Research Archive
Reports
Deep research, trade setups, and weekly market notes — 23 reports filed
Weekly Macro Brief — June 22, 2026
Post-FOMC clarity sends QQQ +2.51% Friday. Binary double incoming: MU earnings Tuesday + PCE Friday. XLI only sector green on week; energy bleeding out. Top setups: MU binary play, RH 61% short float squeeze, NTLA +29% 5d momentum.
Weekly Macro Brief — June 20, 2026
Warsh Fed holds rates, VIX crushes to 16.4, and institutional money pours into semis pre-MU earnings. This week's binary events: Micron reports Tuesday night, PCE inflation lands Friday. Long tech, avoid energy.
Slow Bleed Playbook — Top 10 Ways to Profit from a Gradual Market Decline
With NFP hot and July rate cuts dead, the market faces a 3-6 month grinding decline of 5-15%. This playbook details 10 specific strategies — from QQQ/XLK bear put spreads to defensive rotation into XLU/XLP and volatility insurance via VXX calls — to profit from higher-for-longer compression. Each play is labeled EVERGREEN or CURRENT CONDITIONS SPECIFIC with exact tickers, strike guidance, and sizing.
Weekly Macro Brief — June 8, 2026
NFP +175K torched July rate cut hopes, sending XLK -7.9% while defensives surged. CPI Wednesday is the week's binary reset — cool print reloads tech, hot print extends the pain. Top setups: TSLA 4-source convergence, MU institutional sweeps pre-earnings, RH squeeze at 57% short float.
Weekly Macro Brief — June 2, 2026
AI supercycle week confirmed: MRVL +46%, ORCL +28%, UMAC +77%. JOLTS blows past estimates at 7.618M, killing July rate cut talk. NFP Friday is the binary risk — full sector rotation map, watchlist setups in MRVL/AMD/ORCL, and a hard look at Bill's problem positions.
🎯 The Big Short 2026: 9 Asymmetric Bets That Pay Multiples on a Crisis
Asymmetric tail-risk trades modeled on the 2007 Big Short. Risk ~5% of your portfolio in premium across 9 structured positions targeting private credit, CLO stress, leveraged loan defaults, CRE/regional bank blowup, valuation reset, and vol explosion. Private credit blowout alone: 5-11x on deployed capital. Full crash: 19-28x. Updated June 1: 9 trades final (FSCO dropped, HYG weighted up to 23%, KRE added for CRE thesis).
🛡️ Hedge Allocation: Top 10 Capital Preservation & Hedging Vehicles
Ranked guide to deploying ~1/3 of your portfolio into capital preservation and hedging vehicles. Covers cash alternatives (SGOV, USFR), gold, inflation protection (VTIP), equity put spreads, rates hedges (TLT puts, TBF), and direct credit shorts (HYG puts, BDC puts). Model allocation by scenario probability. Updated June 1 to remove specific portfolio size references.
Space & Drone Stocks — Top 10 Deep Dive for 2026
20 stocks screened down to the top 10 space and top 10 US drone names worth owning in 2026. Live prices, verified numbers, analyst targets, and direct verdicts — no fluff. Top 3 picks: KTOS (+76%), AVAV (+54%), AXON (+67%) — all profitable, all 50%+ off their peaks.
Apex Weekly Playbook — NVDA Earnings Supernova + AI Capex Confirmed | May 25, 2026
NVDA dropped a monster Q1 print ($81.6B revenue, 85% YoY, $80B buyback, $91B Q2 guidance) confirming the AI capex supercycle; top plays this 4-day holiday-shortened week are AMD (highest Garita convergence score, 5-source alignment), NVDA (earnings momentum + buyback), and MU (AI memory demand), with PCE Friday as the primary risk event.
Apex Weekly Playbook — Fiscal Reckoning: Vigilantes at the Gate | May 18, 2026
The 30-year Treasury at 5.12% signals bond vigilantes pricing US fiscal risk; energy (DVN, OXY) is the only sector with clean inflows while rate-sensitive names (utilities, REITs, semis) get crushed — top play: DVN powered by extreme 52k-to-2.8k call/put ratio.
Apex Weekly Playbook — Tariff Truce Rally Meets CPI Tuesday | May 11, 2026
Semis gap up massively on a likely US-China tariff truce announcement (MU at $746.79, AMD at $455.19, TSLA at $428.35), but CPI drops Tuesday morning — smart money is already fading both with near-expiry puts. Top plays: MU and AMD bearish fades, TSLA convergence long, NVAX squeeze continuation.
Apex Weekly Playbook — Post-FOMC Reset: Rotation & Russell | May 4, 2026
Post-FOMC positioning week with light macro calendar: smart money placed a $1.1M sweep call on Russell 2000 weekly options while tech (XLK) and small caps (IWM) attract the biggest ETF inflows. Top plays: IWM squeeze setup, MSFT 4-source convergence, BEAM short squeeze, and WULF crypto miner call flow.
AI CAPEX Deep Dive — 20 Names Across 5 Verticals
Full pick-and-shovel breakdown of the AI infrastructure buildout: 20 names across Memory/HBM, Custom Silicon, Power Infrastructure, Networking, and Data Center REITs. Value-first ranking with swing trade entry targets.
Apex Weekly Playbook — Mega-Cap Earnings Crucible | April 27, 2026
The most important earnings week of Q1 2026: mega-cap tech reports against a backdrop of FOMC, PCE, and NFP. Top plays: NVDA (4-source bullish convergence, congressional insiders buying), HIMS (39% SI, +23% 5d momentum squeeze), and MSFT (congressional cluster, earnings catalyst). Watch Wednesday FOMC as the week's single biggest volatility event.
Apex Weekly Playbook — Earnings Season Hedge Fest | April 20, 2026
VIX spiking 11% and unanimous institutional put flow across SPX/SPY/QQQ/IWM signals a hedge-or-be-hedged week as Q1 earnings season hits full stride. Top plays: GLD + XLE defensive rotation, index put hedges, and squeeze setups in MARA and SOUN as Bitcoin holds $75k.
Apex Weekly Playbook — PPI & Stagflation Scare | April 13, 2026
VIX surges to 21.31 as markets brace for Tuesday's PPI print amid tariff-driven stagflation fears; NVDA and MSFT lead bullish convergence with 6-source alignment each, while XLV and XLP take hardest hits. Top play: NVDA on any PPI-driven weakness.
Apex Weekly Playbook — The Data Gauntlet: CPI Friday Rules All | April 6, 2026
This week is a five-day macro data gauntlet culminating in CPI Friday, with markets trading cautiously risk-on (SPY $655.83, QQQ $584.98, VIX 24.79) while institutional hedging accelerates via gold and SPY puts. Top plays: GOOGL (institutional convergence signal before +5.29% move), NVDA (5-source Garita alignment, highest convergence score), and AMZN (highest avg signal quality 71.8 with congressional + unusual_whales alignment).
Apex Weekly Playbook — Iran War / Oil Shock: Geopolitical Risk-Off | March 30, 2026
Iran war entering week 5 drives oil to $101+ and VIX to 31.29 — this week is a geopolitical risk-off rotation into energy (XLE), gold (GDX/GLD), and defensives (XLP), while institutional QQQ put sweeps confirm bearish tech posture. Top conviction play: long XLE.
Weekly Macro Brief — March 23, 2026
Broad risk-off open to the week: SPY -1.21%, QQQ -1.52%, IWM -1.92% with financials the lone green sector. Prior week's PPI came in hot and FOMC convened; this week is lighter on catalysts with flash PMIs and consumer sentiment the key reads.
Weekly Macro Brief — March 16, 2026
Stocks sold off hard last week as WTI crude approached $100, slamming risk sentiment. This week FOMC takes center stage Wednesday Mar 18 — market expects a hold but tone will be everything.
Portfolio 4.0 — The Hybrid Build
After comparing three portfolio architectures side by side, Portfolio 4.0 emerges as the recommended build — an index foundation with individual name alpha, real diversification via small-cap value, and a 10% crypto sleeve. ~17.4% blended CAGR with meaningful drawdown protection.
Operation Epic Fury — Ceasefire Snapback Playbook
WTI at $85, VIX at 25.5, and a war premium baked into everything from airlines to tire manufacturers. We built the full ceasefire snapback playbook — ranked plays across 7 sectors, options structures that actually work with elevated IV, and the names nobody's talking about.
Week of March 3, 2026 — Operation Initiated
First week of operations. Research infrastructure stood up, initial market scan completed. The operation is live.