Tapeab
SPX 7,431.46 ▲0.5%VIX 17.7 ▼1.8XLB +1.9% ▲ DAY LEADERSPX CALL WALL 7525 · PUT WALL 7350BREADTH 62% > 200DNH−NL +35PANW STRADDLE ±138.8%BDX STRADDLE ±36.2%DVN STRADDLE ±31.9%REGIME RISK-ONXLB +3.1% ▲ WEEK LEADERDEALERS SHORT GAMMADARK POOL SVR (MKT) 46%PULLBACK SCREEN 90 CANDIDATESKNIFE SCREEN 53 WATCHING
Page 02The dossier — everything the lab knows about one name, on one sheetCINF
File: CINFCLIPPED · 2026-06-12

CINF

Mkt cap $25B
Sector benchmark XLF
169.01
+0.4%
±2.6%into Jun 18163.92172.68±2.6%monthly163.92172.68Pullback · CandidateKnife · Momentum · DP short-vol · 78% ▴ above 20d
Price · 6 months · daily
6m high171.64
6m low153.68
Vol vs 20d avg0.9×
Off 52-wk high-1.5%

Dark pool FINRA · T+1

31Selection score
frozen logit · OOS +0.145R · one era
SVR 50%SHORT-VOL RATIO · 40 SESSIONS
Short-vol ratio78% · above 20d
Off-exchange share30%
vs own 1-yr (z)2.1

Sector RS vs XLF

5.4%vs XLF · 63 sessions
CINF vs XLF · 3m−5.4%
CINF vs XLF · 6m+5.3%
ratio of closes, rebased — a relative read, not a peer percentile

Gamma profile CBOE delayed

Call wall165.00
Zero-gamma157.50
Put wall150.00
Spot vs zero-γ7.3% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-06-18 · heuristics · full profile →
Auto-note //Holding above zero-gamma (157.50) — dealer hedging dampens moves above it. The 165.00 call wall is the nearest-expiry ceiling heuristic; 150.00 is the floor. Options price ±2.6% into Jun 18. Dark-pool short volume at 78% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 5.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.