File: ROSTConsumer Discretionary · Large capCLIPPED · 2026-09-14
ROST
Ross StoresMkt cap $75B
Sector benchmark XLY
Sector benchmark XLY
230.04
−0.3%
±2.4%into Sep 18224.51–235.57±2.4%monthly224.51–235.57Pullback · CandidateKnife · TurnedMomentum · Held 5mo · #43DP short-vol · 52% ▴ above 20d
Price · 6 months · daily
6m high255.23
6m low206.81
Vol vs 20d avg0.6× · quiet
Off 52-wk high-9.9%
Dark pool FINRA · T+1
12Selection 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)0.8
Sector RS vs XLY
−1.2%vs XLY · 63 sessions
ROST vs XLY · 3m−1.2%
ROST vs XLY · 6m+9.6%
ratio of closes, rebased — a relative read, not a peer percentile
Gamma profile CBOE delayed
Call wall230.00
Zero-gamma228.75
Put wall220.00
Spot vs zero-γ0.6% above
Dealer postureshort gamma · chases moves
nearest expiry 2026-09-18 · heuristics · full profile →
Gamma history nightly
23 Jul → 14 Sep · full history →
Session over session 11 Sep → 14 Sep
Expected move · monthly 18 Sep2.40%−0.46 pp
Call and put wallheld their strikes
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Holding above zero-gamma (228.75) — dealer hedging dampens moves above it. The 230.00 call wall is the nearest-expiry ceiling heuristic; 220.00 is the floor. Options price ±2.4% into Sep 18. Dark-pool short volume at 52% and above vs its 20-day. The pullback screen flagged a reclaim candidate on Aug 24. The falling-knife screen has it turned after a 15% sell-off.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.