According to @charliebilello, since 1928 the S&P 500 has delivered roughly 10% average annual returns while enduring an average intra-year drawdown of about -16%, underscoring that long-term upside has historically come with sizable pullbacks; source: @charliebilello on X and bilello.blog/newsletter. Traders can frame SPX risk budgets around the historical -16% intra-year drawdown profile when assessing position sizing and stop distances during uptrends; source: @charliebilello on X and bilello.blog/newsletter. Because Bitcoin’s correlation with U.S. equities rose markedly after 2020, equity drawdowns have increasingly coincided with downside in BTC and ETH, making SPX weakness a relevant risk signal for crypto leverage and hedging; source: International Monetary Fund, Crypto Prices Move More in Sync with Equities, Jan 2022.

According to @StockMKTNewz, Broadcom (AVGO) now has a larger market capitalization than Meta Platforms (META) as of Jan 3, 2026, highlighting AVGO’s continued ascent among mega-cap AI beneficiaries (Source: @StockMKTNewz). Despite this, the Magnificent 7 is a rules-defined basket—AAPL, MSFT, GOOGL, AMZN, NVDA, META, TSLA—set by index providers and ETF sponsors, so inclusion does not change automatically with market-cap rankings (Source: S&P Dow Jones Indices Magnificent 7 Index methodology; Roundhill Investments MAGS ETF materials). AVGO’s AI-driven fundamentals remain strong, with management previously guiding over $10 billion in AI-related revenue for FY2024, underscoring sustained data center demand that can support relative strength versus peers (Source: Broadcom Investor Relations guidance). Flow-wise, Mag-7-specific products are unlikely to add AVGO without rule changes, while broad cap-weighted benchmarks like the S&P 500 and Nasdaq-100 already reflect its size increase, affecting passive allocation and pair-trade dynamics with META (Source: S&P Dow Jones Indices; Nasdaq Indexes; Roundhill Investments). For crypto, periods of mega-cap tech leadership have coincided with risk-on behavior and a positive BTC–Nasdaq correlation in 2023–2024, so continued AI-equity momentum may bolster BTC sentiment even if AVGO remains outside Mag-7 products (Source: Coinbase Institutional Research; Kaiko Research).

According to @StockMKTNewz, Broadcom AVGO now has a larger market capitalization than Meta Platforms META. Source: @StockMKTNewz. In cap-weighted indices such as the S&P 500 and Nasdaq-100, constituent weights are based on float-adjusted market capitalization and are updated at scheduled quarterly rebalances, so a sustained rank change can shift index weights and passive ETF allocations. Sources: S&P Dow Jones Indices; Nasdaq Global Indexes. For crypto traders, leadership changes among mega-cap tech are monitored as a risk sentiment gauge given documented periods of positive BTC–Nasdaq-100 correlation, making AVGO versus META strength relevant for cross-asset positioning. Sources: Nasdaq research; Kaiko.

According to @QCompounding, a free e-book summarizing roughly 5,000 pages of Warren Buffett’s writings plus a list of 100 examples of high-quality stocks is available at compounding-quality.kit.com as a practical research resource, source: Compounding Quality on X dated Jan 3, 2026. Traders can use the curated universe to run quality-factor screens focused on profitability, earnings quality, and conservative investment, an approach supported by evidence linking profitability and quality characteristics to return premia, source: Robert Novy-Marx, The Other Side of Value: The Gross Profitability Premium, Journal of Financial Economics, 2013; Clifford S. Asness, Andrea Frazzini, and Lasse H. Pedersen, Quality Minus Junk, Financial Analysts Journal, 2019. Backtesting rebalancing cadence, risk controls, and sector caps on a quality basket can help manage factor drift and benchmark-relative drawdowns during regime shifts, source: Clifford S. Asness, Andrea Frazzini, and Lasse H. Pedersen, Quality Minus Junk, Financial Analysts Journal, 2019. For cross-asset positioning, equity risk regimes matter for crypto because Bitcoin has shown rising correlation with U.S. equities, so tracking a quality equity basket alongside BTC exposure can inform hedging and timing, source: International Monetary Fund blog Crypto Prices Move More in Sync With Stocks, Posing New Risks by Tobias Adrian, Tara Iyer, and Mahvash S. Qureshi, Jan 11, 2022. The tweet does not disclose specific tickers or performance data, so traders should treat the list as a starting universe and validate signals independently before execution, source: Compounding Quality on X dated Jan 3, 2026.

According to @StockMKTNewz, the worst-performing S&P 500 stocks in 2025 include Trade Desk down 67.7%, Fiserv down 67.3%, Alexandria Real Estate down 49.8%, Deckers down 49.0%, Gartner down 47.9%, Lululemon down 45.7%, Dow down 41.7%, LyondellBasell down 41.7%, and Molina Healthcare down 40.4% (source: @StockMKTNewz). The scale of these declines spans roughly 40% to nearly 68%, which the source characterizes as the official worst performers list for 2025 (source: @StockMKTNewz). Periods of equity stress have historically coincided with higher short-term correlations between crypto and stocks, so BTC and ETH traders may monitor cross-asset flows as S&P 500 laggards capitulate (source: IMF Global Financial Stability Note Jan 2022; BIS Bulletin 2022 No. 52).

According to @KobeissiLetter, the S&P 500 closed 2025 up 16.6%, marking a third consecutive year of double-digit gains, source: @KobeissiLetter, X, December 31, 2025. For crypto, BTC traders often monitor U.S. equity momentum because research has documented time-varying positive correlations between BTC and U.S. stocks, supporting risk-on cross-asset models, source: Coin Metrics Research, State of the Network.

According to @CNBC, Zoom (ZM) is positioned for a strong 2026 and a defined-risk options trade is highlighted that allows traders to participate in gains while limiting losses, signaling a bullish yet controlled exposure to ZM into next year (source: CNBC post dated Dec 31, 2025). According to IMF research, periods of stronger tech equity risk appetite have shown higher correlation with crypto performance, so constructive ZM sentiment can be monitored as a risk-on cue for BTC and ETH if it reflects broader growth-tech momentum (source: IMF analysis on rising crypto–equity correlations, 2022).

According to @StockMKTNewz, the US stock market closed the session lower today. source: @StockMKTNewz on X, Dec 30, 2025. For crypto traders, equity selloffs have historically coincided with higher short-term correlations between BTC and US equities, increasing spillover risk to BTC and ETH during risk-off periods. source: International Monetary Fund, Crypto Prices Move More in Sync With Stocks, Jan 2022.

According to @KobeissiLetter, roughly 94% of MSCI All Country World Index markets are trading above the 200-day moving average, near a five-year high, while about 87% are above the 50-day moving average, the highest since July. Source: The Kobeissi Letter. Breadth this strong aligns with trend-following conditions where prices above medium and long-term moving averages historically favor staying long across global equities. Source: Moskowitz, Ooi, and Pedersen, Time Series Momentum, 2012. For crypto positioning, higher equity risk-on breadth has been associated with stronger stock–Bitcoin comovement, making BTC and ETH more sensitive to equity momentum and liquidity trends during such phases. Source: International Monetary Fund, Crypto Prices Move More in Sync With Stocks, 2022.

According to @StockMKTNewz, Boeing (BA) started the trading day up by more than 1%, indicating early session strength in the stock, source: @StockMKTNewz. BA is a constituent of the Dow Jones Industrial Average, making its early move directly relevant for index-linked equity exposure monitoring, source: S&P Dow Jones Indices. Equity and crypto markets have shown higher correlation since 2020, increasing the relevance of equity risk tone for BTC monitoring, source: International Monetary Fund 2022 analysis on crypto–stock market correlation.

According to @garyblack00, Tesla issued a press release circulating an Investor Relations–compiled Q4 2025 delivery consensus of 423K, which he characterizes as highly unusual for the company, source: Tesla Investor Relations press release; @garyblack00. He notes Bloomberg’s Q4 delivery consensus stands at 445K and can be stale if analysts do not update promptly, underscoring a 22K gap between commonly referenced benchmarks, source: Bloomberg consensus as cited by @garyblack00. He infers that distributing the lower IR-derived consensus signals 4Q actual deliveries are likelier around 420K than 445K, setting expectations toward the lower band into the print, source: @garyblack00. For crypto traders, cross-asset context matters: BTC’s correlation with the Nasdaq 100 has intermittently turned positive in 2023–2024, so risk sentiment around large-cap tech like TSLA can affect digital assets in the short term, source: Kaiko research.

According to @StockMKTNewz, Kalshi’s prediction market currently implies just a 10% chance that the S&P 500 will cross above 7,000 in 2025. Source: @StockMKTNewz; Kalshi. On Kalshi, Yes contract prices map directly to market-implied probabilities, so a 10% probability corresponds to roughly $0.10 per contract. Source: Kalshi. Crypto traders track these equity odds because Bitcoin has shown increased correlation with U.S. equities since 2020, making equity risk signals relevant for digital asset sentiment. Source: IMF 2022; BIS 2022.

According to @StockMKTNewz, Disney-owned Avatar: Fire and Ash has reached a cumulative $760 million at the global box office after two weekends, with the underlying box office figure reported by Variety, source: @StockMKTNewz; Variety. This theatrical performance will be recognized in Disney’s fiscal Q1 FY2026 results, and theatrical distribution is a key revenue and operating income driver within the Disney Entertainment segment, source: The Walt Disney Company 2024 Form 10-K. Given documented positive correlations between U.S. equities and crypto assets such as BTC during risk-on periods, traders may monitor DIS alongside BTC for cross-asset sentiment signals, source: International Monetary Fund 2022 research; Federal Reserve research 2023.

According to CrypNuevo, if BTC follows his main scenario, ETH could break below liquidity trendlines to absorb liquidity and potentially sweep recent lows, implying elevated stop-run risk for short-term traders (source: CrypNuevo on X, Dec 26, 2025). He notes that price often dips under these liquidity trendlines before rebounding, signaling a likely volatility expansion in ETH markets (source: CrypNuevo on X, Dec 26, 2025). Traders should prepare for fast wicks and wider spreads around prior lows if BTC moves first, with ETH correlation risk heightened in the near term (source: CrypNuevo on X, Dec 26, 2025).

According to @StockMKTNewz, a compilation of Wall Street strategists’ targets for the S&P 500 year-end 2026 close was posted on Dec 26, 2025, directing readers to the detailed list for bank-by-bank forecasts; source: @StockMKTNewz on X, Dec 26, 2025. Traders can reference the compiled targets to benchmark implied upside or downside versus spot when sizing SPX and ES futures positions and selecting options strikes for hedging or carry strategies; source: @StockMKTNewz on X, Dec 26, 2025. For crypto, equity index outlooks are relevant because BTC and ETH have exhibited periods of positive rolling correlation with US equities since 2020, making S&P 500 expectations a useful macro input for risk management; source: Coin Metrics State of the Network research on cross-asset correlations.

According to @QCompounding, investors’ formative windows can produce vastly different return experiences, with those born in 1970 seeing the S&P 500 increase nearly tenfold during their teens and 20s while those born in 1950 faced largely flat markets. source: @QCompounding (tweet, Dec 25, 2025); Morgan Housel, The Psychology of Money. The referenced chart from Morgan Housel highlights how regime differences drive realized returns, a key input for traders when setting expected returns and drawdown thresholds. source: Morgan Housel, The Psychology of Money. To avoid cohort bias in strategy design, traders should validate backtests across multiple market regimes and apply experience-neutral risk controls such as rolling window calibration and stress tests. source: Malmendier and Nagel (2011, American Economic Review) on experience effects; Morgan Housel, The Psychology of Money. For crypto allocation, note that cohort-driven risk appetite can spill over to Bitcoin (BTC) because BTC has exhibited elevated positive correlation with equities in recent years, amplifying risk-on/risk-off cycles. source: International Monetary Fund (2022) Crypto Prices Move More in Sync With Equities; Bank for International Settlements (2022) research on crypto–equity co-movement.

According to @BullTheoryio, the S&P 500 hit 6932 and posted its highest weekly close on record, signaling a strong risk-on backdrop in U.S. equities (source: @BullTheoryio). Historically, rising U.S. equities have coincided with higher crypto beta, with BTC and ETH increasingly correlated to the S&P 500 since 2020, transmitting equity momentum into digital assets during risk-on phases (source: IMF 2022 research; BIS 2022 analysis). For trading, watch whether SPX holds the reported 6932 weekly close as support and monitor the rolling BTC-SPX correlation plus equity volatility via VIX to gauge follow-through into BTC and ETH spot and futures liquidity (source: @BullTheoryio; IMF 2022 research; Cboe). Correlation regimes are time-varying and can reverse quickly, so position sizing and hedges should account for potential decoupling between crypto and stocks even after equity breakouts (source: IMF 2022 research; BIS 2022 analysis).

According to @StockMKTNewz, the S&P 500 closed at a new all-time high on December 23, 2025, marking another record close for the index; source: @StockMKTNewz. Elevated post-2020 correlations between Bitcoin and U.S. equities mean equity record highs can matter for crypto positioning as risk appetite shifts; source: International Monetary Fund (2022) research on crypto–equity correlation. Crypto and stock markets have become more integrated, increasing the relevance of equity momentum for BTC and ETH trading in cross-asset strategies; source: Bank for International Settlements (2022) analysis on rising crypto–equity co-movement.

According to The Kobeissi Letter, a Friday alert called for a move back above 6900, and the subsequent long positions are now nearly +100 points on the move, indicating renewed year-end momentum often described as a Santa rally (source: The Kobeissi Letter, X, Dec 23, 2025). Traders focused on risk appetite can note that such equity upside moves have historically coincided with positive short-term correlations between BTC and U.S. stocks, prompting cross-asset monitoring during risk-on phases (source: Kaiko Research, 2023 BTC–equities correlation).

According to @charliebilello, the S&P 500 was down over 15% year to date on April 8 (the 4th worst start on record) but then rallied 38%, leaving it up 17% YTD and notching 37 all-time highs in 2025, highlighting a powerful momentum regime for risk assets, source: @charliebilello on X. IMF research documented a marked rise in BTC–S&P 500 co-movement since 2020, indicating that strong equity momentum can have greater relevance for crypto market risk and spillovers, source: IMF Blog by Tobias Adrian, Tara Iyer, and Mahvash S. Qureshi, January 2022.