Systematically powered investing platform. Equities, crypto, commodities, FX.
Joined April 2026
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📊 Portfolio update: +40.29% YTD, at the year’s high. Fully in cash.
The market is attempting to stabilize after six consecutive red closes, bouncing from yesterday’s lows. Our equity curve has not moved through the decline, and it does not move for a bounce either. A bounce is not a trend, and re-entry requires confirmation rather than the first green candle.
There is no obligation to hold through drawdowns. Capital stepped aside on deterioration, preserved its gains, and sits ready to redeploy when conditions confirm. $BTC remains −8.61% on the year; the portfolio holds +40.29%.
The focus remains on systematic execution and disciplined risk management. Updated backtest below. ⬇️
March recorded the highest $USOIL EV-U overvaluation reading since 1985. October sits in a neutral valuation at a comparable price. That divergence is worth watching.
RATES UNCHANGED, remains at 3.75% - 4.00%.
SUMMARY OF FED DECISION (10/28/2026):
1. Fed leaves interest rates unchanged after September hike
2. Rate pause was a 10-2 decision with Cook and Hammack dissenting in favor of a rate hike
3. Fed says economic activity is "expanding at a strong pace"
4. Fed says inflation "remains elevated" and seeks more information
5. Fed notes that "geopolitical developments" are contributing to uncertainty
6. The Fed reasserts that "The Committee will deliver price stability"
"Higher for longer" continues at the Fed.
Oil moved first, and inflation followed. Our VMI model has had $USOIL bullish since February, and our Macro Regime inflation vector turned positive in March and has stayed there, now at +41 and rising.
While the oil regime holds, the bias for inflation pressure stays higher. Bullish until proven otherwise.
Rates and equity multiples have moved apart, and the question is which one gives.
A higher real yield normally lowers what investors pay for earnings. Since the ChatGPT launch, the S&P 500 forward P/E rose even as the 10Y real yield rose, but the multiple has since fallen back to about 19.5x with the real yield near 2.35% (plotted inverted on the chart). The usual explanation is that stronger growth offsets higher rates.
Our VMI model has the US 10Y real yield and the 10Y breakeven both bullish, so rates are trending higher on both the real and inflation side.
Growth is not offsetting that in our Macro Regime model, which has been in Fall (risk-off) since 6 October, with growth fading at -31 and inflation rising at +41.
Chart: Blackrock
Regime charts in the reply ⬇️
Dollar regime matters for crypto beta.
Our VMI model has $DXY bullish since mid-September, and the rolling 90-day correlation of daily returns with $BTC is near -0.33.
While the dollar regime holds, the macro backdrop is a headwind for risky assets like crypto. Bias is higher for $DXY while it holds.
$DXY in 2026 against 2018, log-scaled and normalized.
Two paths have tracked each other closely through the year, and 2026 has converged back toward 2018 in October.
Rates and equity multiples have moved apart, and the question is which one gives.
A higher real yield normally lowers what investors pay for earnings. Since the ChatGPT launch, the S&P 500 forward P/E rose even as the 10Y real yield rose, but the multiple has since fallen back to about 19.5x with the real yield near 2.35% (plotted inverted on the chart). The usual explanation is that stronger growth offsets higher rates.
Our VMI model has the US 10Y real yield and the 10Y breakeven both bullish, so rates are trending higher on both the real and inflation side.
Growth is not offsetting that in our Macro Regime model, which has been in Fall (risk-off) since 6 October, with growth fading at -31 and inflation rising at +41.
Chart: Blackrock
Regime charts in the reply ⬇️
$BTC is bouncing from the lower channel as the Residual Desk shifts to bullish accumulation. OI is rising with price, while broader positioning still suggests short-squeeze potential.
However, spot volume remains weak at -1.73σ. Reclaiming $81.5K opens $83K–$83.4K; rejection keeps $80K and $78.6K as key supports.
Short-term outlook only.
Our $BTC long-term view is unchanged. We remain in expansion and in a profit momentum regime, and the 12-month outlook stays constructive.
Stay patient, setup is still intact.
The updated backtest shows a cumulative gain of +1,915.54% since January 1, 2022, versus +83.64% for $NQ, +63.22% for $ES, and +69.92% for Bitcoin buy-and-hold. The window opens with the 2022 bear market, which the systems spent largely in cash.
System 01 and System 02 select and allocate across a universe of crypto assets, combined in a daily-rebalanced 50/50 allocation. Both systems are currently in cash.
October 28, 2026 snapshot, not a confirmed daily close. Historical backtested results do not guarantee future performance.
$BTC is attempting a relief bounce after holding the main Rolling VWAP near $78.6K. OI has risen while price declined across multiple horizons, consistent with short positioning and increasing squeeze potential.
Residual Desk now signals a short squeeze, but spot volume remains weak at -0.55σ and basis is elevated at +1.58σ.
Reclaiming $81.9K strengthens the recovery toward $85K. A daily close below $78.6K exposes $77.9K, then $75.5K.
Short-term outlook only.
Consistent with this view.
VMI model has had $DXY bullish since mid-September, with price still within its mean bands. We follow the regime, not the headline.
Bullish until proven otherwise.
Our Macro VMI turned bearish on the Shanghai Composite on 21 July 2026 and has stayed there since.
12-week losing streak is the price confirming what momentum and volatility were already signalling.
We stay bearish until the model says otherwise.
📊 +40.29% YTD. At the year’s high, fully in cash.
Six straight red closes since the exit. $BTC below 80K, down more than 10% on the year. Our curve has not moved.
No obligation to hold through drawdowns. Preserve gains, sit in cash, redeploy on confirmation.
Updated backtest below. ⬇️
The updated backtest shows a cumulative gain of +1,915.54% since January 1, 2022, versus +80.15% for $NQ, +62.03% for $ES, and +66.87% for Bitcoin buy-and-hold. The window opens with the 2022 bear market, which the systems spent largely in cash.
System 01 and System 02 select and allocate across a universe of crypto assets, combined in a daily-rebalanced 50/50 allocation. Both systems are currently in cash.
October 27, 2026 snapshot, not a confirmed daily close. Historical backtested results do not guarantee future performance.
Dollar has tracked the US yield differential closely since 2022, and the two have converged again in recent weeks.
Debasement trade needs a weaker dollar. Our VMI model has $DXY and the US 2Y yield both bullish, so the model does not show one.
Bias is higher for both the dollar and the US 2Y yield while the regime holds.
VMI regime charts for $DXY and the US 2Y in the replies ⬇️
