Bitcoin Jumps, the 10-Year Hits 5%, and Last Week's Winners Get Sold

September 18, 2026 · 16:22 ET

Investors spent Friday selling whatever had worked the week before: last week's biggest gainers slipped about 1% while last week's laggards held flat, and the most heavily shorted stocks trailed the pack. Yet riskier names rose anyway, so this was a reshuffle inside the risk trade rather than a retreat from it. Bitcoin did the heavy lifting, climbing almost 6% to about $81,000 and dragging crypto-linked stocks along: bitcoin holder Strategy jumped 16%, exchange Coinbase gained 12%, miner MARA rose 14%, and broker Robinhood added 9% after the SEC granted it a five-year exemption to trade tokenized U.S. stocks on its blockchain venue. Chipmakers also rallied, with the sector's biggest names up about 2%. Roughly $7 trillion of options expired at the close alongside the S&P's quarterly rebalance, but it showed up in trading volume rather than prices—the S&P 500 finished essentially flat.

Bonds were the day's one broad headwind. The 10-year Treasury yield finished at 5%, up about 6 basis points, with the 2-year near 4.75%, after the Bank of Japan raised rates to 1.25% on a 7-2 vote overnight. Oil went the other way, with crude down 2% to just under $100 in a third straight decline. Among individual stocks, steelmaker Nucor fell 6% after forecasting third-quarter earnings below Wall Street estimates, pulling rival Steel Dynamics down 4% and the materials sector into the red. Drug developer Xenon Pharmaceuticals plunged 31% after pausing enrollment in a late-stage trial of its depression treatment over safety findings, prompting Deutsche Bank to downgrade the stock.

The bigger picture is a pattern three months in the making: since late spring, each week's hottest stocks have been faded the following week, a stretch of reversals deeper than anything since 2020, though it has cooled since its late-August peak. It looks like hedge funds cutting and then rebuilding leverage over the summer rather than a verdict on any one company—and stocks favored by hedge funds actually outperformed Friday. Market-wide fear is low, with the VIX near 15 and well off its early-September high, even as individual stocks remain jumpy. On the economy, the New York Fed's nowcast kept fourth-quarter growth at 2.6% and third-quarter at 2.3%, while its longer-range model nudged 2026 core inflation up to 3.3% from 3.1%, a stickier path than Wall Street forecasts assume.

Friday's cross-section punished whatever had worked in the preceding week and rewarded almost everything else. Short-Term Momentum printed -0.51% at z=-1.7, and the faster companion agreed: One-Day Momentum, the factor that asks whether yesterday's movers kept going, came in at -0.24% at z=-0.8. Qualcomm (QCOM), which sat 2.2σ into the top decile of last week's gainers, closed -5.81% and gave up $11.5B of market value with no driver in the day's coverage.

FactorReturnZ-Score5d Z20d Z63d ZCategoryDirection
Short Interest-0.37%-2.2-0.7-1.3-0.2PositioningMost-shorted names lagged
Profitability+0.33%+1.8-0.1-0.8-1.8StyleProfitable names led
Short-Term Momentum-0.51%-1.7-1.7-1.4-3.7MomentumWeek-old moves reversed
Morning Activity-0.20%-1.6+0.3+0.6+2.3FlowHabitually early names lagged
Hedge-Fund Ownership+0.15%+1.3-0.9-1.2+0.7PositioningHedge-fund-owned names led
Semiconductors+0.74%+1.2-0.1+0.4-1.3ThematicChip names led
Bitcoin / Crypto+0.36%+1.2+1.0+1.3+0.8ThematicCrypto-linked names led
Beta+0.95%+1.0+0.3+0.4-1.2RiskHigh-beta names led

Short-Term Momentum Has Lost 9.19% Over 60 Sessions

This is not a one-day quirk. The 5-day trend factor has run -9.19% over the trailing 60 sessions, and its slope is negative at every lookback the buckets measure — a 63-day rank correlation of -0.79 between exposure and return. The names most exposed to last week's move have been marked down consistently for a quarter, whichever names those happened to be in any given week.

Short-Term Momentum — Cumulative Factor Return, Since 2020
The completed 63-day move of -8.9% through the prior close ranks in the bottom 0.1% of all 63-day windows since 2020, with the most recent extreme dated August 28.
Short-Term Momentum — Cumulative Factor Return, Since 2020
DateCumret Pct
2020-05-060.05
2020-05-29-0.94
2020-06-22-2.25
2020-07-15-2.29
2020-08-06-1.85
2020-08-28-1.45
2020-09-22-1.28
2020-10-14-1.24
2020-11-05-2.92
2020-11-30-3.69
2020-12-22-2.40
2021-01-15-1.91
2021-02-09-2.79
2021-03-04-1.58
2021-03-26-3.18
2021-04-20-2.80
2021-05-12-2.52
2021-06-04-1.28
2021-06-28-1.03
2021-07-21-3.04
2021-08-12-2.74
2021-09-03-3.08
2021-09-28-1.71
2021-10-20-0.50
2021-11-110.35
2021-12-06-0.51
2021-12-29-0.53
2022-01-210.45
2022-02-14-1.44
2022-03-09-0.19
2022-03-31-2.10
2022-04-25-1.43
2022-05-17-1.37
2022-06-09-1.32
2022-07-050.80
2022-07-270.43
2022-08-18-0.53
2022-09-12-0.97
2022-10-04-0.74
2022-10-26-0.09
2022-11-170.90
2022-12-120.44
2023-01-051.32
2023-01-300.48
2023-02-22-0.12
2023-03-160.75
2023-04-100.14
2023-05-02-0.14
2023-05-240.25
2023-06-16-0.62
2023-07-12-1.15
2023-08-03-2.40
2023-08-25-2.30
2023-09-19-2.52
2023-10-11-2.41
2023-11-02-1.94
2023-11-27-2.51
2023-12-19-1.97
2024-01-12-1.26
2024-02-06-1.11
2024-02-29-1.20
2024-03-22-0.24
2024-04-16-0.73
2024-05-08-2.21
2024-05-31-2.23
2024-06-25-2.91
2024-07-18-2.35
2024-08-09-2.59
2024-09-03-2.94
2024-09-25-2.84
2024-10-17-1.75
2024-11-08-2.13
2024-12-03-2.18
2024-12-26-1.23
2025-01-22-1.09
2025-02-13-1.32
2025-03-10-1.09
2025-04-01-1.38
2025-04-24-1.38
2025-05-16-2.82
2025-06-10-2.66
2025-07-03-2.08
2025-07-28-2.53
2025-08-19-2.65
2025-09-11-2.58
2025-10-03-1.94
2025-10-27-2.20
2025-11-18-0.61
2025-12-110.29
2026-01-06-0.84
2026-01-29-1.02
2026-02-23-0.21
2026-03-170.30
2026-04-091.56
2026-05-010.96
2026-05-260.43
2026-06-17-1.11
2026-07-13-1.46
2026-08-04-6.48
2026-08-26-7.97
2026-09-18-9.93

The membership of that basket rebuilds every week, which is what makes the run interpretable: each leg of the last three months has been faded in turn, not one position sold down repeatedly. Implied single-stock volatility is still high at 36.3 (Cboe VIXEQ, 74.5th percentile of its own history) while implied index volatility has come off — VIX at 14.9, 16% below its 20-session high of 17.84 set September 10. Hedge funds have been rebuilding gross leverage off late-summer lows after the earlier de-riskingFederal Reserve. A multi-week reversion run this deep, through that sequence, is indicative of deleveraging-and-releveraging churn rather than a view on any single name.

Bucket Return Profile — Short-Term Momentum z=-1.7
All four horizons slope the same way, with the highest-exposure names averaging -0.78% a day and the lowest-exposure names -0.16% — the reversion is coming from the top end, not a bounce at the bottom.
Bucket Return Profile — Short-Term Momentum z=-1.7
BucketRet 1D PctRet 5D Norm PctRet 20D Norm PctRet 63D Norm Pct
1-0.360.52-0.870.26
20.150.55-0.750.98
3-0.120.40-0.690.59
40.090.64-0.961.13
5-0.55-0.01-1.060.60
6-0.31-0.17-0.890.82
7-0.420.27-0.670.94
8-0.73-0.05-1.140.52
9-0.41-0.63-1.330.13
10-0.70-0.38-1.170.06
11-0.27-0.39-0.87-0.04
12-0.57-0.18-0.770.47
13-0.15-0.09-0.660.26
14-0.35-0.48-1.060.62
15-0.18-0.66-1.26-0.07
16-0.810.06-0.890.22
17-0.67-0.05-1.23-0.17
18-0.49-0.03-1.11-0.75
19-1.07-0.73-1.49-0.89
20-0.880.35-0.43-0.93

The 20-day z of z=-1.4 is materially milder than the 63-day reading, and the worst window was set through August 28 — the run has cooled from its summer extreme. Today's tape also refuses the de-risking read: Hedge-Fund Ownership paid +0.15% at z=+1.3 and +0.16% on a raw basis, and MTUM closed +1.14%.

Short Interest -0.37%: the Least-Shorted Names Rose 0.8%

The day's highest-conviction print was positioning, not direction. Short Interest returned -0.37% at z=-2.2, with the bottom decile — names carrying almost no reported short interest — up +0.8% while the most heavily shorted lagged. That is the model's largest persistent style drag doing exactly what it does, and it carried 1.59% of the session's cross-sectional variance, inside the top decile of its own year. Paired with the Beta bid, it leans toward appetite for risk, not away from it.

Today's Return by Short Interest Exposure z=-2.2
The spread is driven from the unshorted end — bucket 1 at +0.8% — rather than by weakness concentrated in the most-shorted names.
Today's Return by Short Interest Exposure z=-2.2
BucketAvg Ret Pct
10.81
2-0.15
3-0.12
40.16
5-0.09
6-0.21
7-0.35
8-0.61
9-0.13
10-0.47
11-0.60
12-0.43
13-0.48
14-0.44
15-0.60
16-0.67
17-1.09
18-0.79
19-1.52
20-0.99

The extreme example sits 2.7σ into the most-shorted end: Xenon Pharmaceuticals (XENE) closed -30.86%, erasing $1.7B of market value, after the company paused Phase 3 enrollment for azetukalner in depression on neuropsychiatric safety findings and Deutsche Bank cut the stock to Hold.

Bitcoin at $81,011 Pulled Strategy Up 16.4%

Bitcoin traded at $81,011 as of 4:11 PM ET, up +5.88% on the dayCNBCEconomic Times. The equity proxies went further than the Bitcoin/Crypto factor's +0.36% at z=+1.2 would carry: Strategy (MSTR) closed +16.38% and added $8.8B of market value, Coinbase (COIN) +11.57%, MARA Holdings +13.54% — overwhelmingly their own moves rather than the thematic complex. Robinhood (HOOD) closed +9.15% after the SEC granted a five-year innovation exemption for on-chain trading of tokenized U.S. stocks, the regulatory clearance its Layer-2 venue needed.

ETFThemeToday1d Ago5d Ago20d Ago63d Ago
WGMIcrypto miners+6.62%+3.68%+1.36%+2.30%-32.79%
BITOcrypto+6.13%+0.59%-0.87%+11.25%+18.22%
DRAMmemory chips & storage+3.29%+4.43%-1.33%+4.79%-17.40%
SMHsemiconductors+2.02%+2.76%+0.06%-0.06%-10.15%
MTUMmomentum+1.14%+2.10%+1.18%+0.28%-6.56%
IGVsoftware-1.36%+0.78%+4.53%+2.89%+18.64%
XLUutilities-1.20%+0.90%-1.95%-5.29%-5.63%
NLRnuclear power-2.61%+2.99%-6.16%-6.07%-11.30%

The thematic factors carried 5.7% of the session's cross-sectional variance, the 87.8th percentile since 2020 — crypto and chips both moving hard on their own stories. The Semiconductors factor added +0.74% at z=+1.2 with its top-exposure decile up +2.0%; Lumentum (LITE) +3.99% and Silicon Motion (SIMO) +6.82% were carried almost entirely by the day's beta and chip complex rather than anything company-specific.

A $7 Trillion Expiry and a 5.004% Ten-Year Into the Close

Roughly $7 trillion of options notional expired alongside the S&P quarterly reconstitution at the closeBloomberg. It showed up in the volume rather than the prices: IWB traded at 7.0× the typical session pace, IJR at 3.8×, MDY at 2.4×, while SPY closed the regular session +0.12%. Sandisk (SNDK) closed +10.89% ahead of its entry into the S&P 100 on MondayBloomberg, with roughly half of that move coming through the beta and liquidity axes rather than the index news.

Rates gave the session its only broad headwind: the 10-year finished at 5.004%, up 5.7 bps, with the 2-year at 4.754% and up 6.4 bps — the front end led, and TLT closed -0.68%CNBC. The Bank of Japan's hike to 1.25% on a 7-2 vote set the tone overnightBloomberg. Crude went the other way, WTI at $99.71 and down -2.16% in a third consecutive daily declineCNBCBloomberg.

Steel took the worst of the single-name damage outside health care: Nucor (NUE) closed -6.20% after guiding Q3 EPS to $5.55–$5.65, below consensusEconomic Times, with Steel Dynamics (STLD) -4.15% and the materials sector at -0.85%. Positioning data covering the September 15 session put aggregate CTA exposure to U.S. equities at a +1.1 z-score, down from +2.4 in late August — programmatic supply into quarter-end has room to run against a reversion pattern that is already three months old.

Economic Context

The S&P quarterly rebalance, effective at the 4:00 PM ET close, pushed multi-billion-dollar passive trades through the closing cross alongside the triple-witching expiryBloomberg. The New York Fed Staff Nowcast, released at 12:45 PM ET, held Q4 GDP bea.gov growth at 2.6% with Q3 unchanged at 2.3%. The New York Fed's DSGE update at 9:00 AM ET kept 2026 growth at 1.2% and revised 2026 core PCE bea.gov inflation up to 3.3% from 3.1% in June, a more persistent inflation path than the private-sector consensus carries.

Factor Regime Reference

Variance decomposition: live intraday — 20260918 session, bracketed against its trailing-year range. Factor returns are trailing through last close. Total cross-sectional dispersion: 17%ile of the past year.

Variance mix — % of total, today vs 1d ago vs 1-yr avg

market 28%ile style 68%ile thematic 92.8%ile idiosyncratic 43%ile

Today (live)
23%70%
1d ago
16%71%
1-yr avg
9%22%66%

Variance explained — today vs. factor's trailing-year range

Short-Term Momentum 3.19% · 95%ile Semiconductors 2.26% · 94%ile China 1.90% · 99%ile Short Interest 1.59% · 98%ile Profitability 1.30% · 95%ile Bitcoin / Crypto 1.16% · 95%ile Morning Activity 0.48% · 96%ile Size 1.42% · 82%ile Liquidity 1.10% · 84%ile Hedge-Fund Ownership 0.30% · 85%ile Beta 11.81% · 72%ile One-Day Momentum 0.61% · 68%ile

Marker = the factor's share of today's total variance, placed in its own trailing-year range (box 25–75%ile, ticks 90%ile and max). Amber marker = unusually load-bearing today (≥90%ile of its own year). Factor name green = up today / red = down.

Correlation & dispersion — realized vs implied

Pairwise realized correlation (20d): 9.06% 6.4%ile since 2020 · 78%ile 3m

Top-500 pairwise: 8.38% 5.0%ile since 2020 · 40%ile 3m · implied (Cboe COR1M): 9.59 3.5%ile of its own history (gap -1.2pp)

Realized 20d vol (ann. pts): all stocks 38 vs VIXEQ 36 · index 10 vs VIX 15 · style factors 18 66%ile

20-day window (19 completed days + today); percentiles vs model history since 2020; '3m' tokens rank vs the trailing 63 trading days; definitions in Terms below. Implied prints (Cboe) are delayed ~15 min. as of 15:58 ET

Top 50 high-beta momentum names (eq-wt, since-2020 rank): +2.5% 82%ile · rest of market -0.7%

Trailing factor returns

FactorToday1d5d20d60d
Style-Risk
Beta+0.95% z+1.0+1.52%+0.71%+1.89%-5.94%
International-0.13% z-0.4+0.22%-0.10%+0.79%+1.65%
Residual Volatility-0.09% z-0.2+0.32%+1.30%+0.82%+4.48%
Style
Profitability+0.33% z+1.8-0.17%-0.05%-0.65%-2.48%
Liquidity+0.38% z+1.4+0.06%+0.22%+1.10%+2.39%
Size+0.32% z+0.9+0.12%+0.69%+2.39%+1.66%
Dividend Yield+0.15% z+0.9+0.28%+0.21%+0.19%+0.10%
Leverage-0.13% z-0.8+0.01%-0.54%-0.94%-4.24%
Growth+0.08% z+0.3-0.19%+0.05%-0.35%+1.86%
Value-0.01% z-0.0-0.12%-0.43%-0.18%-0.68%
Style-Momentum
Short-Term Momentum-0.51% z-1.7-0.06%-1.17%-1.90%-9.19%
One-Day Momentum-0.24% z-0.8+0.07%-1.32%-2.53%-2.57%
Long-Term Momentum+0.22% z+0.3+0.59%+0.78%+1.74%-4.12%
Medium-Term Momentum-0.01% z-0.0+0.28%+0.30%-0.11%-0.39%
Style-Positioning
Short Interest-0.37% z-2.2+0.00%-0.27%-0.99%-0.95%
Hedge-Fund Ownership+0.15% z+1.3-0.10%-0.23%-0.61%+0.38%
Style-Flow
Morning Activity-0.20% z-1.6+0.23%+0.10%+0.34%+2.48%
Short-Sale Activity+0.02% z+0.2+0.01%+0.14%+0.42%+0.95%
Thematic
Semiconductors+0.74% z+1.2+0.19%-0.19%+0.96%-5.59%
Bitcoin / Crypto+0.36% z+1.2-0.07%+0.65%+1.77%+2.56%
China+0.43% z+1.1-0.14%+0.09%+0.19%+1.49%
Treasury (Duration)-0.23% z-0.7+0.17%-0.14%-2.15%-1.24%
Gold+0.17% z+0.5+0.44%+0.40%+0.77%+5.16%
Oil-0.05% z-0.1+0.38%-0.02%+1.78%+5.95%

5/20/60d windows include today's session; 1d is the previous session.

Terms

Factor z-score. Today's factor return divided by its daily-return standard deviation over ~1,600 trading days.

VIXEQ / DSPX / COR1M. Cboe implied indices: single-stock volatility, dispersion, and 1-month implied correlation (top-50 S&P names). Quotes delayed ~15 minutes.

Data compiled by FactorPulse AI; edited and verified by Jeff Klein. For informational purposes only. Does not constitute financial advice, an investment recommendation, or an offer to buy or sell any securities. Always consult a qualified financial professional before making investment decisions.

For more on factor construction methodology, see www.factorpulse.com/glossary.

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