetin Happun for Market Di Week of July 6, 2026

Chip crash, bounce, and summer most violent open. NVDA Friday rally make index quiet, but most stocks fall. MU dollar volume pass SPY sef. QQQ and SPY small gain.

Di week wey start July 6, 2026 be like semiconductor wahala wey dress like calm index. Inside five sessions: chip market crash, bounce, di summer most violent open, and NVDA Friday recovery — net result for SPY na +1.4%. Two facts tell di story: MU print more dollar volume pass SPY itself across di week, and more liquid stocks fall pass di ones wey rise for week wey di growth index gain 1.8%. Every number wey dey below na from stored query.

Di week wey show for board

Di changes for di week start from Thursday July 2 regular close (July 3 na Independence Day closure) go reach Friday July 10 own. Di rows dey follow alphabetical order.

QuerySPY / QQQ / DIA / IWM — week wey start July 6 against July 2 close, plus di change for di week before
The exact SQL behind every number
SELECT ticker,
    round(argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-02') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS prior_week_close,
    round(argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-06') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS week_close,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-06') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
         / argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-02') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS week_change_pct,
    round((argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-02') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199)
         / argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-26') AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS prior_week_change_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
  AND window_start >= '2026-06-22 13:30:00' AND window_start < '2026-07-10 20:00:00'
GROUP BY ticker
ORDER BY ticker

Di split na di main tori: QQQ +1.8% and SPY +1.4% against DIA -0.4% and IWM -0.5%. Growth carry everything; di Dow and di small-cap index finish one green-index week for red. Wetin dis week be, e no wide reach.

Di week against di trailing year

QuerySPY week inside trailing-year picture (open-to-close weekly returns, ~53 weeks)
The exact SQL behind every number
SELECT round(anyIf(ret, wk = toDate('2026-07-06')), 2) AS week_open_to_close_pct,
       arrayCount(x -> x > anyIf(ret, wk = toDate('2026-07-06')), groupArrayIf(ret, wk != toDate('2026-07-06'))) + 1 AS rank_best,
       count() AS weeks_compared,
       toString(min(wk)) AS first_week,
       anyIf(sessions, wk = toDate('2026-07-06')) AS sessions_this_week
FROM (
    SELECT toStartOfWeek(toDate(toTimeZone(window_start, 'America/New_York')), 1) AS wk,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (argMax(toFloat64(close), window_start) / argMin(toFloat64(open), window_start) - 1) * 100 AS ret
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2025-07-06 00:00:00')
      AND window_start < toDateTime('2026-07-11 00:00:00')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY wk
    HAVING sessions >= 3
)

Wen dem measure am from open to close, SPY week rank na 20 out of 53 trailing weeks — e just dey middle. One week wey get di summer most dramatic single open (Thursday) plus im sharpest sector rout (Tuesday) still land for middle of di table: di violence cancel imself out — ordinary na di result.

Five sessions, one arc

QuerySPY by session — close, change, and share volume, July 6-10
The exact SQL behind every number
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS spy_close,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / any(prev) - 1) * 100, 1) AS change_pct,
    round(toFloat64(sum(volume)) / 1e6, 1) AS spy_shares_m
FROM global_markets.delayed_stocks_minute_aggs
INNER JOIN (
    SELECT d, lagInFrame(c) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
        GROUP BY d
    )
) AS p ON toDate(toTimeZone(window_start, 'America/New_York')) = p.d
WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-07-06 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
GROUP BY et_date
ORDER BY et_date

Di arc: Monday come back from holiday with gap up wey growth lead (+0.9%, recap); Tuesday di semiconductor complex break while di index only give back -0.5% (recap); Wednesday di chips bounce hard and di index just siddon (-0.3%, recap); Thursday di whole tape turn green on di wildest open for summer (+0.8%, recap); Friday NVDA lead quiet finish (+0.4%, recap) to $754.9 close.

Di two names wey dey centre of Tuesday rout, receipted:

QueryTuesday rout: INTC and TER, July 7 close against July 6 close
The exact SQL behind every number
SELECT ticker, round((c7 / c6 - 1) * 100, 1) AS day_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00')) AS c6,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-07 13:30:00' AND window_start < '2026-07-07 20:00:00')) AS c7
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('INTC', 'TER')
      AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-07 20:00:00'
    GROUP BY ticker
)
ORDER BY ticker

Tuesday move for both names: INTC -9.6%, TER -9.6%, against SPY own -0.5% for di session.

Wetin dem tok

Our prose dey observe; we quote di week narratives with names join. First, di feed attention across di four names wey dey di center of di whipsaw, out of 981 articles for di week:

QueryFeed coverage by day: articles wey tag NVDA, MU, INTC, TER — July 6-10
The exact SQL behind every number
SELECT toDate(toTimeZone(published_utc, 'America/New_York')) AS d,
       countIf(has(tickers, 'NVDA')) AS nvda_articles,
       countIf(has(tickers, 'MU')) AS mu_articles,
       countIf(has(tickers, 'INTC')) AS intc_articles,
       countIf(has(tickers, 'TER')) AS ter_articles
FROM global_markets.stocks_news
WHERE published_utc >= '2026-07-06 00:00:00' AND published_utc < '2026-07-11 04:00:00'
  AND toDate(toTimeZone(published_utc, 'America/New_York')) >= '2026-07-06'
  AND toDate(toTimeZone(published_utc, 'America/New_York')) <= '2026-07-10'
GROUP BY d
ORDER BY d

We no paraphrase dose headlines here. Dem read am straight from di stored feed:

QueryWetin di news feed really carry, verbatim (The Motley Fool, rout day and bounce day)
The exact SQL behind every number
SELECT toString(toDate(toTimeZone(published_utc, 'America/New_York'))) AS session,
       JSONExtractString(publisher, 'name') AS outlet,
       title AS headline
FROM global_markets.stocks_news
WHERE toDate(toTimeZone(published_utc, 'America/New_York')) IN ('2026-07-07', '2026-07-08')
  AND JSONExtractString(publisher, 'name') = 'The Motley Fool'
  AND (positionCaseInsensitive(title, 'Burry') > 0 OR positionCaseInsensitive(title, 'Sandisk Stock Pop') > 0)
ORDER BY session, title

On di rout day di feed carry The Motley Fool own "Michael Burry Just Revealed His Next Big Short, and It's a Bet Against Nvidia, Micron, and AMD"; on di bounce day di same outlet ask "Why Did Sandisk Stock Pop Today?." NVDA Friday rally show with no catalyst headline at all — na only valuation-framed pieces; cause no dey known from dis data.

Two findings: MU (17 articles) cover pass NVDA (13) exactly one time — Wednesday, di bounce day (NVDA lead di other four); and TER, half of di rout hardest-hit pair, dem tag am 0 times on di day e break and zero every other day. Na one feed attention, no be di world media.

Breadth: one green week wey most stocks fall

QueryWeekly breadth: July 10 close against July 2 close, names wey get $5M+ traded during di week
The exact SQL behind every number
SELECT
    countIf(cw > cp AND cp > 0 AND dv >= 5000000) AS advancers,
    countIf(cw < cp AND cp > 0 AND dv >= 5000000) AS decliners,
    countIf(cp > 0 AND cw > 0 AND dv >= 5000000) AS measured_names,
    round(100.0 * countIf(cw > cp AND cp > 0 AND dv >= 5000000) / countIf(cp > 0 AND cw > 0 AND dv >= 5000000), 1) AS advancer_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00')) AS cw,
           sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-06 13:30:00') AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
        OR (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-11 00:00:00'))
    GROUP BY ticker
)

For di 6319 names wey trade at least $5M inside di week, 3270 fall against 3015 wey rise — na just 47.7% be di share of advancers for one week wey di growth index gain 1.8%. Na di biggest members of di index manufacture di green week; di median stock get red one. Di same narrowness wey di Friday recap catch for one session, e compound across five.

Di sector scoreboard

Where di fallings happen? Di ten SPDR sector ETFs, from July 2 close reach July 10, in alphabetical order:

QuerySector ETFs, full-week change: July 10 close against July 2 close
The exact SQL behind every number
SELECT ticker, round((cw / cp - 1) * 100, 1) AS week_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS cw
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('XLB', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
      AND ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
        OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

Four out of di ten sectors close positive, but na only two wey get any real margin: energy (XLE, +3.5%) and tech (XLK, +2.9%) lead di pack. Financials (+0.2%) and consumer discretionary (+0.1%) close just small above flat. Di other six, from materials (-2.1%) go reach healthcare (-1.8%), finish for red. Outside those two clear winners, di board just dey face down.

Di tape leader: MU trade pass di index. For one week.

QueryTop names by regular-hours dollar volume, full week July 6-10
The exact SQL behind every number
SELECT ticker,
       round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 1) AS week_dollar_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-10 20:00:00'
  AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
  AND ticker NOT IN ('SPCX')
GROUP BY ticker
ORDER BY week_dollar_bn DESC
LIMIT 6

MU print 164B of regular-hours dollar volume across di five sessions — e dey ahead of SPY own wey be 137.3B. One single memory stock wey trade pass di S&P 500 ETF for one whole week dey remind us of June (MU deep-dive for June); NVDA (107.1B), di AI/GPU bellwether for di week, and SNDK (88B), anoda memory name, complete di top five for di week. Di whipsaw no be just price — na where di market money spend di whole week dey argue.

Di net result of di whipsaw: same complex, opposite weeks

Di fourteen chip names wey drive every story for di week, measure across di whole week — from July 2 close reach July 10. Rows dey alphabetical.

QueryDi chip complex full-week change — July 10 close against July 2 close, fourteen names
The exact SQL behind every number
SELECT ticker,
       round((cw / cp - 1) * 100, 1) AS week_pct
FROM (
    SELECT ticker,
           toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
           toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS cw
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AMD', 'AVGO', 'INTC', 'KLAC', 'LRCX', 'MRVL', 'MU', 'NVDA', 'SNDK', 'SOXL', 'SOXS', 'STX', 'TER', 'WDC')
      AND ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
        OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

After one rout, one bounce, one monster open, and one Friday rally, di complex no travel together — e split for middle. AVGO (+11%), STX (+11%), SNDK (+9.9%), NVDA (+8.5%), and WDC (+8.1%) finish with big green weeks; INTC (-8.8%) get one brutal one, and di equipment names wey star for Thursday giant gaps — KLAC (-1.8%), LRCX (-0.3%) — round-trip to roughly flat. Di punchline: MU, di name wey out-trade di S&P 500 ETF all week, net +0.3%. 164 billion dollars change hands to move di price almost nowhere — di purest picture of one market wey dey argue with itself at maximum volume.

Di new ticker for di week: SK Hynix US debut

Friday add one listed member join di memory complex wey own di week tape — di debut, wey dem receipt:

QuerySK Hynix US debut: di raise, di delayed open, di close against offer, and where di first-day tape rank for 2026
The exact SQL behind every number
WITH ipo AS (
    SELECT toFloat64(final_issue_price) AS offer, toFloat64(total_offer_size) AS raise
    FROM global_markets.stocks_ipos
    WHERE issuer_name = 'SK Hynix Inc' AND listing_date = '2026-07-10'
    LIMIT 1
),
debuts AS (
    SELECT a.ticker AS t, sum(toFloat64(a.close) * toFloat64(a.volume)) AS debut_rth_dollars
    FROM global_markets.delayed_stocks_minute_aggs a
    INNER JOIN (
        SELECT multiIf(replaceAll(ticker, ' ', '') = 'SKHY', 'SKHYV', replaceAll(ticker, ' ', '')) AS tk, listing_date
        FROM global_markets.stocks_ipos
        WHERE listing_date >= '2026-01-01' AND listing_date <= '2026-07-10'
    ) l ON a.ticker = l.tk
    WHERE a.window_start >= '2026-01-01 00:00:00' AND a.window_start < '2026-07-11 00:00:00'
      AND toDate(a.window_start) = l.listing_date
      AND (toHour(a.window_start) * 60 + toMinute(a.window_start)) BETWEEN 810 AND 1199
    GROUP BY a.ticker
)
SELECT
    round((SELECT offer FROM ipo), 2) AS offer_px,
    round((SELECT raise FROM ipo) / 1e9, 1) AS raised_bn,
    (SELECT countIf(toFloat64(total_offer_size) > (SELECT raise FROM ipo)) FROM global_markets.stocks_ipos WHERE listing_date >= '2026-01-01' AND listing_date <= '2026-07-10') AS bigger_2026_raises,
    round((SELECT max(toFloat64(total_offer_size)) FROM global_markets.stocks_ipos WHERE listing_date >= '2026-01-01' AND listing_date <= '2026-07-10') / 1e9, 1) AS biggest_2026_raise_bn,
    round(toFloat64(argMinIf(open, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')), 2) AS first_rth_px,
    toHour(toTimeZone(minIf(window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'), 'America/New_York')) * 60
        + toMinute(toTimeZone(minIf(window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'), 'America/New_York')) AS first_rth_bar_et_minute,
    formatDateTime(toTimeZone(minIf(window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'), 'America/New_York'), '%H:%i') AS first_rth_bar_et,
    round(toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')), 2) AS debut_close,
    round((toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) / (SELECT offer FROM ipo) - 1) * 100, 1) AS close_vs_offer_pct,
    round(toFloat64(argMinIf(open, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
        - toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')), 2) AS faded_from_first_print,
    round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00') / 1e9, 2) AS rth_dollar_bn,
    (SELECT count() FROM debuts) AS debuts_measured_2026,
    (SELECT countIf(debut_rth_dollars > (SELECT debut_rth_dollars FROM debuts WHERE t = 'SKHYV')) + 1 FROM debuts) AS debut_dollar_rank_2026,
    round((SELECT max(debut_rth_dollars) FROM debuts) / 1e9, 1) AS biggest_2026_debut_bn
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SKHYV' AND window_start >= '2026-07-10 04:00:00' AND window_start < '2026-07-11 00:00:00'

Di raise: $28.1 billion for $158.14 per share — na only one 1 US raise for 2026 big pass am, SpaceX own $75 billion June listing. As e no get prior close, di opening cross take reach 11:34 ET before dem see price: $170. Di close, $168.33, drop $1.67 from dat first print but still hold 6.4% above di offer. And di tape: $18.03 billion of regular-hours dollars — among 144 US debuts wey dem measure for 2026, na only SpaceX $81.2 billion first day heavy pass am.

Di biggest movers for di week

Apart from chips, who win and who lose? For one unadjusted tape, di week 30 reverse splits dey fake four-digit "gains", so dis boards no dey count splits wey happen inside di week and dem need $5 million wey dem trade.

QueryWeekly movers: ten biggest gainers and decliners, $5M+ traded, in-week splits no dey inside
The exact SQL behind every number
SELECT ticker, board, week_pct, week_dollar_m,
       round(100 * week_dollar_m / max(week_dollar_m) OVER (), 1) AS pct_of_dollar_max
FROM (
    SELECT 'gainers' AS board, ticker, round((cw / cp - 1) * 100, 1) AS week_pct, round(dv / 1e6, 1) AS week_dollar_m
    FROM (
        SELECT ticker,
               toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
               toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS cw,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-06 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-06' AND execution_date <= '2026-07-10')
          AND ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
            OR (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-11 00:00:00'))
        GROUP BY ticker
        HAVING cp > 0 AND cw > 0 AND dv >= 5000000
    )
    ORDER BY week_pct DESC
    LIMIT 10
    UNION ALL
    SELECT 'decliners' AS board, ticker, round((cw / cp - 1) * 100, 1) AS week_pct, round(dv / 1e6, 1) AS week_dollar_m
    FROM (
        SELECT ticker,
               toFloat64(argMaxIf(close, window_start, window_start < '2026-07-03 00:00:00')) AS cp,
               toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00')) AS cw,
               sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-06 13:30:00') AS dv
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker NOT IN ('SPCX')
          AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-06' AND execution_date <= '2026-07-10')
          AND ((window_start >= '2026-07-02 13:30:00' AND window_start < '2026-07-02 20:00:00')
            OR (window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-11 00:00:00'))
        GROUP BY ticker
        HAVING cp > 0 AND cw > 0 AND dv >= 5000000
    )
    ORDER BY week_pct ASC
    LIMIT 10
)
ORDER BY board DESC, abs(week_pct) DESC

To enter any board need big move: di smallest gainer wey show rise 67%, di smallest decliner print -44.6%. Even INTC im terrible chip week (-8.8%) no near any of di two bars. Di boards na small-cap territory with one loud exception: CRNX, +98% on $9660.5 million wey dem trade, di highest dollars among di twenty — Tuesday overnight near-double hold im gain reach Friday.

Di shorts: one file wey dem cut short inside one week wey dey complete otherwise

QueryDaily short-volume file coverage — tickers wey dey on file and total short shares, July 6-10
The exact SQL behind every number
SELECT toString(date) AS d,
       uniqExact(ticker) AS tickers_on_file,
       round(sum(short_volume) / 1e9, 2) AS short_shares_bn
FROM global_markets.stocks_short_volume
WHERE date >= '2026-07-06' AND date <= '2026-07-10'
GROUP BY date
ORDER BY date

Four out of di five daily short-volume files come complete, each one get roughly 15384 tickers. Tuesday July 7 own file carry only 4333 — e no even reach one-third of wetin di oda days get — and di total short shares (1.93B against ~4.62B for di complete days) drop to match. Di same kind cut-short pattern happen for di June 29 file (di recap for dat week), and July 7, out of all days, na im be di rout day. Make you treat any per-ticker short-volume claim about July 7 as something wey you no fit verify until dem refile di file.

Di options week: di same-day crowd follow calendar breathe

QueryOptions contracts and 0DTE share by session, July 6-10
The exact SQL behind every number
SELECT toDate(sip_timestamp) AS d,
       round(toFloat64(sum(size)) / 1e6, 1) AS contracts_m,
       round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = formatDateTime(toDate(sip_timestamp), '%y%m%d')) / sum(size), 1) AS pct_0dte
FROM global_markets.options_trades
WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'
GROUP BY d
ORDER BY d

Contract volume waka from 58.9M (Thursday, di lightest) go reach 65.6M (Friday, di heaviest). Di 0DTE share tell di calendar story: e drop go 28.7% for Thursday — session wey no get big expiry pull — den jump go 48.7% for Friday as di weeklies expire, di rhythm wey di expiration calendar dey predict. Di calendar still dey decide how big di same-day fraction go be.

Rates: e don dey climb small-small all week

QueryTreasury curve: di Friday July 10 print against di July 2 close, both late receipts on file
The exact SQL behind every number
SELECT
    round((toFloat64(anyIf(yield_2_year, date = '2026-07-10')) - toFloat64(anyIf(yield_2_year, date = '2026-07-02'))) * 100) AS chg_2y_bp,
    round((toFloat64(anyIf(yield_10_year, date = '2026-07-10')) - toFloat64(anyIf(yield_10_year, date = '2026-07-02'))) * 100) AS chg_10y_bp,
    round((toFloat64(anyIf(yield_30_year, date = '2026-07-10')) - toFloat64(anyIf(yield_30_year, date = '2026-07-02'))) * 100) AS chg_30y_bp,
    round(toFloat64(anyIf(yield_10_year, date = '2026-07-10')), 2) AS y10_fri_pct,
    round(toFloat64(anyIf(yield_30_year, date = '2026-07-10')), 2) AS y30_fri_pct,
    (SELECT count() FROM global_markets.treasury_yields WHERE date IN ('2026-07-09', '2026-07-10')) AS jul9_jul10_print_rows
FROM global_markets.treasury_yields
WHERE date IN ('2026-07-02', '2026-07-10')

If you measure am reach di final print for di week (Friday, July 10), di curve just move up almost parallel from where e close di week before: 2-year +7 bp, 10-year +7 bp to 4.56%, 30-year +8 bp to 5.06% — no twist, na just level. Di July 9 and 10 prints come after we don write am with longer lag pass normal (2 rows dey on file now); dis section carry di complete week.

Di calendar wey dey behind di week

QueryDi week corporate calendar: filings, dividends, splits, news
The exact SQL behind every number
SELECT
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= '2026-07-06' AND filing_date <= '2026-07-10') AS filings_week,
    (SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-10') AS filings_friday,
    toInt64((SELECT count() FROM global_markets.stocks_sec_edgar_index WHERE filing_date = '2026-07-06'))
        - toInt64((SELECT max(c) FROM (SELECT count() AS c FROM global_markets.stocks_sec_edgar_index WHERE filing_date > '2026-07-06' AND filing_date <= '2026-07-10' GROUP BY filing_date))) AS monday_minus_next_busiest,
    (SELECT round(countIf(form_type = '4' AND filing_date = '2026-07-06') / countIf(form_type = '4' AND filing_date = '2026-07-10'), 1) FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= '2026-07-06' AND filing_date <= '2026-07-10') AS monday_over_friday_form4,
    (SELECT min(c) FROM (SELECT count() AS c FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= '2026-07-06' AND filing_date <= '2026-07-10' AND form_type = '424B2' GROUP BY filing_date)) AS min_daily_424b2,
    (SELECT max(c) FROM (SELECT count() AS c FROM global_markets.stocks_sec_edgar_index WHERE filing_date >= '2026-07-06' AND filing_date <= '2026-07-10' AND form_type = '424B2' GROUP BY filing_date)) AS max_daily_424b2,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-06' AND ex_dividend_date <= '2026-07-10') AS ex_dividends_week,
    (SELECT countIf(toFloat64(split_from) > toFloat64(split_to)) FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-06' AND execution_date <= '2026-07-10') AS reverse_splits_week,
    (SELECT countIf(toFloat64(split_to) > toFloat64(split_from)) FROM global_markets.stocks_splits WHERE execution_date >= '2026-07-06' AND execution_date <= '2026-07-10') AS forward_splits_week,
    (SELECT count() FROM global_markets.stocks_news WHERE toDate(toTimeZone(published_utc, 'America/New_York')) >= '2026-07-06'
        AND toDate(toTimeZone(published_utc, 'America/New_York')) <= '2026-07-10') AS news_week

18347 SEC filings, 560 ex-dividend records, 30 reverse and 9 forward splits, 981 news articles. Friday July 10 EDGAR index still dey transit when dis page first run (na ingest lag wey we don write about before). E don land since for 3135 filings, so di weekly total wey dey up now don count all five sessions.

Di filing week, by day and by form:

QuerySEC filings by session and form type, July 6-10
The exact SQL behind every number
SELECT toString(filing_date) AS d,
       count() AS filings,
       countIf(form_type = '4') AS form4,
       countIf(form_type = '8-K') AS form8k,
       countIf(form_type = '424B2') AS f424b2
FROM global_markets.stocks_sec_edgar_index
WHERE filing_date >= '2026-07-06' AND filing_date <= '2026-07-10'
GROUP BY filing_date
ORDER BY filing_date

Monday na di week heaviest filing session with 5019, e clear di next-busiest day by 1289, and di insider Form 4 na im biggest component: 2465 of dem, 3.6 times Friday own 694, for di first session after di four-day Independence Day break. Di steadiest line na di 424B2, di shelf-takedown prospectus wey banks dey file for structured notes: e hold one narrow band every session, 487 to 679. Insider paperwork dey breathe with di calendar. Di note machine no dey do like dat.

Friday file still carry di week newest ticker. SK Hynix paper trail into im US listing:

QuerySK Hynix SEC paper trail into im July 10 US listing
The exact SQL behind every number
SELECT toString(filing_date) AS filing_date,
       form_type
FROM global_markets.stocks_sec_edgar_index
WHERE issuer_name = 'SK hynix Inc.'
  AND filing_date >= '2026-06-01' AND filing_date <= '2026-07-10'
ORDER BY filing_date ASC, form_type ASC

Di registration statement for June, di amendment for Monday of dis week, di exchange certification for Thursday, den di last row: di 424B4 final prospectus, wey dem file 2026-07-10, di session wey di stock open. Di filing index and di tape agree on di date.

Di sessions wey dem verify

QuerySession verification: five sessions, no holiday, next scheduled closure
The exact SQL behind every number
SELECT
    uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions_in_week,
    toString(min(toDate(toTimeZone(window_start, 'America/New_York')))) AS first_session,
    toString(max(toDate(toTimeZone(window_start, 'America/New_York')))) AS last_session,
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-06' AND date <= '2026-07-10') AS holiday_rows_in_week,
    (SELECT toString(min(date)) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-10' AND status = 'closed') AS next_closure_date,
    (SELECT argMin(name, date) FROM global_markets.stocks_market_holidays WHERE date > '2026-07-10' AND status = 'closed') AS next_closure_name
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-10 20:00:00'
  AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199

5 full sessions, 2026-07-06 go reach 2026-07-10, no holiday wahala for inside di window — na di first five-session week since mid-June own. Di next closure wey dem schedule: Labor Day for 2026-09-07.

Wetin dey come

Next week, from our own tables:

QueryNext week on di calendar: closures, ex-dividends, and di monthly expiry pull
The exact SQL behind every number
SELECT
    (SELECT count() FROM global_markets.stocks_market_holidays WHERE date >= '2026-07-11' AND date <= '2026-07-17' AND status != 'open') AS closures_next_week,
    (SELECT count() FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS ex_dividends_next_week,
    (SELECT countIf(ticker IN ('AAPL', 'MSFT', 'JPM', 'KO', 'JNJ', 'XOM', 'CVX', 'PG', 'WMT', 'HD')) FROM global_markets.stocks_dividends WHERE ex_dividend_date >= '2026-07-13' AND ex_dividend_date <= '2026-07-17') AS household_ex_div_next_week,
    (SELECT round(100.0 * sumIf(size, substring(ticker, length(ticker) - 14, 6) = '260717') / sum(size), 1) FROM global_markets.options_trades WHERE sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00') AS jul17_expiry_pct_of_week_volume

Di holiday table show sey 0 closures dey next week — five full sessions. 640 ex-dividend records go fall inside am, none from di ten household names wey di panel dey check. Next Friday na di third Friday of July — di monthly options expiration — and contracts wey go expire dat day don already carry 14% of dis week options volume. One receipt still dey open: di July 9 and July 10 treasury prints (2 rows on file), a zero-bounded tripwire wey dey hold dis page regeneration until Treasury file land. Friday EDGAR index, di page oda tripwire, don already land and dem don read am in full above.

FAQ

How stock market take be for di week of July 6, 2026?

Di mata divide: SPY go up 1.4% and QQQ 1.8%, DIA and IWM finish for red, and 3270 out of 6319 liquid stocks wey dem measure fall.

Which sector perform best for di week of July 6, 2026?

Energy: XLE gain 3.5%, e dey ahead of tech wey get +2.9% — na dem be di two clear winners among di ten. Financials and consumer discretionary sef close small positive (+0.2%, +0.1%), while di other six dey for red.

How SK Hynix US stock market debut go?

E raise $28.1 billion — na di second-largest US raise for 2026, behind SpaceX — and e close im first session 6.4% above di $158.14 offer price, on top of $18.03 billion regular-hours turnover.

When di next monthly options expiration dey?

Na di third Friday of July — di Friday wey dey come after dis week. Contracts wey go expire dat day don already carry 14% of dis week options volume.

Data notes

All timestamps na UTC; regular hours na 13:30-20:00 UTC per session; week boundaries dey run from July 2 regular close reach July 10 own. Di weekly trailing rank dey use OPEN-to-close returns, so e different from di close-to-close scoreboard — dem label both. Weekly breadth dey compare July 2 and July 10 closes over one $5M-traded-in-week filter. One arrival tripwire dey bounded to zero: di July 9 and July 10 treasury prints. Friday EDGAR daily index land after dis page first run and dem don count am in full inside di weekly filings total, wey no be floor again. No VIX-style print dey show here: index implied-volatility series no get license for dis warehouse — dem dey read volatility from di tape (ranges, 0DTE share, quote behavior). Di IPO table dey store di debut ticker with one stray space; di debut panel dey join on di cleaned symbol.

How We Do Am

  • Where we dey get market data: na consolidated tape — delayed_stocks_minute_aggs for price and volume, options_trades for di options week.
  • How we handle time zone: di timestamps wey we store na UTC; we dey use toTimeZone(...) put ET label for SELECT lists; WHERE clauses dey use raw UTC literals.
  • Deterministic aggregates: we dey use tuple-keyed tie-breaks; prose claims wey we write na encoded bounds.
  • Where SEC filings dey come from: na stocks_sec_edgar_index, di daily EDGAR filing index, wey filing_date dey count.
  • Warehouse as-of date: na July 13, 2026; equity tapes, options trades, and di five EDGAR daily indexes for di week don fully enter. Di July 9 and July 10 treasury prints never still land.

Cross-links: di five dailies — Monday, Tuesday, Wednesday, Thursday, Friday — plus MU June deep-dive, when options dey expire, and di recap for di week wey pass.

#recap#weekly#spy#qqq#semiconductors#market structure