Market Diary

Two AI Shocks, Two Market Reactions — DeepSeek vs Claude Two AI Shocks, Two Market Reactions What DeepSeek and Claude really did to financial markets — what sold off, why, and why the recovery looked different. DeepSeek: supply-side (compute economics) Claude: demand-side (workflow monetization) Core lens: valuation shock → differentiation phase Why these two moments mattered The last year delivered two very different AI shockwaves. Both were sharp, both triggered “sell first, ask questions later.” But the breadth , depth , and recovery profile told two different stories. DeepSeek questioned the price of intelligence (compute/capex). Claude questioned the price of software outcomes (SaaS + data services pricing power). Translation: DeepSeek shook the “compute complex.” Claude shook the “white-co...

Monthly Market Rhythm Playbook January–April Transition Analysis for Midterm Years (SPX) Every market cycle begins the same way — the bull and the bear step into the ring. January throws the first punch, often exposing stress and hidden weakness. February responds, testing whether fear was overdone. March escalates the fight, separating real strength from temporary relief. And by April, the market decides who deserves control. This 2026 Monthly Market Rhythm Playbook examines that four-month battle using midterm-year SPX history, not as a seasonal myth, but as a behavioral pattern shaped by liquidity, positioning, and psychology. The goal isn’t prediction — it’s understanding the handoff between regimes. Yes — there are clear, repeatable transition patterns across January → February → March → April in midterm years, and historical SPX data shows a progressive regime evolution , not random seasonality. This playbook focuses on how the market transitions ...

1. Beyond Bitcoin ETFs- BlackRock’s Roadmap to Tokenized Finance: The Warning Signal On January 15, 2026, at a private institutional banking conference, a clear warning emerged. Bank of America CEO Brian Moynihan projected that $6 trillion could exit the U.S. banking system within the next 36 months . This is not a stress-test scenario. It is a base-case projection. Roughly 30% of all U.S. commercial bank deposits are now at risk—not moving to other banks, but moving out of the traditional system entirely and into stablecoins . This shift traces back to a single inflection point: the approval of spot Bitcoin ETFs and the explosive growth of BlackRock’s iShares Bitcoin Trust. 2. The Proof of Concept: $70 Billion in Two Years BlackRock’s iShares Bitcoin Trust (IBIT) crossed $70 billion in assets by January 2026 , becoming one of the fastest-growing ETFs in modern financial history. But the number itself...

From Software Roots to a Radical Pivot MicroStrategy’s transformation into Strategy stands as one of the most unconventional corporate evolutions in modern markets. Founded in 1989 as a business-intelligence software company, the firm spent decades building enterprise analytics tools and navigating traditional tech-sector cycles. The pivotal moment arrived in 2020, when aggressive monetary expansion and collapsing real yields forced a rethink of balance-sheet strategy. Rather than pursue buybacks, acquisitions, or dividends, management chose Bitcoin as its primary treasury reserve asset—a decision shaped by long institutional memory and a deep awareness of capital-markets credibility forged during the dot-com era. The Bitcoin Treasury Flywheel Following that decision, Strategy engineered a repeatable capital-markets framework centered on Bitcoin accumulation. By issuing equity at market premiums and raising zero-coupon conve...

Market Outlook – Cycle Modeling, Analog Analysis & Trading Playbook 2026 Market Outlook: - A Cycle-Based Framework for the Coming Inflection Year By FazDane Analytics – Gann Cycles • SPX Analog Modeling • Macro Liquidity Signals Introduction Financial markets rarely move randomly. Beneath the volatility and narrative noise, long-term structural cycles tend to repeat in surprisingly consistent patterns. Using W.D. Gann’s time-cycle matrix, liquidity-driven analogs, and historical SPX behavior, 2026 emerges as one of the most important inflection years of the decade. The Gann row containing 2026 links directly to some of the most consequential years in market history: 1913 → 1932 → 1950 → 1969 → 1987 → 2006 → 2008 → 2026 These years include major tops, bottoms, crashes, liquidity contractions, and generational turning points. Together they form the backbone of the 2026 Analog SPX Model , a statistically meaningful roadmap for how markets may behave thro...

Mid-Term Election Year Market Insight A review of monthly S&P 500 performance across the last ten U.S. mid-term election years reveals a consistent pattern of elevated volatility, deep mid-year drawdowns, and powerful late-year recoveries . Mid-term years commonly begin with weakness, as January and February frequently tilt negative due to policy uncertainty, tightening financial conditions, and shifts in fiscal expectations ahead of elections. The heatmap highlights that the second and third quarters (May through September) tend to be the most fragile part of the cycle, often producing clusters of materially negative returns. This behavior was especially pronounced in historically stressed mid-term years such as 2002, 1998, 2010, 2018, and 2022 , when monthly declines reached as low as –8% to –14%. Despite these mid-year selloffs, the data strongly confirms the well-known mid-term election year rebound effect . After September, markets typically transition into a p...

Gold Market Review – November 2025 | FazDane Analytics Gold Market Review – November 2025 By FazDane Analytics Preface After a sharp selloff from early October into November, gold has begun to recover toward its mean level, regaining technical stability and re-establishing key trend relationships. This market review evaluates gold’s current price structure, technical posture, correlation regime shifts, and long-term macro pattern — providing a comprehensive understanding of where gold stands and what risks lie ahead. 📌 Current Price Snapshot Gold is currently trading around 4084 , recovering from its recent drawdown and drifting back toward key moving averages and VWAP levels. Despite recent volatility, momentum is beginning to shift upward, and the balance of probabilities favors a near-term continuation of the rebound. Key Levels R...

📉 Daily Market Review – May 30, 2025 📰 Daily Market Overview – June 23, 2025 📊 Market Sentiment & Price Action After seven consecutive weeks of dull, grinding market action, the broader indices remain technically in uptrends , but underlying momentum is clearly fading. While June is still up about 1% on the S&P 500 , the market tone has shifted. MACD and Zero Lag Moving Average (ZLMA) have both turned negative, flashing confirmed sell signals . Price action is weak and slightly below mean regression, though still hovering above VWAP across major ETFs like SPY, QQQ, and IWM . Fear & Greed Index: 55 (Neutral-Greedy) CPCI: 1.2 (Moderate hedging) VIX: 20s (Caution) SKEW: 149 (Elevated tail risk) 🔍 Technicals Summary Ticker Trend MACD ZLMA RSI VWAP Regression IWM Uptrend Neg...

Is 2025 Echoing the Ghost of 2018? 📈 When the Market Rhymes: Is 2025 Echoing the Ghost of 2018? “History doesn’t repeat itself, but it often rhymes.” – Mark Twain As we reach the midpoint of 2025, the S&P 500 is telling a story that feels strangely familiar. Through data, pattern recognition, and a little bit of historical hindsight, we may be witnessing a year that’s beginning to rhyme with 2018 — a year etched into memory for its deceptively stable beginning and dramatic fourth-quarter collapse. In this post, we’ll explore two key visualizations that help uncover the narrative of 2025 — and what it may be hinting at for the months ahead. 📊 A 15-Year Year-over-Year Performance Canvas This chart takes a bird’s-eye view of the S&P 500’s year-over-year (YoY) returns over the last 15 years. Each bar is color-coded: green for gains, red for losses. Values are labeled directly on the bars and are also revealed on hover. 📈 Key Price Acti...

📉 Daily Market Review – May 30, 2025 📉 Daily Market Review – Friday, May 30, 2025 🧭 Market Recap: Post-Rally Weakness Creeps In After nearly six weeks of upward momentum , markets are beginning to show signs of fatigue. The S&P 500 Futures (ES) has started to grind lower , with Thursday confirming a potential sell signal — the first one since the buy trigger on April 14th . While one day doesn’t define a trend reversal, today's close will be critical to determine if this marks a broader downturn or just a short-term pause . CPCI: 0.90 – bullish internal sentiment VIX: 19 – complacency, not fear SKEW: 137 – neutral-bullish tail risk Fear & Greed Index: 64 – “Greed” zone So, while internals still lean bullish , price action is starting to diverge, a classic sign of a momentum slowdown . ⚙️ Technical Context & Market Internals Buy Signal: April 14 – ~1.5 mont...

🧭 Comprehensive Daily Market Review – May 19, 2025 🧭 Market Overview: S&P 500 Futures (ES) As of mid-morning, the S&P 500 futures market (ES) remains resilient despite early weakness. After falling 60 points overnight, the index has rebounded, now down just 10 points and trading above VWAP (5938) — a sign of short-term strength. Both short-term and long-term trends remain bullish , with this week’s expected range between 6042 (upside target) and 5857 (support) . Technicals show robust momentum but caution as resistance approaches. Key Resistance : 5950–6018 Support Zone : 5909–5927 Current Price : Above all key moving averages 20 SMA: +4% 50 SMA: +6.35% 200 SMA: +2.94% 📊 Technical Internals Indicator Reading Outlook MACD +39 Strong bullish momentum FDTS +23 Buy signal confirmed RSI 68.43 Approaching overbought CPCI 1.2 High hedging, cautious tone SKEW 136 Elevated tail-risk ...