Geopolitical events have equities in correction, but underneath the surface there is a clear ongoing shift towards physical assets and infrastructure.
Thematic Thursday: What ETF Flows Are Telling Us This Week Read More »
Stagflation signals from March PMIs—business activity at an 11-month low, selling prices rising at the fastest clip since August 2022—favor sectors with pricing power. Energy, utilities, and staples lead defensively, while software remains vulnerable to AI disruption repricing.
COMMENTARY: The S&P 500 declined -2.1% for the week ending March 27, 2026, as markets faced renewed pressure from rising interest rates and persistent inflation concerns. Stronger-than-expected economic data pushed Treasury yields higher, reinforcing expectations that the Federal Reserve may keep policy restrictive for longer. At the same time, a notable rebound in commodity prices—particularly
Performance Summary: Week Ending March 27th, 2026 Read More »
Cash flow investing is evolving beyond a single factor into a multi-dimensional framework. From COWZ’s deep value tilt to VFLO’s balanced approach and SCHD’s income discipline, investors can now target valuation, durability, and shareholder return within a unified cash flow allocation.
Factor Friday: Looking at Quality and Cash Flow Exposures Read More »
Investors are rotating toward energy cash flows, biotech catalysts, and AI infrastructure while funding positions through outflows in broad index ETFs and precious metals, reflecting a shift toward resilience as elevated oil prices and rising yields pressure demand-sensitive and rate-exposed sectors.
Thematic Thursday — Sector Positioning Under Macro Stress Read More »
Markets are balancing geopolitical inflation shocks against resilient AI-driven growth. The optimal positioning is a barbell: overweight Energy and defensives for protection, while maintaining selective exposure to AI-linked Growth, and underweighting Financials and Consumer sectors exposed to tightening credit and rising costs.
Tactical Tuesday— Geopolitics, Energy Shock, Credit Stress, and Growth Leadership Read More »
The S&P 500 declined 1.9% for the week, reflecting a combination of macroeconomic uncertainty and geopolitical risk. Energy (+2.8%) was the clear outperformer, benefiting directly from rising crude oil and natural gas prices. Supply disruptions tied to geopolitical conflict pushed oil prices above $100 per barrel during the week, driving strong earnings expectations across the sector. Key contributors included Exxon Mobil and Chevron, which carry significant index weight, along with strength in companies such as ConocoPhillips and EOG Resources. The sector’s performance reflects its leverage to commodity prices, which acted as a hedge against broader market weakness.
Performance Summary: Week Ending March 20th, 2026 Read More »
Markets are balancing three outcomes: inflation from energy shocks, recession risk from demand erosion, and resilient earnings supporting a Goldilocks scenario. Sector leadership will hinge on oil’s path—sustained higher price favors Value and defensives, while stabilization restores Growth leadership.
Growth versus Value leadership hinges on interest rates: rising yields driven by energy-led inflation favor Value, while stable or declining rates support Growth. The decisive factor is whether oil shocks sustain inflation or fade, allowing central banks to maintain or ease policy
Factor Friday: The Interest Rate Lens Driving Factor Leadership Read More »
U.S. equities outperformed as the Iran conflict escalated because energy shocks hit import-dependent economies harder, while U.S. markets benefit from domestic production, resilient earnings in technology sectors, and strong capital inflows during periods of global uncertainty and volatility
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