# US Stocks Related Articles

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The Warsh Storm Approaches

The article "The Warsh Storm Approaches" analyzes the potential market impact of Kevin Warsh becoming the new Federal Reserve Chairman, succeeding Jerome Powell. It argues that the current AI-driven stock market rally, concentrated in high-valuation tech giants, relies on a crucial premise: that long-term interest rates will eventually fall. This premise is now under threat as the 30-year Treasury yield remains persistently high, exceeding 5%, due to sticky inflation, worsening U.S. fiscal deficits, and deteriorating Treasury supply-demand dynamics. The core vulnerability is that high long-term rates pressure valuations by increasing the discount rate for future earnings. The article warns that Warsh's policy stance could intensify this pressure. Unlike Powell, Warsh is seen as more tolerant of market stress, more committed to quantitative tightening (QT/shrinking the Fed's balance sheet), and less inclined to provide implicit market support. His tenure at the Fed during the 2008 crisis shaped his skepticism about prolonged quantitative easing, believing it fuels asset bubbles without sufficiently boosting the real economy. While strong AI-driven earnings growth could theoretically offset higher rates, the narrative is currently concentrated in a few firms and hasn't yet translated into broad-based productivity gains for the wider economy. Therefore, the AI boom may not be enough to counter the valuation pressures from sustained high yields. Warsh's leadership could force the market to confront a new reality where the old supports—low long-term rates and a reliably supportive Fed—are no longer guaranteed, potentially triggering a reassessment of sky-high stock valuations.

marsbit05/19 04:58

The Warsh Storm Approaches

marsbit05/19 04:58

Short Positions Have Been Squeezed Out: Will the Next Leg of the U.S. Stock AI Rally Continue in Seoul?

"Short Squeeze Exhausted: Will the Next Leg of the AI Rally Continue in Seoul?" A Nomura report suggests the US AI stock rally, which saw the S&P 500 rise ~16.6% in 28 days largely driven by 10 key stocks, may be pausing. The fuel from short covering, CTA fund positioning, and volatility-control strategies is nearing its limit. For the rally to continue, new momentum from retail and sentiment-driven FOMO (Fear Of Missing Out) is needed. South Korea's market provided a potential answer on the very day the report was published. The KOSPI index surged 4.32%, triggering a buy-side circuit breaker, led by massive gains in chip giants SK Hynix (+11.98%) and Samsung. This surge is characterized by retail "hynix FOMO" and overseas funds precisely buying into AI themes via chip-focused ETFs, shifting from broad Korean market ETFs. The Korean rally is a high-beta extension of the US AI capital expenditure story, as major cloud providers plan massive infrastructure spending, directly benefiting memory chip leaders. However, this linkage also implies vulnerability. The sustainability of this next leg depends on whether US tech stocks correct, the trajectory of US inflation (with upcoming CPI data key), and geopolitical tensions around the Strait of Hormuz. Seoul has emerged as the new epicenter of the AI trade, but its fate remains tied to these broader macro and market dynamics.

marsbit05/12 07:24

Short Positions Have Been Squeezed Out: Will the Next Leg of the U.S. Stock AI Rally Continue in Seoul?

marsbit05/12 07:24

The History of U.S. Stocks is, Behind It, a History of American Wars

The article argues that the history of the U.S. stock market is deeply intertwined with American military conflicts. While current Middle East tensions raise economic concerns, major indices like the S&P 500 and Nasdaq continue hitting new highs. Historical analysis shows U.S. wars, from the Spanish-American War to recent conflicts in the Middle East, have often coincided with market gains, as seen in the Dow Jones's performance during these periods. The U.S. transitioned from a war participant to an initiator, with most conflicts post-Vietnam being short, focused on oil, and achieving strategic goals. The market's reaction to war has evolved. Pre-1950s, investor sentiment directly drove swings based on battle outcomes. From the Korean War onward, the focus shifted to economic channels like inflation, oil prices, and fiscal policy. For instance, during the Gulf War, stock movements inversely correlated with oil price swings. The primary beneficiary industries have also changed: coal dominated WWII, oil surged during Korea and Vietnam, but by the Gulf War, the indirect economic impact made consumer staples outperform. Overall, as the U.S. economy grew, the direct market impact of individual wars diminished, giving way to broader macroeconomic factors like interest rates and deficits as the key drivers.

marsbit05/08 08:29

The History of U.S. Stocks is, Behind It, a History of American Wars

marsbit05/08 08:29

Wintermute: Sharp Decline in Crypto Volatility, Retail Capital Fleeing En Masse to US Stocks

Wintermute, a crypto OTC trader, analyzes the ongoing shift in retail capital flows from the crypto market to U.S. equities. Historically, retail speculation drove crypto bull markets, but recent data shows a sharp reversal: retail investors are now pouring into stocks at record rates, while crypto and equities have transitioned from moving in sync to behaving like substitutes. Key data reveals a significant divergence starting late 2024. When retail activity in stocks surges, crypto liquidity suffers. This is partly due to compressed realized volatility in crypto—its core appeal for speculators—as markets mature, institutional tools like ETFs expand, and the asset class grows in size. Meanwhile, U.S. equities offer competitive volatility and perceived analytical edges through AI tools, making them more attractive. Additionally, seamless on-and-off ramps between crypto and stock trading apps enable easy capital rotation. Retail investors now treat crypto as just one option in a broader speculative toolkit, rather than the primary destination. This shift demands a new multi-asset investment framework for crypto participants, incorporating equity market signals to gauge retail risk appetite and timing.

marsbit02/27 05:22

Wintermute: Sharp Decline in Crypto Volatility, Retail Capital Fleeing En Masse to US Stocks

marsbit02/27 05:22

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Dividends, Industry Cycles, and Global Capital Resonance

Matrixport Research Report: Reassessing the Long-Term Allocation Value of U.S. Stocks — Institutional Advantages, Industry Cycle, and Global Capital in Sync The core of U.S. stocks' long-term allocation value lies in the convergence of three key drivers: institutional advantages, the real validation cycle of the AI industry, and structural capital inflows—rather than short-term macro trading opportunities. U.S. equity markets, particularly the Nasdaq, have significantly outperformed global peers like China’s创业板指 and恒生科技指数 from 2015 to 2025, with smaller drawdowns and stronger compound returns. This resilience stems from deep institutional strengths: a mature innovation financing ecosystem, corporate fiscal discipline, shareholder return mechanisms, and the dollar’s global liquidity role. The AI industry is transitioning from infrastructure expansion to application penetration. Real adoption is accelerating—78% of organizations reported using AI in 2024—and capital expenditure by AI-related U.S. firms has nearly doubled since 2019. This reflects tangible investment, not speculative valuation. Global institutional capital, particularly from Europe, has structurally increased allocation to U.S. equities, with overseas holdings rising ~48% over the past two years. The deep, liquid U.S. market offers concentrated exposure to leading tech and AI assets with high regulatory predictability and low transaction costs. While 2026 may see moderate rate cuts and fiscal policy debates, the long-term outlook remains robust. Short-term volatility may offer entry opportunities. The enduring value of U.S. stocks is anchored in this self-reinforcing system of institutional, technological, and capital advantages—making them a core holding for long-term investors.

Matrixport02/13 08:38

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Dividends, Industry Cycles, and Global Capital Resonance

Matrixport02/13 08:38

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Advantages, Industry Cycles, and Global Capital Resonance

Amidst rising asset volatility, US equities remain a core long-term allocation option for global investors, driven by three structural pillars: institutional advantages, technological innovation, and shifting global capital flows. The institutional framework of US markets—spanning venture capital to public listings—supports sustained growth with lower friction and stronger shareholder returns. From 2015 to 2025, the Nasdaq Composite outperformed China’s创业板指 and恒生科技指数 by 2-3x with significantly smaller drawdowns (-36.4% vs. -69.7% and -74.4%), highlighting the power of compounding with reduced timing risk. The AI-driven industrial cycle is transitioning from infrastructure expansion to application penetration. By 2024, 78% of organizations reported using AI, up from 55% in 2023. US AI-related capex nearly doubled from 2019 to 2025, reflecting real investment and demand. The profit realization cycle remains early, with ample room for diffusion across sectors. Global capital allocation has shifted from tactical to structural: overseas holdings of US equities rose 47.6% from 2023 to 2025, led by European institutional inflows. The US market’s depth, liquidity, regulatory transparency, and concentration of high-quality tech assets make it uniquely positioned for large-scale, long-term capital deployment. While 2026 may see moderate rate cuts and fiscal policy debates, the long-term drivers—institutional resilience, AI adoption, and structural capital inflows—remain intact. Short-term volatility may present entry opportunities for disciplined investors. Matrixport now offers US stock trading with stablecoin settlements and 24/7 instant access, enabling efficient global asset allocation. *Disclaimer: This is not investment advice. Digital asset trading carries risks. Consult a professional before investing. Matrixport assumes no liability for decisions based on this content.*

marsbit02/12 12:37

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Advantages, Industry Cycles, and Global Capital Resonance

marsbit02/12 12:37

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Dividends, Industry Cycles, and Global Capital Resonance

Matrixport Research Report: Reassessing the Long-Term Allocation Value of U.S. Stocks — Institutional Advantages, Industry Cycle, and Global Capital Resonance The core of U.S. stocks' long-term allocation value lies in the convergence of three key drivers: institutional advantages, the tangible AI industry cycle, and structural increases in global capital allocation—not short-term macro trading. U.S. equities remain a core allocation option for long-term investors, supported by structural strengths. From 2015 to 2025, the Nasdaq Composite significantly outperformed major Chinese tech indices with lower drawdowns, reflecting the benefits of a mature innovation financing ecosystem, corporate cash flow discipline, and the dollar’s global liquidity role. The AI industry is transitioning from infrastructure expansion to application penetration. Real adoption is accelerating, with 78% of organizations reporting AI use in 2024. U.S. AI-related capex nearly doubled from 2019 to 2025, indicating sustained investment cycle rather than speculative hype. Global institutional holdings of U.S. equities rose ~48% from 2023 to 2025, reflecting strategic reallocation—not short-term inflows. This is driven by the market’s depth, regulatory predictability, and concentrated exposure to leading tech and AI assets. While 2026 may see moderate rate cuts and fiscal policy debates, the long-term outlook remains intact. Short-term volatility may offer entry opportunities, given the resilience of structural drivers. In summary, U.S. stocks represent a rare combination of institutional, technological, and capital advantages, reinforcing their role as a long-term core holding.

Matrixport02/12 10:51

Matrixport Research Report | Re-evaluating the Long-Term Allocation Value of U.S. Stocks: Institutional Dividends, Industry Cycles, and Global Capital Resonance

Matrixport02/12 10:51

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