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SOX –2.94%, Chip Short Surge: Can Tuesday’s Seasonal Edge Hold? — Korea Market Pre-Open, Aug 11, 2026

Tuesday, August 11 (2026) opens under the shadow of a 2.94% drop in the Philadelphia Semiconductor Index on Monday — the sharpest pressure point for a market where semiconductors account for the heaviest index weight.Against that, Tuesday carries the most constructive day-of-week profile in the curr

The Silmari
A daily data newsletter on the Korean stock market — silmari, ‘a clue: the loose end that unravels the knot’
① Pre-Open 07:302026.08.11 Tue · No. 9Crash-precursor score 3/4 (ADR + selling-acceleration active); sentiment composite not yet calculated for today.
① Pre-Open · published 07:30 KST · before the open
01 · VerdictRegular session confirmed 15:30 KST

Today’s Calls

Philadelphia Semiconductor IndexA U.S. equity index tracking approximately 30 semiconductor design and manufacturing companies, widely used as a real-time barometer of global chip-sector sentiment.Because Samsung Electronics and SK hynix together account for a large share of KOSPI market cap, overnight SOX moves are among the most-watched external signals before the Korean open. –2.94%, Chip Short Surge: Can Tuesday’s Seasonal Edge Hold?

Tuesday, August 11 (2026) opens under the shadow of a 2.94% drop in the Philadelphia Semiconductor Index on Monday — the sharpest pressure point for a market where semiconductors account for the heaviest index weight.Against that, Tuesday carries the most constructive day-of-week profile in the current regime (2026): a 72% advance rate and a mean change of +0.27% across 29 sessions — though the crash-precursor score sits at 3 out of 4, and foreign investors have net-sold KOSPI for the past week.

Key points
01SOX dropped 2.94% on Monday (Aug 10, 2026); SK hynix and Samsung Electronics both recorded short-selling surges in late July — subsequent 5-day returns averaged –13.71% to –31.11% in those specific events, though the broader current-regime (2026) 5-day average after any short surge stands at –1.91% across 97 events.
02Foreign investors net-sold KOSPI ₩4,570.5bn over the past week and ₩5,118.0bn over the past month; the current-regime correlation between foreign daily flows and the next-day KOSPI is +0.157, implying the signal is directional but not deterministic.
03Tuesday’s 2026-regime day-of-week profile: advance rate 72%, mean change +0.27%, average swing 4.17% (n = 29) — foreign net buying on Tuesdays has occurred in only 38% of those sessions, so the day-of-week lift, when it appears, has typically been retail- and institution-led.
04Crash-precursor score: 3 / 4 active signals (Advance-Decline RatioThe number of advancing stocks divided by the number of declining stocks on a given exchange on a given day; a reading above 1.0 means more stocks rose than fell.An extreme ADR reading — very high or very low — is one of the four inputs in The Silmari’s crash-precursor score, signalling whether market moves are broad-based or concentrated. flag, selling-acceleration flag); short-surge and sentiment-90+ signals are not triggered. Non-program selling on KOSPI was ₩1,540.0bn on Monday, continuing four consecutive sessions of net program selling.
02 · Prediction2 forecasts · posted 07:30 AM · intraday interim scoring (final at close)

Today’s Calls

Where the day’s calls are placed by number — grading starts with the Early Session edition

Two prior predictions on record for today — KOSPI –1.5%/–2.5% and KOSDAQ flat/–1.5% — await scoring at market close

Two predictions were on record for Tuesday, August 11 (2026) — KOSPI down 1.5%–2.5% and KOSDAQ flat-to-down 0.5%–1.5% — both filed at the Monday 07:30 opening edition. Neither has been scored yet; scoring is provisional until the final edition (20:00 KST) confirms closing prices.

calls placed today
2
posted 07:30 KST
Direction grading
from the 10:00 Early Session edition
Magnitude grading
settled in the 20:00 Final Edition
Call ① KOSPIThe KOSPI is more likely to fall
Band -1.5%~-2.5% · full day
Morning rationaleSOX -2.94% plunge → current regime actual avg -2.52% (upside probability 35%, n=37) + foreigners 3rd consecutive sell day (autocorr +0.479, high probability of 4th day sustained selling) + Samsung Electronics short interest +48.6% surge
Call ② KOSDAQKosdaq likely to trade flat to slightly down
Band -0.5%~-1.5% · morning
Morning rationaleFollowing prior day +6.97% surge, profit-taking pressure concentrates AM, but Kospi leverage restriction balloon effect is expected to limit declines vs Kospi via capital flow shift

No intraday or sector-level predictions were filed for today’s session; the two market-level calls above exhaust the prediction log.

03 · OvernightOvernight, confirmed abroad

The world overnight — how the US session ended

A window on what happened in the US market overnight

SOX –2.94% leads U.S. weakness; Wall Street Korea call-score sits at 54% over 28 tracked calls (2026)

iShares MSCI South Korea ETFA U.S.-listed exchange-traded fund that tracks the MSCI Korea Index; its dollar-denominated price reflects how foreign investors are marking Korean equities between KRX sessions.EWY trades during U.S. hours and gives a real-time foreign-investor read on Korea when the KRX is closed.(Korea ETF)163.12 (−1.79%· as of 2026-08-10)
Nikkei 22565606.71 (−0.12%· as of 2026-08-07)
Dollar index99.81 (+0.21%· as of 2026-08-10)
U.S. 10-year Treasury4.7 (+0.84%· as of 2026-08-10)
KRW/USD1417.69 (−0.32%· as of 2026-08-10)
Nasdaq26605.36 (−0.32%· as of 2026-08-10)
SOX semiconductors11993.86 (−2.94%· as of 2026-08-10)
S&P5007753.11 (−0.06%· as of 2026-08-10)

Wall Street’s composite call-score for Korean equities stands at a 54% hit rate over 28 calls (2026 tracked period): Morgan Stanley 3/4, Goldman Sachs 3/5, Nomura 4/6, Citi 2/3, JPMorgan 0/3.Monday’s U.S. session ended with S&P 500 at 7,753.11 (–0.06%), Nasdaq at 26,605.36 (–0.32%), and the SOX at 11,993.86 (–2.94%); in the current 2026 regime, Korea has tracked an overnight SOX move of this magnitude (|SOX| ≥ 0.5%) on the following day in 39 of 139 year-to-date sessions — directional follow-through is possible but is not the modal outcome.

04 · Cross-followingMeasured in 2026

Korea–U.S. mutual following — overnight grading

A window on which market followed which

SOX fell 2.94% on Monday; Korea has followed U.S. semi moves in 39 of 139 sessions year-to-date (2026)

The Philadelphia Semiconductor Index fell 2.94% on Monday (Aug 10, 2026) while the S&P 500 slipped 0.06% and the Nasdaq lost 0.32%.The Korea-listed EWY ETF — a foreign-investor proxy for Korean equities — fell 1.79% on the same session, tracking the semiconductor-led weakness rather than the broader U.S. tape.

Year-to-date through August 11 (2026), Korea has followed the prior night’s U.S. moves in 39 of 139 sessions, the U.S. has followed Korea in 30, both moved in the same direction in 46, and 24 sessions showed no correlation — meaning a single-direction causal read on any given day is supported in fewer than half of all observed cases.

Days Korea followed the U.S.39 days
Days the U.S. followed Korea30 days
Both ways46 days
Sample139 days

Overnight SOX ↔ same-day KOSPI in the same direction (|SOX| ≥ 0.5%) = Korea following · same-day KOSPI ↔ that night’s SOX in the same direction (|KOSPI| ≥ 0.5%) = the U.S. following

05 · Night windowOvernight indicators

Night window —EWYofficial indicator

A window on what overnight futures foreshadow for the next day’s open

S&P 500, Nasdaq 100, and Nikkei CME futures all slide overnight; NQ –0.48% leads the move

EWY (Korea ETF)163.12 (−1.79%· as of 2026-08-10)
Nikkei 22565606.71 (−0.12%· as of 2026-08-07)
Dollar index99.81 (+0.21%· as of 2026-08-10)

As of 05:00 KST on August 11 (2026), S&P 500 futures (ES) traded at 7,777.25 (–0.13% from Monday’s 15:00 KST reference), Nasdaq 100 futures (NQ) at 29,764.25 (–0.48%), and Nikkei 225 CME futures (yen-denominated) at 66,705 (–0.57%).These are CME-listed proxies for global risk appetite, not Korean overnight futures; all three are pointing modestly lower, consistent with a cautious open, though the year-to-date data show Korea’s follow-through on overnight U.S. futures signals is directional in fewer than half of observed sessions.

06 · Pre-openPre-open check

Pre-open08:00~09:00single-price auction (open/close)The single-price auction window (before the open and just before the close), where orders are pooled and matched at once.When large volume crowds into this window, a gap is created.forecast

A window on where the pre-open auction is pulling the opening price

Auction opens against SOX –2.94% and EWY –1.79%; gap direction and sector rotation are the morning’s first signals

At 07:30, the simultaneous-bid auction (08:30–09:00 KST) has not yet opened; the gap direction at the open will be the first read on how domestic participants are pricing Monday’s SOX drop and EWY’s –1.79% move.Watch whether semiconductor-linked names gap down to confirm the SOX signal, or whether other sectors — defense/aerospace (+24.7%p one-week relative strength) and power/electric (+10.0%p) — absorb rotation flows and limit index-level damage; in the current regime (2026), the rotation pattern (semiconductors –2%+ / defensives +2%p+) has resolved higher three sessions out in 70% of 30 events.

KOSPIClose6,299.66· same-day+0.65%
KOSDAQClose854.47· same-day+6.97%
Historical contextTuesday 2026-regime base: advance rate 72%, mean change +0.27%, average swing 4.17% (n = 29); foreign net buying on Tuesdays has occurred in only 38% of those sessions.
07 · ReviewConfirmed, previous session

Previous-Day Review

A window that retraces what happened in the previous session

Monday session data incomplete — market breadth and top-volume rankings not collected for August 10 (2026)

KOSPIClose6,299.66· same-day+0.65%
KOSDAQClose854.47· same-day+6.97%
08 · Fear gaugeStanding gaugeAs of 08.10 — latest available gauge

The Silmari Fear Gauge

A window measuring market anxiety through volatility, margin lending and short selling

Sentiment gauge holds below the 65th-percentile trigger; crash-precursor score at 3 of 4

Volatility percentile
96
0-100 · higher = louder warning · current-regime (2026) basis · as of 08.10 (previous trading day — today’s reading lands after the close)

Today’s sentiment gauge reading is unavailable — the composite score for August 11 (2026) has not yet been calculated at this hour.The most recent confirmed inputs are: the ADR signal is active (flagged on July 28, 2026, U.S. session, –16.7%); the selling-acceleration signal is active based on August 7 and August 10 confirmed flows; short-surge and sentiment-90+ signals are both inactive. The crash-precursor composite reads 3 out of a possible 4.

In the current regime (2026), across 97 short-surge events, the KOSPI averaged –1.91% five sessions later, with a down-probability of 55% and a baseline excess of –4.74 percentage points versus the regime baseline of +2.83%. Over the most recent six months, the average five-day return after a surge is –2.08% with a 57% down-probability across 92 events.

Today is not a scheduled macro trigger day based on the data available at 07:30; no central bank decisions or major data releases appear in the collected event calendar for August 11 (2026). The active signals are flow- and breadth-derived, not event-driven.

09 · FX windowFX window · reference time to be set

The won — the signal is the speed of the move, not its direction

A window on the pressure the won-dollar rate puts on foreign flows

Won strengthened 0.32% to ₩1,417.69 per dollar on Monday; dollar index edged up 0.21% to 99.81

USD/KRW (Aug 10, 2026)₩1,417.69 (–0.32%)
U.S. Dollar IndexA geometrically weighted index measuring the dollar’s value against a basket of six major currencies (euro, yen, pound, Canadian dollar, Swedish krona, Swiss franc).A rising DXY generally pressures emerging-market currencies including the won, affecting the cost of foreign capital flows into Korean equities. Dollar Index (Aug 10, 2026)99.81 (+0.21%)
KRW/JPY cross8.88 won per yen

The won closed Monday at ₩1,417.69 per dollar, strengthening 0.32% from the prior session even as the dollar index edged up 0.21% to 99.81.The yen cross stands at 8.88 won per yen, a reference point for Japan-Korea relative positioning; the Nikkei 225 futures (CME, yen-denominated) traded at 66,705 overnight, down 0.57% from Monday’s KST close.

10 · KOSDAQ windowNext Trade (Alternative Exchange)Korea’s alternative trading system launched in 2024, operating pre-market, main-session, and after-market hours alongside the KRX main board.NXT breadth data — 480 advancing vs. 112 declining after Monday’s close — provides an early directional signal before Tuesday’s KRX auction opens. after-hours snapshot as of 19:25 KST, August 10 (2026) — 20-minute delayed; not the KRX official close.

The SilmariDecouplingWhen two markets that used to move together break apart and move separately.The wider the gap, the less any single index can tell you about the market.Gauge

A window on the pattern in the KOSPI–KOSDAQ decoupling

KOSDAQ after-hours breadth skewed bullish — 480 advancing vs. 112 declining on NXT snapshot

KOSPI · KOSDAQ close6,299.66 · 854.47
Today’s change+0.65% · +6.97%
Today’s gap (KOSPI − KOSDAQ)−6.31%p— 2%p or more, meets the promotion threshold
Year to date+46.18% · −9.63%
Silmari Decoupling Gauge — year-to-date gap+55.81%p
Foreign net buying — KOSPI · KOSDAQ+₩0.0bn · +₩0.0bn
Retail net buying — KOSPI · KOSDAQ+₩0.0bn · +₩0.0bn
Investment firms’ net buying — KOSPI · KOSDAQ+₩0.0bn · +₩0.0bn
Pension funds’ net buying — KOSPI · KOSDAQ+₩0.0bn · +₩0.0bn
11 · WarningToday’s warning score of 3 = crash alert — thresholds: 3+ crash alert · 2 caution (small sample)

Warning

A window flagging in advance where today’s session calls for caution

Crash-precursor score at 3/4 with SOX –2.94% and four straight sessions of KOSPI program net-selling

The crash-precursor score stands at 3 out of 4, with two signals active: the ADR flag (triggered on the U.S. session of July 28, 2026, at –16.7%) and the selling-acceleration flag (based on August 7 and August 10 confirmed flow data).In the current regime (2026), after a short-surge event on Samsung Electronics or SK hynix, the five-day forward distribution has been negative in 55% of 97 cases; the July 27 Samsung surge (53.6×) was followed by a –13.39% one-day return and –18.50% three-day return — those are single events, not a base rate, and are cited as samples only.Non-program selling on KOSPI reached ₩1,540.0bn on Monday, and foreign futures positioning flipped to net-buy (+2,205 contracts on August 10) after three net-sell sessions — divergence between futures and cash direction has historically been a signal worth monitoring, per the data definition.

Sources: Korea Exchange · NXT · own measurements · regular session confirmed 15:30 KST · The Silmari editorial desk.
This edition organises and explains publicly available market data. It is not investment advice. Predictions and their scores are preserved without revision — the judgement is yours.