Page 02The dossier — everything the lab knows about one name, on one sheetMSCI
File: MSCIFinancials · Large capCLIPPED · 2026-06-12
MSCI
Mkt cap $45B
Sector benchmark XLF
Sector benchmark XLF
599.12
+0.8%
±3.2%into Jun 18580.74–619.24±3.2%monthly580.74–619.24Pullback · CandidateKnife · TurnedMomentum · —DP short-vol · 52% ▴ above 20d
Price · 6 months · daily
6m high643.83
6m low508.00
Vol vs 20d avg0.5× · quiet
Off 52-wk high-6.9%
Dark pool FINRA · T+1
32Selection score
frozen logit · OOS +0.145R · one era
frozen logit · OOS +0.145R · one era
Short-vol ratio52% · above 20d
Off-exchange share33%
vs own 1-yr (z)0.2
Sector RS vs XLF
+0.1%vs XLF · 63 sessions
MSCI vs XLF · 3m+0.1%
MSCI vs XLF · 6m+12.3%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall610.00
Zero-gamma595.00
Put wall610.00
Spot vs zero-γ0.7% above
Dealer posturelong gamma · dampens moves
nearest expiry 2026-06-18 · heuristics · full profile →
Auto-note //Holding above zero-gamma (595.00) — dealer hedging dampens moves above it. The 610.00 call wall is the nearest-expiry ceiling heuristic; 610.00 is the floor. Options price ±3.2% into Jun 18. Dark-pool short volume at 52% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Jun 12. The falling-knife screen has it turned after a 20% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.