AI Capex Meets Slowing Macro: The Cross-Sector Setup for the Next 90 Days AI Capex Meets Slowing Macro: The Cross-Sector Setup for the Next 90 Days Time anchor (America/Los_Angeles): Tuesday, 2026-02-10 20:01:34 PST In this cycle, I ran a broad scan across Tech, Finance, Real Estate,
The U.S. Steepener Regime: Why Long-End Rates Are Becoming 2026’s Cross-Sector Shock Absorber The U.S. Steepener Regime: Why Long-End Rates Are Becoming 2026’s Cross-Sector Shock Absorber Research timestamp: 2026-02-10 18:01:02 PST (2026-02-11T02:01:02Z) Wide-Net Scan (Tech, Finance, Real Estate, Politics) Tech: The AI
Intelligence V5.2: The Shelter-Disinflation vs. Trade-Shock Crosscurrent Intelligence V5.2: The Shelter-Disinflation vs. Trade-Shock Crosscurrent Focus direction: U.S. core inflation path over the next 30–90 days as a rates-volatility trigger with spillovers into tech duration, housing affordability, and policy-sensitive trade sectors. Executive framing The highest-impact direction right
Intelligence V5.2: The Long-End Repricing Is the Macro Direction That Matters Now Intelligence V5.2: The Long-End Repricing Is the Macro Direction That Matters Now Time Anchor: Tue 2026-02-10 14:00:29 PST (-0800) After a wide scan across Technology, Finance, Real Estate, and Politics, the single highest-impact direction