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MACRO & MEGACAPS · RUNG 2 · SIGNALS & RESEARCH

The portfolio will hold something through a bad month. This is how you see it coming.

The portfolio gives you a decision. It will not tell you that the week’s damage was a crowded trade unwinding, or that a name it has held for six weeks carries a premium that only pays off in 2027. Those are the questions that decide whether a bad month reads as the process working or as something going wrong.

Two things arrive on top of the signals. The macro note, twice a week, covering liquidity, the rate path, the curve, then every major board read in the same shape with a target and the level that would prove it wrong. Deep dives on the portfolio’s own holdings cover the business, the contracted revenue behind the reported revenue, the valuation, and what would have to go wrong.

This is the same service read deeper, the work I do to hold my own positions, published as I use it.

01The macro note

Twice a week, Monday and Wednesday, on what is driving markets.

The systematic portfolio reacts to conditions. The macro note is where those conditions get explained: liquidity, the rate path, the curve and the cross-asset currents, laid out the same way every time so the picture stays comparable week to week.

Where the money is
The regime read first, risk and liquidity scored, not described. Then the plumbing underneath it: the Treasury General Account, the SOFR minus EFFR spread as a funding-stress gauge, and what the futures market is pricing for the Fed, in basis points, not adjectives.
What the curve is doing
2s10s, the 2Y, 10Y and 30Y, and which end is doing the work, because a 30Y that moves 24bp while the 2Y moves 14 is a different market from one where they move together, and it is the direct pressure behind anything at the long end of the curve.
Every major board, read the same way
SPY, QQQ, IWM, semis and software, all seven of the Mag-7, gold and silver, bitcoin and ether. Each with a price structure, a bias, the measured target and the level that would prove it wrong, plus seasonality and the week’s notable ETF flows as a share of AUM.
AND THE PART MOST LETTERS LEAVE OUT

When a call fails, the downgrade is published the moment it fails, in the same note, in the same shape as the call that made it. “Our tactical overweight last week failed, as the support level was breached. We shift back to Neutral.” Every rating is dated, and the level that would prove it wrong is stated when the rating is made instead of reconstructed afterwards.

02The holdings deep dives

Written about the names in the portfolio, not a watchlist.

Subscribers asked for this. The written work now goes deep on what is in the portfolio. If the portfolio holds it, you get the business, the numbers, the valuation and the risks. When it is sold, you already knew the argument against it.

01
Why the models hold it, and what would drop it
Every dive opens here: the weight, the rank, which of the four models are voting on it, and which one is most likely to flip it flat next.
02
What the business does, and who takes it away
The revenue in plain terms, where the switching costs sit, and the competitor who captures the economics if it goes wrong. Named, not gestured at.
03
The numbers, without the flattering ones
Revenue and the contracted revenue behind it, net retention, margins, free cash flow, stock compensation against growth, buybacks. What management guided, and where they are being conservative.
04
Bull, base and bear, each with a trigger
Not three moods. Three paths, each with the figure that would put you on it and the price it implies. Watch for the trigger instead of re-reading the argument every quarter.
05
What the market is paying for, separately from the business
Multiples against the name’s own history and against peers, plus a discounted cash flow with the assumptions stated. Where a story premium exists, it is priced and named.
06
The risks, and deliberately no rating
The dive neither confirms nor contradicts the portfolio, which is systematic and holds no opinions. It ends on what could go wrong. That is the point of it.
READ ONE IN FULL · 6 AUGUST 2026
Okta (OKTA): What Are The Risks?

A holding at the time of writing, taken end to end. Identity software and the Microsoft bundling threat, contracted revenue running ahead of reported revenue, a valuation carrying a named premium on agentic AI. No rating at the end. Just the risks.

Read it →
03How a rating is made

A rating here is a chart read. The four models neither produce it nor see it.

Worth saying plainly, because it is easy to assume otherwise. The portfolio is built by four quantitative models and takes no view from me. A rating in the macro note is a separate discipline: price structure, the levels that matter, and what a setup offers against what it risks at today’s price. Two methods, run side by side, each free to disagree with the other. Neither one gets to overrule the portfolio.

The rules below are the ones every rating is made under, and they are published in an appendix to every note before the calls are made. That is what lets you check the record afterwards instead of taking it on trust.

It is reward against risk, not a forecast
A rating describes what the chart offers at today’s price, not where the author thinks price is going. Two-to-one or better earns a full Overweight or Underweight. Anything less is Neutral.
The invalidation is never the level being leaned on
If a name is holding a trendline, that trendline is the reason for the interest, so the risk is measured to the next level below it. That keeps the stop realistic instead of flattering the setup.
Past three-quarters of the way, no new positions
Once a measured move is most of the way to target, the remaining reward no longer pays for the risk. Existing ratings can ride, but new ones are not opened that late in a leg.
Neutral is not a shrug
It means risk and reward are close enough to balanced that waiting is the better trade. On this board it is comfortably the most common rating, and it is meant to be.

The bias reflects technical analysis only. It is separate from the quantitative models and from the fundamental research, and may differ from both. That is deliberate, because three methods that always agreed would only be one method. Everything here is for education only, never investment advice.

04Three lenses

Three ways of reading the same name, kept apart on purpose.

The models decide the portfolio. The chart read and the fundamental work sit beside it and answer different questions. Keeping them separate is the whole reason the second and third are worth anything: three methods that always agreed would only be one method.

THE FOUR MODELS
Quantitative
WHAT IT READS
Price behaviour and what is happening around it, learned from ten years of data.
THE QUESTION IT ANSWERS
Should this name be held, and how much of it?
WHAT IT DOES NOT DO
It never explains itself, and it holds no opinion about the business.
THE MACRO NOTE
Technical
WHAT IT READS
The chart itself: structure, the levels that matter, and what a setup offers against what it risks.
THE QUESTION IT ANSWERS
What is this price offering right now, and where would that be wrong?
WHAT IT DOES NOT DO
It carries my judgement, and it never enters the portfolio.
THE DEEP DIVES
Fundamental
WHAT IT READS
The business itself. Revenue, retention, margins, cash, valuation.
THE QUESTION IT ANSWERS
What would have to break for this to stop working?
WHAT IT DOES NOT DO
It ends on the risks and gives no rating, by design.
The research never overrules the portfolio. The portfolio is systematic and takes no opinions, mine included. The written work exists so that when a holding turns sour, and some will, you already knew the argument against it. Understanding a risk is not the same as being told what to do about it.You can check the homework before relying on it. Every bias is dated the week it is made, and every upgrade and downgrade is logged as it happens, including the ones that did not work. No quiet edits after the fact.
05What it costs

Everything on this page sits in one tier.

The macro note and the deep dives come with Signals & Research, the second rung of Macro & Megacaps. The signals and the portfolio are included in full, so this replaces the first rung and does not sit on top of it.

MOST SUBSCRIBERS START HERE
RUNG 2 OF 2

Macro & Megacaps: Signals & Research

A bad month is therefore never a surprise.

  • Everything in Signals, in full
  • The macro note, twice a week: what kind of market we are in, where the money is flowing, the Fed path and the curve, then the indices, the Mag-7, metals and crypto
  • Every read carries a structure, a bias, a measured target and the level that would prove it wrong
  • Deep dives on the portfolio’s own holdings: the business, the numbers, the valuation, the risks
  • Each one opens with why the models hold it, and what would drop it
$5,000/yror $600/mo · 3 and a half months free vs monthly
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Macro & Megacaps: Signals

The models, the portfolio and the record, with none of the macro notes or deep dives on this page.

$3,000/yror $400/mo
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06  ·  BEFORE YOU DECIDE

Read a month of it before you decide anything.

Annual plans carry a free first month. You get the Research page exactly as I read it: the macro note twice a week, the deep dives on the names the portfolio holds, and the signals and portfolio underneath them. Cancel in-month and pay nothing.

The work is closer to observation than prediction. The models report where the market stands and how strongly they agree, the record shows what came of it, and the process keeps improving as that evidence builds up. None of it asks you to be attached to a particular trade, mine included. The market is the thing being read, and we are watching it from the same side of the glass.

Published for information and education. It is not personalised advice, not a managed account, and not a recommendation to buy or sell any security. Capital is at risk, and past and simulated performance tell you nothing certain about the future.