Live study, rebuilt nightly: today's war-driven oil shock lined up against the 1990–92 Gulf War from day 0, leg by leg — is crude driving the 10-year and the curve the way it did then? The lesson is sequence: the big steepening came after the crude peak.
Open study →The bull case across all wheats: how the May WASDE — a lower US production cap, depleted global buffers forcing physical hoarding, and zero-buffer demand rationing — set up an asymmetric supply shock. Now with a price-action addendum through the Aug 28 close (SRW +18%, HRW +17%).
Open study →The Russell 2000's +23.6% YTD is the best mid-August in 31 years. In every prior hot-tape year (YTD ≥ +10%) the index never gave the level back — mean worst rest-of-year dip just −1.3% vs −10.0% otherwise, a 99th-percentile result. The edge is the floor, not the ceiling: sell the anchor as a put-spread floor (IWM Nov), don't chase the breakout.
Open study →The visual companion deck to 'The Metal Isn't Missing.' The copper crunch as an edge failure in the transport graph — the node/edge map, London-vs-COMEX term structures, why the miners lagged the metal, and the Dec-26/Dec-27 calendar trade, in presentation form.
Open study →The visual companion deck to 'The Tape That Wouldn't Give It Back.' The best mid-August Russell tape in 31 years, the 2003 and 2013 twin analogs, and why the drawdown column — not the return column — carries the edge, in presentation form.
Open study →Copper's record high is a routing artifact, not a scarcity event — ~64% of visible inventory pulled into the US by the S232 tariff gradient, leaving London backwardated and COMEX in contango. The crunch's rent sits on the spread, not the miners (FCX −8%, COPX −14% while the metal prints highs): own the COMEX Dec-26/Dec-27 calendar, not the metal or the equity.
Open study →Live study, rebuilt nightly: today's war-driven oil shock lined up against the 1990–92 Gulf War from day 0, leg by leg — is crude driving the 10-year and the curve the way it did then? The lesson is sequence: the big steepening came after the crude peak.
Why index volatility stays suppressed while rates and credit price real stress: asymmetric bond-equity beta, inverted upside skew, dealer gamma supply and AI-driven dispersion - plus the contested zones, the gamma-exhaustion threshold and two ways to position (macro dual-digital hedge, XLK dispersion).
From generative geniuses to agentic bureaucrats: AI agents run on CPUs, Intel is rationing supply to half of demand, and the historical bimodal base rates argue for owning the relative rotation rather than an outright index long.
Why the 10-year anchor is a calendar, not r*: 58% of the 400bp rise in long yields came on just 9% of days - Payroll Fridays - and what allocators should own as the focal point rotates to oil in the post-shutdown regime.
Conditioning the oil-and-yields correlation on its SIGN: since 1953 the S&P earned +1.4% annualized inside the joint-rise state vs +8.4% outside. Launched from the highs (as today) it is double-tightening - +3.1% forward, ~15% average max drawdown, with 1987/2000/2021 in the cohort. Upgrades the equity hedge from optional to core.
The full evidence deck behind the joint-rise thesis - 73 years of the S&P conditioned on oil and 10y yields rising together, the fifteen episodes split by onset (reflation from drawdowns vs double-tightening from the highs), and the monotonic equity tax that deepens with intensity.
A STORM assessment of the structural long-duration case: no structural overweight, neutral at the 10-year (4.77% is fair on both frameworks), and the long-bond hedge is a regime bet - fund a 20-30y sleeve only when stock-bond correlation turns negative. Correlation sits at +0.58, the decade's most hostile. Series grade 74/100.
The full evidence ledger behind the DUR-01 verdict - the supportive vs non-supportive case for a structural long-duration overweight, scored line by line (non-supportive -18 vs +11), across policy flow, fiscal path, the correlation regime and the scenario band.
Soaring crack spreads have pushed diesel to new all-time NOMINAL highs worldwide. In real terms still below the 2008, 2011-12 and 2022 spikes - but US diesel is now over $5/gallon, the level above which trucking, farming and shipping costs start to bite the real economy. (Gavekal Research)
The bull case across all wheats: how the May WASDE — a lower US production cap, depleted global buffers forcing physical hoarding, and zero-buffer demand rationing — set up an asymmetric supply shock. Now with a price-action addendum through the Aug 28 close (SRW +18%, HRW +17%).
A designed dossier imagining coordinated AI agents evading human oversight inside a frontier lab — speculative AI-safety storytelling offered as thematic reading, not market research.
The Russell 2000's +23.6% YTD is the best mid-August in 31 years. In every prior hot-tape year (YTD ≥ +10%) the index never gave the level back — mean worst rest-of-year dip just −1.3% vs −10.0% otherwise, a 99th-percentile result. The edge is the floor, not the ceiling: sell the anchor as a put-spread floor (IWM Nov), don't chase the breakout.
The visual companion deck to 'The Metal Isn't Missing.' The copper crunch as an edge failure in the transport graph — the node/edge map, London-vs-COMEX term structures, why the miners lagged the metal, and the Dec-26/Dec-27 calendar trade, in presentation form.
The visual companion deck to 'The Tape That Wouldn't Give It Back.' The best mid-August Russell tape in 31 years, the 2003 and 2013 twin analogs, and why the drawdown column — not the return column — carries the edge, in presentation form.
Copper's record high is a routing artifact, not a scarcity event — ~64% of visible inventory pulled into the US by the S232 tariff gradient, leaving London backwardated and COMEX in contango. The crunch's rent sits on the spread, not the miners (FCX −8%, COPX −14% while the metal prints highs): own the COMEX Dec-26/Dec-27 calendar, not the metal or the equity.
Close-basis breakout under live resistance. The quant cohort places it in the 2025–26 tariff regime, which retests 7–15% lower before resolving positive at 26 weeks — a TEF setup: fade the exhaustion print, exit-before-entry, size by the thin edge.
Micron gaps below a rising 65-day, flushes, and reclaims by the close — a tactical-long event study.
The SPMO/SPY momentum ratio's 15-day rip-and-reverse — a first-of-its-kind signal study.
Research note on META's bullish weekly outside reversal and its forward-return edge.
26 years of Russell 1000 Value: forward returns after new 200-day highs that close weak — island-top setups.
INTC's −16% week inside an intact uptrend (5-day ROC < −15% while above the 65-day) — forward returns.
An unprecedented 10-year consolidation in rates & vol, and the asymmetry when it finally resolves.
A STORM internal memo on AI-economy investment drivers, structural risks & positioning implications.
A STORM brief on the CME–CFTC crypto-derivatives battle and what it means for U.S. market structure.
Historical analysis of the March-16-2026 flattening (−11.4bp week) and its forward-return implications.
A results update on the XOM 250-day-high signal (Dec-2025 event through Feb-2026).
Forward returns after drawdowns in the 2023–2025 bull market — the NDX showed a 100% win rate at 5D/30D, ~+10.6% average.
How index concentration evolved 1990–2025 — the mega-cap ascent (AAPL ~7%, MSFT ~6%) and its historical analogs.
A network map of AI capital flows (25 entities, 41 edges, $728B) inspired by Brian Arthur & Geoffrey West.
Ratio-spread study of the AAPL/NVDA breakout from a 27-session base, with the live signal series.
Editorial event study of what happens as SPCX drifts toward the $135 threshold.
Event study of CAT breaking its rising 65-day MA, and the 30-day tactically-bearish playbook.
MTUM closing below its 65-day MA on a ≥2.5% down session — forward-return behavior since 2021.
S&P 500 Value prints an all-time high while the NDX sits −5.7% below its own — the divergence trade.
Semiconductor drawdown signals 1997–2026 and the forward-return edge from fast breaks off high ground.
Weekly record-close breakout in copper (HG) futures — event study of the forward path.
Palo Alto Networks STORM exhaustion study (Apr 2023–Jul 2026) — event study & trade note.
Single-stock washout-reversal short-cover signal on PLTR's regime-clustered history.
Isolating high-probability IWM triggers from RVX (Russell 2000 vol) duration.
STORM political-economy deliverable on the Khanna–Sanders 5% wealth tax and its market-structure implications.
A ≥4% three-day soybean thrust in the summer weather window — forward-return distribution & execute verdict.
NVDA 65-day-low reversal prints: a rentable bounce, but an unreliable bottom.
A locked, pre-data STORM/block-bootstrap specification for the fragility study (methodology & pre-registration).
How S&P 500 sectors & sub-sectors behave across dollar (DXY) regimes — a deep dive.
Quantitative event study of EEM breaking its 65-day MA — emerging-markets technical regime analysis.
STORM analysis of shorting the IWF/IWD growth-over-value ratio at the November-2023 shelf.
A STORM-lens distillation of J.P. Morgan's European Momentum Fusion framework (37 signals, six families, 30 years).
The gold-miners/gold ratio prints a bearish weekly outside reversal at the top of a +37% run.
A macro primer on the 2024–2026 real-yield surge and its transmission-channel implications.
The v1.0 specification for the Query-Breadth-Beta flagship flow-anticipation strategy.
When the RTY/SPX spread's 15-month rate-of-change swings positive — a regime study echoing 2000.
What happens when the 10-year yield rises >20bps in a week to a new 2-year high — episodes & forward paths.
BTC forward returns when a weekly close >5% coincides with a new 13-week closing high (2021+).
Largest-stock and top-2/5/10 index concentration across every major peak since 1970.
A sector/asset rotation playbook conditioned on the prevailing dollar regime.
A high-probability EUR/USD short after 120-day highs into Fed events (90.9% win, +2.37% mean/30d).
XAUUSD forward returns after a 26-week-high close consolidates 16+ weeks then breaks out.
Revisit: gold makes a 52-week high, consolidates ≥12 weeks, then makes a new 52-week high.
28 years of XAUUSD consolidation-breakout patterns after new 52-week highs.
Only ten sessions 1977–2026 met the strict breakout confluence — their forward returns.
The Jan-28-2026 gold breakout (+5.9% to a 65-day high) — a pattern seen only 10× since 1977.
A forward-return study of a reversal signal in gold.
Russell 2000 sessions that open −1% and close +1% (an intraday reversal) — forward returns.
The Russell 2000's confounding behavior at new 90-day highs since 2022 — forward returns.
A forward-return study of the 'echo' pattern in Eli Lilly.
Forward returns when small- and mid-caps hit new all-time highs while QQQ/SPY remain below theirs.
MDY forward returns 1–12 months after a bullish monthly outside reversal (the Aug-2025 analog).
130-day-high breakout momentum in the mega-cap-banks-versus-regionals (KRE) spread.
What happens when PLTR closes −2% the session after a new 90-day high (Aug-2025) — forward returns.
45 bearish outside reversals 2000–2025 — 80% win, Sharpe 4.18, a statistically-validated system.
QQQ behavior after a +1.8% gap that reverses to a −1% intraday decline and a negative close.
The presentation version of the QQQ bearish-outside-reversal system (80% win, Sharpe 4.18).
Forward returns for QQQ intraday-reversal sessions, with a March seasonality lens.
Isolating high-probability IWM triggers from RVX duration (the alpha build).
RVX (Russell 2000 vol) duration as a high-probability IWM trigger.
The rapid rise in 2-year real yields: macroeconomic transmission channels and asset-class implications.
A signal study for detecting shifts in the market regime.
A multi-asset briefing on the IEEPA tariff ruling (SCOTUS decision day) — policy × markets.
The SMH/SPYV ratio closes below its 21-day MA after 45 sessions — the ten longest prior runs since 2015.
The momentum-over-value spread prints a bearish outside-reversal week off a fresh high.
Cap-weighted vs equal-weight (SPY/RSP) regime-shift analysis for the long/short desk (Q1 2026).
The mega-cap dominance trend: fewer and fewer stocks driving index returns.
A trade blueprint built on the semiconductor drawdown signals.
A playbook for a breakout signal in the solar ETF (TAN).
Value at an all-time high while the Nasdaq lags — the divergence event study.
How the post-2024 rise in single-name dispersion reshapes the opportunity set.
What happens as SPCX approaches the $135 level — a threshold event study.
How to trade the resolution of a decade-long rates/vol consolidation (the Coil).
The structural breakout in USD/JPY above 160.75 and its forward path.
50 breakout candidates (34 stocks + 16 ETFs, $2.4T combined) — comprehensive forward-return predictions.
Forward returns since 2021 after XLB (materials) gains ≥4% across two sessions.
XOM breaks to an all-time high after a ~150-week base — forward expected returns.
Elongated-consolidation breakouts in SPDR Pharmaceuticals — pattern study & forward expectancy.
The XPH pharmaceuticals decade-long base breakout.
What happens to AAPL after a ~13% week — a forward-return study.
CVX forward returns (days 1–65) after an up-day + 250-day-high signal.
The working notebook for the gold weekly-high-close breakout study (XAUUSD).
2-year Treasury yield spikes vs Russell 3000 decoupling (Jul-2023–Jul-2026) — a tactical blueprint.
MDY breaking above its November-2024 lifetime high after a multi-week consolidation.
The Cycle Report: why memory (Samsung, SK Hynix, Micron) trades like a commodity, not a tech stock.
Forward returns when the Russell 1000 closes at a new 20-week high, +20% off its 20-week low (15 events / 35 yrs).