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Tuesday, August 4, 2026

2026 Global Favorability Flips: China Overtakes US | Pew Research Center

The Pew Research Center's "Spring 2026 Global Attitudes Survey" marks a clear inflection point. As stated in its July 15 report: "Views of China have improved in recent years while opinions of the US have worsened, to the point where China is now seen more positively than the US in most of 36 countries surveyed." Across the 20 countries tracked every year since 2023, the median favorable rating of the United States has fallen to 36 percent while China's has risen to 46 percent. The survey of 42,151 adults, conducted February 8–May 13, 2026, shows the reversal is no longer marginal.
 
2026 Updated Scatter Plot – Key Changes from Spring 2025: The Spring 2026 data shows a clear structural shift: The Top-Left "pro-US / negative China" cluster has shrunk. It is now mainly limited to Israel (still very high US favorability), Japan (China only 11%), South Korea, India, and Poland. The Bottom-Right "pro-China / negative or lower US" cluster has expanded dramatically and is now the dominant zone. Canada (China 44% / US 33%) and Mexico (China 59% / US 40%) have fully crossed into this quadrant. Indonesia, Malaysia, Pakistan (near 90% China), and many middle-income countries sit firmly here. A large group of European and other high-income countries have drifted downward (lower US) and rightward (higher China), filling the lower-middle and bottom-right areas. The old US-centric top-left concentration has eroded, while the pro-China bottom-right has become the new gravitational center of global public opinion.
A scatter of national favorability ratings now places the large majority of countries in the zone where China outranks the United States. The extremes are stark. In Pakistan, 90 percent hold a favorable view of China—a staggering +75-point advantage over the United States. Malaysia posts a +56-point gap, Indonesia +48, and several other Asia-Pacific and Middle Eastern publics show double-digit leads for China. At the opposite extreme, only 11 percent of Japanese adults view China favorably. The United States retains a clear edge in just six countries: India, Japan, the Philippines, South Korea, Israel (where 81 percent rate the US favorably), and Poland.

 You can choose your friends, not your neighbors.

The shift is driven by simultaneous movements in both directions. Pew notes that "China being assessed more positively than the US is a relatively recent shift in most countries surveyed. This reversal in favorability is often driven by shifting views of both superpowers: improving views of China coupled with worsening views of the US" Canada offers one of the cleanest illustrations: "a majority of Canadians (57%) had a positive view of the US in 2023, while 14% viewed China positively. In 2025, Canadians were equally favorable toward the US and China. Now, more Canadians have a favorable view of China (44%) than the US (33%)." Parallel reversals appear across much of Europe and Latin America. Americans' nearest neighbors—Canadians and Mexicans—"also view China more positively than the US." 
 
How people in 36 countries view the US and China
(5 who have favorable opinion of ...).
 
In many countries, the US-China favorability gap has reversed. 

Regional and demographic patterns sharpen the picture. Views of China are closely linked to national income: people in middle-income countries across Latin America, sub-Saharan Africa, and parts of South and Southeast Asia tend to hold far more positive opinions, while those in high-income European and East Asian nations remain more skeptical. Within the Asia-Pacific region itself the contrast is extreme—nine-in-ten Pakistanis see China favorably, compared with just 11 percent of Japanese adults. In Latin America, several publics that once clearly preferred the United States are now evenly split or lean toward China.
 
CNN: Global opinion for the US plummets by 79% since it
began its war on Iran. Only country hated more is Israel.  
 
Age divides reinforce the longer-term momentum. In nearly every country surveyed, adults under 35 express significantly more favorable views of China than those over 50. Even inside the United States, younger Americans are markedly less likely to hold "very unfavorable" opinions of China than the oldest generation. The generational gap appears consistently across high-income and middle-income publics alike, suggesting the current shift may deepen rather than reverse.
 
Confidence in the two presidents tracks the same regional and demographic contours. "While many people still lack confidence in Xi, positive views of him have become more widespread, and more overall now say they have confidence in Xi than in Trump." Across the continuously tracked countries, median confidence in Chinese President Xi Jinping now exceeds that in US President Donald Trump. In most European nations, Xi leads Trump by double-digit margins even though absolute confidence remains modest—the highest reading for Xi is just 37 percent in the United Kingdom. In Mexico the disparity is especially sharp: confidence in Trump sits near single digits while confidence in Xi is several times higher. Trump retains an edge mainly among China's immediate neighbors—India, Japan, and the Philippines.
 
POTUS 47—Wrecking Ball to the Empire.
 
In middle-income countries the contrast on foreign-policy roles is sharper still. "People in 17 middle-income countries raise more concerns about the United States' foreign policy than China's. A median of 75% say that the US interferes in the affairs of other countries a great deal or a fair amount, while 45% say the same of China. In nearly every country surveyed, more people see the US as an interferer than China." South Africa illustrates the practical consequence: 72 percent call China a reliable partner versus 46 percent for the United States, and the share saying China contributes to peace and stability has risen from 47 percent in 2023 to 64 percent in 2026. In Pakistan the reliability gap reaches 84 percent for China versus 36 percent for the United States; in the Philippines the reverse holds (81 percent versus 42 percent).
 
One residual American advantage remains on personal freedoms. "More say the US government respects the personal freedoms of its people than say the same of the Chinese government." Yet the gap is closing rapidly. "People in nearly every country surveyed have become less likely to say the US government respects its people's personal freedoms" since 2021. In Sweden the figure has plunged from 61 percent to 27 percent; drops of 25 points or more also registered in Canada, France, Germany, Italy, the Netherlands, South Korea, and Spain. In Mexico the numbers have already flipped: roughly one-third say China respects personal freedoms while only 20 percent say the same of the United States.
 
» The reversal is no longer marginal. «
 
While "fortresses" of pro-American sentiment remain—Israel, the Philippines, Japan, South Korea, India, and Poland—the Spring 2026 data show a world that has moved decisively from a US-led consensus toward a more fragmented reality. China's economic and diplomatic influence is increasingly welcomed, especially in middle-income regions and among younger cohorts. The extremes of the favorability map now run from 90 percent positive in Pakistan to 11 percent in Japan, with the United States holding majority favorability in only a handful of places.
 

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Saturday, August 1, 2026

ICT Daily Bias Derived from the Dealing Range | Michael J. Huddleston

Daily Bias is the anticipated direction of the market for the next day. A Bullish Bias is established when the market retraces into equilibrium or a short-term discount level, suggesting a high likelihood that the price will move higher. A Bearish Bias is established when the market retraces into equilibrium or a short-term premium level, suggesting a high likelihood that the price will move lower.

Dealing Range & Premium/Discount Identification: The primary range is measured from the Swing High to the Swing Low. Anything above the 50% line (0.5 equilibrium) is classified as a Premium Zone, everything below as Discount Zone.
Three-Candle Swing High/Low: A valid swing high / low consists of a central candle (Candle 2) whose high/low is higher/lower than both the candle to its left (Candle 1) and the candle to its right (Candle 3), which constitutes a Market Structure Shift (MSS or Change of Character (ChoCh)).
Equilibrium & Mean Threshold: The 50% retracement level of either the dealing range or an order block body defines the exact boundary where price seeks institutional re-pricing before continuing down into lower discount arrays.
Deriving the Daily Bias from the Dealing Range also relates to the concepts of

This is the core framework for determining bias: once price touches equilibrium or short-term discount, anticipate a market structure shift and higher/lower prices over the next one to two days. Even if the immediate next day closes down/up or consolidates, the overall bullish/bearish target remains valid. 
 
  
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Tuesday, July 28, 2026

Presidential Cycle Sweet Spot: Post-Midterm Election Gains | Seth Golden

Buying the S&P 500 on US midterm election day and holding until June 30 of the following year has produced positive returns in every instance since 1942, averaging roughly +16% with a range of about +2.5% to +30.8% across all cycles, regardless of which party controlled the White House, Senate, or House. 
 
 
» If you bought on Midterm Election Day, held through June 30th of
the following year the S&P 500 was higher EVERY. SINGLE. TIME. « 
 
Midterm years themselves typically deliver the weakest average returns (~4–5%) and highest volatility/drawdowns in the four-year presidential cycle, with weakness often concentrated in Q3/Q4 ahead of November; the rebound usually begins in late Q4. 
 
Nevertheless, cycle rankings place Year 3 (the post-midterm/pre-election year) as the historical "sweet spot," typically outperforming Year 1 (~4–7%), Year 2/midterm (~3–5%, weakest), and Year 4/election (~6–8%), with average gains often cited in the 10–17% range as incumbents frequently pursue pro-growth policies.
 
 
DJIA Four-Year Presidential Cycle.
Average S&P 500 total-return path (indexed to 100 on midterm Election Day) for all midterm years since 1970 (1970–2022), spanning roughly ±6 months. X-axis centers on Election Day (first Tuesday in November); y-axis tracks cumulative total return. The average line rises in the final ~22 trading days before the election (= October 2, 2026) and continues higher afterward (+14.1% average in the following six months). A separate “Lost Control” series (party loses presidential trifecta) lags the broader average post-election (+10.4% vs. +16.1%)
 
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Monday, July 27, 2026

Institutional Players Trade Levels—Retail Chases Price Action | Stacey Burke

All trading instruments operate within institutional price grids, where price is consistently contained inside an "institutional price box" defined by key numerical levels, typically anchored around major round numbers (e.g., 100, 250, 500, 1000). These levels act as liquidity magnets where large players accumulate, distribute, and size positions.  
 
» Pump, coil, and dump. The institutional price level is the neckline.
That is where the interaction matters, not the candle-by-candle narratives. «
Institutional players do not enter randomly or at arbitrary prices; they build positions around key levels and broader higher-time-frame zones shaped by mandates. They do not speculate. They do not day trade. They are engaged in global macroeconomic rebalancing, currency hedging, and sovereign capital extraction. Unlike retail traders, they execute large blocks of volume within these areas, creating an objective, non-random market framework visible across all instruments.  
 

»  Train your eyes to move horizontally at the levels.
What’s the level? Where to get in is staring you in the face. «
 
Markets move primarily through the behavior of Tier 1 and Tier 2 institutional participants: Tier 1 operators and their proxies (Bank for International Settlements (BIS), International Monetary Fund (IMF), central banks, sovereign wealth funds, major funds, and large liquidity providers) do not "trade." They do not use stop-losses nor technical indicators. They deploy capital in tranches so massive that, if executed at market price, they would break the global financial system. 
 
Tier 2 institutions (mega-banks like JPMorgan Chase, HSBC, UBS, LBMA, ICBC Standard Bank, major clearinghouses, highly sophisticated algorithmic HFT firms) provide liquidity, while hedge funds and other position traders operate around these key price levels. Their algorithms, including high-frequency trading systems, execute these processes; they are not interpreting candlestick patterns or trading short-term price action.

  
» The Dow 30 (5-minute chart) on Friday, July 16, 2026: Three levels of dump, coil, and pump. The Dow closed within an institutional price grid box, then dumped into the next lower grid level before exploding at the New York open—a trap on the open, then the shift. «
Higher-time-frame institutional price boundaries at major numerical levels act as triggers, attracting other position traders, hedge funds, and large market participants into the market. What appears as conventional price action, candlestick formations, and short-term market noise is often merely "retail fog"—a distraction that obscures the underlying institutional positioning and liquidity dynamics.

Order Flow Cycle.

The market continuously reveals these important price levels. There is nothing mystical or magical about them; they reflect the observable mechanics of liquidity, positioning, institutional order flow, and large-scale execution behavior. When liquidity is built, price coils sideways, and then it goes back and gets the money. The algorithm is there to get participation—to get you to play the game—and to build liquidity for the opposite side of the institutional agenda. The mechanism runs through those levels.

 
 
» If it is simple, you can repeat it, and scale it up in size. « 

It doesn’t matter what the instrument is. The behavior repeats: pump, coil, and dump—or dump, coil, and pump. The level is the neckline. That is where the interaction matters, not the candle-by-candle narratives.

Retail traders are obsessed with catching the low or catching the high. They're mesmerized by candlesticks and price action. A lot of traders are glazed over in a retail fog and don’t understand that institutions are not chasing fairy tales. The result is random, degenerate, emotional, impulsive behavior—winning streaks followed by blowing the account out. It's not about trying to figure out the algorithm; it's a mindset shift. 
 
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Saturday, July 25, 2026

August Stock Market Performance in Midterm Election Years | Jeff Hirsch

The chart isolates August performance across Trump's first term (2017–2020), 2025, and the 2018 midterm. Returns have exceeded August's bearish reputation, but the structure persists: early weakness, late strength.
 
Early-month weakness, stronger second half: On average, the Nasdaq closed up nearly 6%.
Lows on August 13 (Thu) and August 17 (Mon), followed by a near 3% DJIA rally into month-end.
 
Trump-era policy shocks have repeatedly triggered selloffs that quickly reversed into "TACO Trade" rallies. This cycle differs—tensions with Iran appear less susceptible to rapid de-escalation. Seasonality is supportive, but elevated valuations, geopolitical risk, and macro fragility increase the odds that August 2026 diverges from precedent.
 
Reference:
 
 

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Thursday, July 2, 2026

Margin Debt at Extremes Threatens Sharp Equity Selloff

The NYSE/FINRA margin debt chart quantifies the total capital investors borrow against their securities portfolios to finance additional equity purchases. It operates as a procyclical indicator of market tops, typically expanding aggressively in the late stages of bull markets. At present, margin debt is approximately 53.7% year-over-year, reaching an extreme level of roughly $1.42 trillion.

67-year NYSE/FINRA margin debt YoY: 53.7% at $1.42T; historical tops align with rate
rollovers—not peaks—preceding S&P 500 highs in 1972, 2000, 2007, and 2021.

Historically, major market peaks (1972, 2000, 2007, 2021) exhibit a consistent structure: a rapid acceleration in margin debt into an overheated zone, followed by a reversal and subsequent contraction. The critical signal is not the absolute peak in leverage, but the inflection point after a steep rise. This reversal closely aligns with the formation of tops in the S&P 500. During the expansion phase, equities continue to advance alongside rising leverage; it is the sharp decline in margin debt that typically precedes market weakness.
 
Currently, the S&P 500 is trading near all-time highs, while margin debt has re-entered overbought territory. A confirmed reversal has not yet occurred, but proximity to critical thresholds is evident. Historical patterns indicate that once levels above approximately 55% are approached or exceeded, the probability of a trend reversal increases materially. While additional short-term upside remains possible, the onset of a downturn in margin debt is typically followed by an accelerated decline in equity markets.
 
The underlying risk mechanism is driven by leverage. Declining asset prices simultaneously reduce the value of collateral and the leveraged positions financed by borrowed capital. This dynamic can trigger margin calls and forced liquidations, producing a cascading effect that amplifies downside volatility. Elevated margin debt therefore acts as a systemic amplifier of market stress during downturns.
 
From a tactical standpoint, current conditions favor reducing long exposure and maintaining a bias toward short positioning. Strategic capital deployment is deferred until the anticipated correction has fully developed within the defined target range, where a more favorable long-term risk-reward profile and substantial upside potential are expected to re-emerge.
 
Philip Hopf’s Elliott Wave analysis indicates the S&P 500 has entered its terminal top zone, with residual upside capped at approximately 10% toward the upper boundary near 8,310. Within this range, the formation of a major cyclical peak is expected. Subsequently, a significant correction is likely, estimated at approximately 37% to 47%, implying a downside range of roughly 4,700 to 3,900. 
 
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Thursday, June 25, 2026

July Stock Market Performance in Midterm Election Years | Jeff Hirsch

Historically one of the market's stronger months, July typically sees a consistent upward trend across all major indexes (solid lines), often driven by optimism ahead of second-quarter earnings. Over the last 21 years (2005–2025), gains have built from a strong first trading day, with the NASDAQ leading at an average gain of just over 3%. While the S&P 500, DJIA, and Russell indexes also show robust positive trends, their momentum generally slows after mid-month.

Historically strong and earnings-driven, July favors broad index gains—especially the NASDAQ—
but midterm election years routinely trigger underperformance and small-cap volatility.

However, midterm election years tell a different story (dashed lines). Performance during these periods is notably weaker and more volatile: the DJIA and S&P 500 manage only modest gains, while small-caps (Russell 2000) historically struggle the most, often finishing July in negative territory. Ultimately, while seasonal trends favor equities, the midterm backdrop warns that volatility can emerge unexpectedly.
 
Reference:

July Seasonal Stock Market Performance (2000-2020).
 
 
 July is historically one of the year's strongest months, ranking third since 1950 for both the
DJIA and S&P 500 during midterm election years with average gains of 1.6% and 1.3%.
 
NASDAQ's 12-Day Midyear Rally—last 3 days of June through first 9 of July—
has gained an avg 2.5% since 1985, hitting in 32 of 41 years (78%).
 
Second Half 2026 Outlook.
 
In US midterm years (2006, 2010, 2014, 2018, 2022), July delivers the broadest
market strength of the second half, with every major sector posting positive
average returns (S&P 500 +3.65%), led by Technology (+4.11%),
 Energy (+4.26%), and Consumer Discretionary (+4.10%).  

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Tuesday, June 23, 2026

Important Solar and Lunar Degrees for Trading US Stock Indices | Jack Gillen

According to Jack Gillen in "AstroStats for the New York Stock Exchange" (2002), the transit of the Sun through 13°–22° Cancer is one of only two Sun-related market statistics that reached his highest reliability category, defined as the 70–100% accuracy group: 
"There are only two statistics related to the Sun falling into the group of the 70–100 percent accuracy. They were both activated in the United States chart on July 4, 1776, and the natal Sun is at 13-degrees of Cancer. On July 5th of every year the Sun transits 13-degrees of Cancer. This cycle has an orb of 13–22 degrees of Cancer, and the transit dates would be from July 7–15 each year. The price of the Dow Jones Industrial Average will be higher on the 15th than on the 7th..." 
Gillen associated this pattern with the natal chart of the United States, dated July 4, 1776, in which the Sun is positioned at 13° Cancer. Based on his research, the period from July 7 to July 15 each year—when the transiting Sun moves through 13°–22° Cancer—has historically shown a bullish tendency in the stock market. 
 
His rule states that the closing value of the Dow Jones Industrial Average on July 15 is expected to be higher than its closing value on July 7. Gillen reported an overall historical accuracy rate of 72.8% across the full sample he analyzed, while the period from 1987 to 2001 produced an even stronger accuracy rate of 86.6%. As a result, he regarded this as one of the most significant Sun-based market indicators in his work, interpreting it as a recurring mid-July bullish pattern linked to the activation of the US Sun degree. About other sensitive degrees of the Sun, he writes (1979):
"The Sun's position by itself in relation to the stock market can show you trends that are more or less active for each year, as the Sun degrees are generally fixed. They fall on about the same date every year. So this is why some periods of the year would be more of a pattern. 

Jun 29 (Mon) 17:44 = SUN @ 8 CAN = 98 degrees = positive = should reach a low and turn up
Jul 04 (Sat) 23:37 = SUN @ 13 CAN = 103 degrees = negative = should reach a high and turn down
Jul 08 (Wed) 03:08 = SUN @ 16 CAN = 106 degrees = positive
Jul 10 (Fri) 05:28 = SUN @ 18 CAN = 108 degrees = negative
Jul 24 (Fri) 21:30 = SUN @ 2 LEO = 122 degrees = negative
Jul 29 (Wed) 01:59 = SUN @ 6 LEO = 126 degrees = positive
Aug 09 (Sun) 13:46 = SUN @ 17 LEO = 137 degrees = negative
[more HERE]
The market will always be influenced by the Sun pattern, and it will happen year after year. You will find from January to the last two weeks in July the market prices will be upwards, and in the latter part of the year, after the influence of Leo, the market will be down in price. This is the average trend that will always occur. This affects volume as well as price itself."

The solar cycle is a highly reliable annual cycle based on the Sun's direct, unvarying motion, allowing market turning points and seasonal patterns to be tracked to the exact day year after year. Acting as a market almanac of observed price behaviors, this cycle maps market responses to the Sun's passage through the zodiac signs, providing investors with a predictable annual road map. 

 
Key Turning Dates of the Solar Cycle vs. the DJIA, 1885-2015.
(Pesavento & Smoleny, 2015) 
 
Because the United States was founded on July 4, 1776, under the cardinal sign of Cancer, American financial markets are also exceptionally sensitive to planets transiting cardinal points or forming key harmonic angles to them. Consequently, the market consistently establishes major lows as the Sun enters the four cardinal signs: Aries, Cancer, Libra, and Capricorn (blue thick verticals in the chart above: March 20–21, June 20–21, September 22–23, December 21–22). Chronologically, the annual cycle of the Sun versus the DJIA unfolds through these cardinal alignments and their corresponding market seasonals:
■  January / Capricorn (Opposition): The Sun’s opposition in Capricorn marks an extreme bottom point, which immediately triggers a strong January Effect (bullish December 20 to January 7) rally.
■  March / Aries (Square): The Sun enters Aries, creating the first challenging square to the US natal sign, often coinciding with the volatile Ides of March (bearish February 2 to March 28).
■  April: As the Sun advances, market momentum shifts into the April Earnings Rally (bullish March 28 to April 16).
■  May: This upward momentum stalls, prompting the classic "Sell in May and Go Away" (bearish April 16 to June 26) defensive strategy.
■  June/July / Cancer (Conjunction): The Sun’s conjunction in Cancer creates a distinct market bottom that directly sets the stage for the subsequent Summer Rally (bullish June 26 to September 4).
■  October/November / Libra (Square): The Sun enters Libra, forming a second, highly disruptive square to the US sign; these combined October–November squares present the market’s greatest systemic challenges, historically triggering the Fall Crash Cycle (bearish September 4 to October 27) and major market meltdowns.
■  December: Following the autumn lows, the cycle concludes as the market recovers into the year-end Santa Claus Rally (bullish October 27 to December 8), resetting the annual pattern.

 Seasonal Dates of the Solar Cycle vs. the DJIA.
 

Moon from Virgo to Pisces = Go Long | Moon from Pisces to Virgo = Go Short
His lunar statistics were detailed primarily in "AstroStats for the New York Stock Exchange" (2002), with related discussion in the revised "The Key to Speculation on the New York Stock Exchange" (2009). He analyzed historical NYSE/DJIA data against Moon transits, assigning reliability percentages. Individual Moon signs rarely reach his high-confidence threshold (70–100% accuracy), but specific patterns and directional cycles do. 
"There is a Moon statistic that falls into the 70–100 percent group but is closer to the 70 percent group, and that’s the Moon’s transit from Virgo to Pisces. Therefore, if you are looking to go long with a stock it’s best to start during this period. [...] If you have a stock you want to short, your best chance would be from the sign of Pisces to Virgo." 
On average, the Moon spends 2.46 days transiting through each zodiac sign.
Times and Dates for New York (ET).
 
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