Aktien, Indizes, Rohstoffe, Devisen - Tägliche Chartanalysen, Fundamental- und Konjunkturanalysen
FFM
Joined January 2012
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Franz-Georg Wenner retweeted
⚠️ Biggest retail net selling during the morning session in our data yesterday - even bigger than the Covid crash. Coincided with when S&P and Nasdaq both had their big intraday drop. Retail capitulation along with systematic selling very much part of the flow story $SPX
Franz-Georg Wenner retweeted
🚨 Local bottom indicator fired again!
Last time the indicator was this high was June 9th and markets rallied to new ATHs.
$VIX9D / $VIX ratio represents extreme short term fear levels in the market and given the moves in equities today, we are getting close to a bottom.
Franz-Georg Wenner retweeted
Take a good look at this study. 🤯
This might change how you look at market panic.
I went back nearly 20 YEARS and pulled up every time the VIX jumped more than 40% in a single day.
Then I looked at what happened to $SPY after 1 week, 2 weeks and 1 month.
The results are pretty damn interesting.
Some of the biggest opportunities showed up when everyone was convinced the market was falling apart.
But here's the catch. Not every VIX spike marked the bottom.
I've always believed that fear creates opportunities, but knowing when to put your money to work is what really matters.
Franz-Georg Wenner retweeted
What just happened?
The Nasdaq 100 just posted its largest daily drop since the 2020 Pandemic, with the S&P 500 erasing -$3 trillion today.
Just 24 hours ago, the Dow surged +1,600 points after the Democrats "swept" the Midterms.
So, what changed? Let us explain.
(a thread)
Franz-Georg Wenner retweeted
BREAKING: The Volatility Index, $VIX, surges over +70% on the day, on track for its biggest daily gain since February 2018.
Not even March 2020 saw a daily jump in volatility like we are seeing now.
Franz-Georg Wenner retweeted
I always loved this chart from @NDR_Research, which shows that owning the largest stock in the S&P 500 has historically been a terrible strategy, relative to just owning the index.
Franz-Georg Wenner retweeted
Well, that was quick. In just 19 trading days, the Nasdaq 100 $NDX went from an ATH to a 10%+ correction. Only 19 prior drops have happened this fast.
The good news is that it took a median of just 9 more trading days to bottom. Since $QQQ dot com crash, the longest was 21.
ALT Table showing Nasdaq 100 corrections of 10% or more within 20 trading days of an all-time high since 1986. The latest correction reached 10% in 19 trading days on November 2, 2026. Across 19 completed historical cases, the median maximum drawdown was 13.6%, with a median of 9 additional trading days to the bottom and 44 trading days from the trough to a new all-time high.
Franz-Georg Wenner retweeted
ÚLTIMA HORA: GOOGLE GEMINI AHORA PUEDE ANALIZAR CUALQUIER ACCIÓN COMO UN ANALISTA DE WALL STREET (GRATIS).
AQUÍ TIENES 9 INCREÍBLES PROMPTS DE GEMINI QUE REEMPLAZAN LAS TERMINALES DE BLOOMBERG DE $4,000 AL MES:
GUÁRDALO EN FAVORITO📂
Franz-Georg Wenner retweeted
Seven times a Republican President faced a Democratic Congress.
Up 17.5% on average six months later and never lower for the S&P 500. In fact, strong returns across the board.
Franz-Georg Wenner retweeted
For the first time since 2006, Democrats won both the House and Senate in a midterm. Markets had already priced it in as evident by recent derisking.
Fearmongering aside, the S&P 500 $SPX was higher 3 months out in all cases with no 20%+ bear market in the next 6 months.
ALT Historical S&P 500 performance following midterm elections when Democrats gained control of both the House and Senate. The chart shows 12-month price paths since 1950, alongside forward returns and drawdown statistics. In all 11 prior cases, the S&P 500 gained over the following three months, with a median return of 13.3%.
Franz-Georg Wenner retweeted
These next six months are historically the best of the year, but they are even better in a midterm year.
In fact, 19 for 19 times we've seen November - April higher when starting in a midterm year.
Will this time be different?
Franz-Georg Wenner retweeted
The market is so negative on AI capex spend that hyperscalers with an average 21% revenue growth are trading at a 20.7x P/E multiple.
Meanwhile, you have companies like Costco and Walmart trading at 40x P/E while growing revenue at a fraction of the rate
If the capex proves to have any reasonable ROI, people are going to deeply regret being this bearish on some of the best companies in the world
Franz-Georg Wenner retweeted
BREAKING: The S&P 500 Equal-Weight Index outperformed the S&P 500 by +5.7 percentage points in October, its largest monthly outperformance since April 2009.
This also marked its 2nd-largest monthly outperformance since the 1990s.
The Equal-Weight Index surged +4.8% in October, while the S&P 500 fell -0.9%.
Year-to-date, the Equal-Weight Index has gained +13.9%, exceeding the S&P 500's +10.7% return as technology stocks lag the broader market.
Meanwhile, the S&P 500 ex-AI Index has jumped +14.2% year-to-date, reaching a new all-time high on Friday.
Market leadership is rapidly shifting.
Franz-Georg Wenner retweeted
The MAG7 free cash flow is estimated to explode into 2030 per Bloomberg:
Franz-Georg Wenner retweeted
Fun fact: In 19 midterm election years since 1950, the S&P 500 posted a negative October just 5 times. November closed was positive in all 5.
$SPX is currently down in Q4, but the quarter has finished positive in 16 of 19 midterm years.
ALT Bluekurtic Market Insights table showing S&P 500 fourth-quarter performance during midterm election years since 1950, alongside presidential and congressional party control. October was negative in just 5 of 19 historical midterm years, with November positive in all 5. Q4 finished positive in 16 of 19 years (84.2%), with a median gain of 7.9%.
Franz-Georg Wenner retweeted
We are leaving the historically worst six months and the next six months are the historically best for the S&P 500.
