We ran the same RSI/SMA crossover across the top 50 coins and the top 50 US stocks — identical rules, identical window. On crypto it beats the buy-and-hold benchmark 80 % of the time; on stocks, 4 %. Why a trend-following strategy works in one market and bleeds in the other.

"Price gaps always fill" is a myth. What the evidence actually shows — for stock gaps, and for the CME gap, which became history in May 2026.

STRC is below par and the debate is loud. We separate mechanics from myth: how STRC and MSTR work, the misconceptions circulating, and where the risk and the opportunity sit.

The yen carry trade is the hidden fuel of global markets. With real numbers: how it works, why it blew up in 2024, and what it means for stocks and Bitcoin today.

Dual Momentum supposedly beats Buy & Hold on return AND drawdown. Our GTAA-5 backtest (2007–2026) says otherwise: not on return — but clearly on drawdown.

The 200-day line is the most-cited trend filter in markets: invested above it, out below it. We tested it as a standalone strategy across 110 assets. The result is not one-size-fits-all — on crypto it beats Buy & Hold on return AND drawdown AND Sharpe; on index ETFs it gives up almost no return while nearly halving the drawdown; on single stocks it works poorly. An honest map of where regime timing pays and where it doesn't.

Elliott Wave is subjective in real time. This tool doesn't count waves — it makes your count falsifiable: dip, target, invalidation set upfront, sized to risk.