According to @StockMKTNewz, over the last 98 years the S&P 500 finished higher in 72 of 98 years (73.5%) and lower in 26 (26.5%), with 18 years of gains above 30% and 5 years of declines worse than 30%, based on their year-end return bins. Source: @StockMKTNewz on X, Jan 3, 2026. Based on these counts, rallies of 20% or more occurred in 36 years (36.7%) while drawdowns of 20% or more occurred in 6 years (6.1%), providing traders with base rates to size annual equity beta and calibrate tail-risk hedges. Source: @StockMKTNewz on X, Jan 3, 2026. For crypto, the IMF has documented that BTC and broader crypto have moved more in sync with equities since 2020, so a constructive S&P 500 regime can coincide with stronger risk appetite for BTC and ETH in cross-asset positioning. Source: International Monetary Fund blog by Tobias Adrian, Tara Iyer, and Mahvash S. Qureshi, Jan 2022.

According to @QCompounding, a list of 10 stocks with return on capital above 20 percent was highlighted alongside a Charlie Munger quote underscoring that sustained high returns on capital can drive exceptional long term results; source: @QCompounding on X, Dec 5, 2025. Return on capital and return on invested capital are core quality metrics traders use to screen durable compounders and have been linked to superior long term equity performance and profitability persistence; source: Joel Greenblatt, The Little Book That Beats the Market, 2010; Asness, Frazzini, Pedersen, Quality Minus Junk, 2013, SSRN 2312432. For crypto, shifts toward risk on equity positioning and quality leadership have coincided with stronger correlations between Bitcoin and the S and P 500 in 2020 to 2022, affecting near term beta for BTC and ETH; source: IMF Blog, Crypto Prices Move More in Sync With Stocks, Adrian, Iyer, Queralto, January 2022. Trading takeaway: monitor the high ROIC names flagged by @QCompounding and pair a quality factor screen with real time BTC and ETH equity correlation tracking to calibrate exposure; source: @QCompounding on X, Dec 5, 2025; IMF Blog, January 2022.

According to Charlie Bilello, he highlighted the worst-performing S&P 500 stocks year-to-date on Dec 1, 2025, drawing attention to large-cap laggards that often see concentrated flows into year-end. source: Charlie Bilello on X, Dec 1, 2025. Traders use such laggard lists to target December tax-loss selling pressure and plan January effect mean-reversion setups in those tickers. source: CFA Institute Research Foundation, Tax-Loss Harvesting; Haug and Hirschey, 2006, The January Effect. For execution, monitor closing auction volume spikes, short-interest updates, and options implied-volatility skew on the named symbols to time entries and manage gap risk. source: Cboe Options Education on skew and hedging; FINRA short interest data. Sector-led drawdowns can spill over into digital-asset risk sentiment, with BTC and ETH correlations to U.S. equities tending to rise during broad risk-off episodes. source: Kaiko Research, 2022–2024 BTC–equities correlation studies. Review Bilello’s underlying list before acting, as ticker-specific catalysts and liquidity conditions drive risk-adjusted expectancy. source: Charlie Bilello on X, Dec 1, 2025.