Research and results.

26 July 2026 / Equities · Earnings window

The week uncertainty clears

My Nasdaq-100 / QQQ view requires a constructive Friday confirmation in the 27–31 July earnings window and further confirmation afterward. The PDF records no executed entry, allocation or exit. Starting a return on the publication date would skip those conditions.

Risk: earnings disappointment, guidance or valuation pressure can invalidate the setup. SMH, SPY, RSP and named earnings companies are context or indicators; they are not separate recorded positions. Source: PDF pp. 1–5, 7–8, 12.

8 August 2026 / Equities · Thematic framework

AI Compute to 2030

I examine bottlenecks and possible exposures across the AI supply chain. The companies discussed belong to that theme; the paper does not give entry instructions, weights or exits for individual securities. No investment return is assigned to those names or the paper as a whole.

Risk: adoption, pricing, capacity, efficiency and physical constraints may develop differently from the scenarios. Demand growth does not guarantee shareholder returns. Source: PDF pp. 1, 28–31.

October 2026 / Equities · Earnings preview

AI Infrastructure: Adoption to Utilization

My pre-earnings review looks at how much cloud capacity is used, what it earns and how revenue turns into cash. The ownership table lists NVIDIA, Microsoft, Alphabet, Oracle, Palantir and Apple; I also discuss Meta and Amazon / AWS. The PDF gives only a month, with no position weights or recorded trades.

Those mentions do not change the September weights or establish purchases of other names. Date-based comparisons need evidence of the original publication day and a stated price-observation rule.

Risk: inference use can rise while pricing, depreciation, capital spending and financing weaken shareholder economics. Alternative-data estimates and charts may be incomplete or incompatible. Source: PDF pp. 1, 4, 8–9, 15–18.

30 September 2026 / Commodities · Oil × Rates

The Energy Peak & Global Bonds

I trace crude supply and refining margins through inflation, rate expectations, global bonds, equities and the dollar. The directional views depend on the conditions in the paper. Its WTI deferred-contract prices and crack-spread references do not specify a position, entry, weight or exit.

No commodity, bond or cross-asset investment return is assigned to this paper. Choosing a futures contract or bond proxy would add a choice the paper did not make. Commodity futures also need stated expiry, roll, collateral and cost rules.

Risk: renewed supply disruption, persistent refining scarcity or underlying inflation can delay normalization. Fiscal issuance, financing demand and term premiums can keep bond yields high despite lower energy prices. Scenario probabilities and the aggressive crude-price path are research estimates. Sources: PDF p. 1, pp. 17–18.

12 October 2026 / Commodities · Oil market update

Global Oil Market Update

I retain a medium-term bearish crude view while distinguishing recovering exports from sustained inventory rebuilding. The paper revises the timing and the relationship between crude and diesel normalization. Its Brent and WTI prices and institutional forecasts provide research context.

The original disclosure expressly says that bearish, short and trade references establish no actual positions, exposures, allocations or transactions. No new model holding, short position, allocation change or publication-date return is inferred. A measured futures strategy would also require a specified contract, entry, expiry, roll, collateral and cost treatment.

Risk: low inventories, geopolitical escalation, interrupted exports and crowded shorts can cause sharp rallies. Refinery and diesel constraints can delay disinflation. Partial or incompatible tracking data and uncertain forecasts can undermine the view; leveraged or short exposures can lose more than the capital initially committed. Sources: PDF p. 9, pp. 13–16, p. 18 disclosures.

17 July 2026 / Commodities · Gold regime

Gold's bear market is real; the macro turn is not yet here

GLD, IAU, GDX and GDXJ are examples in my bullion-first, miners-later view, which needs confirmation. I look for proof in real yields, ETF flows and price reactions. Reference closes and scenario price ranges do not establish a trade, allocation or realized return.

No long or short return starts automatically on the research date. The scenarios include both upside and downside, and entering on publication day would skip the stated conditions.

Risk: high real yields, dollar strength and liquidation can prolong the decline; fiscal or geopolitical stress can produce an earlier reversal. Miners add operating, financing and jurisdiction risks. GDX benchmark changes complicate historical comparisons. Sources: PDF pp. 11–14.