According to @StockMarketNerd on X on Dec 3, 2025, a new Salesforce CRM earnings snapshot was posted, indicating fresh quarterly results are available for traders to digest, source: @StockMarketNerd on X, Dec 3, 2025. The provided excerpt does not include revenue, EPS, guidance, remaining performance obligations RPO, margin, or free cash flow FCF figures; confirm the exact numbers in Salesforce official press release and Form 8-K before trading, source: Salesforce Investor Relations; SEC EDGAR. On U.S. earnings days, initial price discovery often occurs in after-hours and pre-market sessions for names like CRM, so watch price, volume, and options implied volatility into the open, source: Nasdaq market hours and U.S. equity market microstructure references. Cross-asset context: BTC and crypto have periodically shown positive correlation with U.S. tech equities, so material post-earnings moves in CRM can affect risk appetite for BTC and ETH during U.S. session overlaps, source: Kaiko Research on BTC-Nasdaq correlations 2022 to 2024. Focus for traders includes subscription and support revenue growth, current RPO, operating margin trajectory, free cash flow, and full-year guidance, which have historically driven CRM post-earnings reactions, source: Salesforce historical earnings materials and investor presentations.

According to @StockMKTNewz, MongoDB (MDB) jumped more than 12% in after-hours trading following its earnings release, source: @StockMKTNewz on X. BTC’s correlation with U.S. equities has increased since 2020, making large tech earnings moves relevant for crypto risk sentiment, source: International Monetary Fund, 2022, Crypto Prices Move More in Sync With Stocks.

According to @StockMKTNewz, the following stocks printed new 52-week highs intraday today: AAPL, WMT, ASML, GM, AMAT, Barrick Mining (B), MNST, ADI, NU, NUE, AG, ALB, and BKR, as cited in the source X post dated 2025-12-01 (source: X/@StockMKTNewz, 2025-12-01). The breadth of 52-week highs is a classic momentum signal traders track for trend persistence, reinforcing risk-on equity tone when it expands across multiple industries (source: George and Hwang, 52-Week High and Momentum Investing, Journal of Finance, 2004). For crypto, equity risk-on phases matter because Bitcoin’s correlation with U.S. equities rose markedly since 2020, indicating potential co-movement between BTC and stock-market momentum (source: IMF Blog, Crypto Prices Move More in Sync with Stocks, January 2022). This documented co-movement is why many crypto market participants monitor BTC and ETH when mega-cap tech and semiconductor leaders notch fresh highs, using equity breadth as a cross-asset context indicator (source: IMF Blog, Crypto Prices Move More in Sync with Stocks, January 2022).

According to Charlie Bilello, he highlighted the worst-performing S&P 500 stocks year-to-date on Dec 1, 2025, drawing attention to large-cap laggards that often see concentrated flows into year-end. source: Charlie Bilello on X, Dec 1, 2025. Traders use such laggard lists to target December tax-loss selling pressure and plan January effect mean-reversion setups in those tickers. source: CFA Institute Research Foundation, Tax-Loss Harvesting; Haug and Hirschey, 2006, The January Effect. For execution, monitor closing auction volume spikes, short-interest updates, and options implied-volatility skew on the named symbols to time entries and manage gap risk. source: Cboe Options Education on skew and hedging; FINRA short interest data. Sector-led drawdowns can spill over into digital-asset risk sentiment, with BTC and ETH correlations to U.S. equities tending to rise during broad risk-off episodes. source: Kaiko Research, 2022–2024 BTC–equities correlation studies. Review Bilello’s underlying list before acting, as ticker-specific catalysts and liquidity conditions drive risk-adjusted expectancy. source: Charlie Bilello on X, Dec 1, 2025.

According to @CNBC, a U.S. housing-linked stock could be vulnerable and the report explains how traders can monetize a bearish view with options on potential declines. source: CNBC A direct bearish setup is buying 30–60 day 20–30 delta puts to target sharp downside with defined risk equal to the premium and positive vega exposure if implied volatility rises. source: Cboe Options Institute To reduce carry, a bear put spread (buy higher-strike put, sell lower-strike put in the same expiry) lowers net debit and caps maximum profit at the strike difference minus the net premium paid. source: Cboe Options Institute Existing shareholders can hedge with a protective put or a collar (long stock, long put, short call) to limit drawdowns while using call premium to help finance protection. source: The Options Clearing Corporation (OCC) Higher mortgage rates cut affordability and new home sales, which historically weighs on homebuilder revenues and related equities, reinforcing the case for hedges and bearish structures when rates are elevated. source: National Association of Home Builders (NAHB), Freddie Mac Primary Mortgage Market Survey Because BTC and ETH have shown positive rolling correlations with U.S. equities during risk-off periods, traders should monitor potential spillover if housing-related weakness broadens to the wider market. source: Bank for International Settlements (BIS), Coin Metrics Crypto-exposed portfolios can mitigate equity spillover by trimming leverage or using BTC or ETH options to hedge downside in high-correlation regimes. source: Deribit Insights, CME Group

According to @KobeissiLetter, since 1928 the S&P 500 has finished December higher 73.2% of the time, the highest win rate of any month, with only 26 of the last 97 Decembers closing negative (source: The Kobeissi Letter on X, Nov 30, 2025). For trading context, crypto desks track this equity seasonality because studies documented time‑varying positive BTC–US equity correlations in the 2020–2023 period, making year‑end risk conditions in stocks a relevant input for BTC and ETH exposure sizing (source: Coin Metrics State of the Network research; Bank for International Settlements research on rising crypto–equity co‑movement).

According to @KobeissiLetter, the cost to hedge Nasdaq 100 exposure (QQQ) versus the S&P 500 (SPY) has widened to roughly 6 points, the highest since September 2024, indicating tech-focused downside protection is now markedly pricier than broad-market hedges, source: The Kobeissi Letter on X, Nov 28, 2025. According to @KobeissiLetter, the relative hedging cost has nearly doubled since July, highlighting a sharp rise in demand for protection on technology stocks, source: The Kobeissi Letter on X, Nov 28, 2025. For crypto traders, equity risk-off can transmit to digital assets because crypto and U.S. equities have shown stronger positive correlations since 2020, raising spillover risk to BTC and ETH when tech hedging costs spike, source: International Monetary Fund blog "Crypto Prices Move More in Sync With Stocks," Jan 2022.

According to @KobeissiLetter, technology and related stocks now account for a record 45% of S&P 500 capital expenditures, up roughly 20 percentage points over the past decade, marking a historic concentration of investment within the index; by comparison, the Dot-Com peak was about 39% for tech CapEx share. source: @KobeissiLetter. This implies tech-led CapEx is at cycle highs relative to prior periods, a condition traders can use to assess potential momentum in AI infrastructure and semiconductor-heavy segments within US equities. source: @KobeissiLetter. For crypto risk monitoring, correlations between BTC, ETH and US equities have risen since 2020, making tech-cycle shifts a relevant macro input for digital asset positioning; the IMF documented a notable increase in BTC–S&P 500 correlation during 2020–2021. source: International Monetary Fund, 2022 analysis on crypto–equity correlations. The post also references commodity sectors’ CapEx but provides no specific figures in the text excerpt, limiting further cross-sector comparison from the provided data. source: @KobeissiLetter.

According to @StockMKTNewz, a new X post visualizes Alphabet’s (GOOGL) annual revenue from IPO to present, offering a quick read on the company’s long-term top-line trajectory that traders track around earnings and macro catalysts; source: @StockMKTNewz on X (Nov 27, 2025). Traders should validate the historical revenue figures against Alphabet’s audited filings for accuracy and period comparability; source: Alphabet Inc. Form 10-K and 10-Q, SEC EDGAR. Alphabet is a top-weight constituent of the Nasdaq-100, so sustained revenue growth trends can influence broader tech risk sentiment; source: Nasdaq-100 Index Fact Sheet, Nasdaq. Cross-asset research shows crypto and large-cap tech have exhibited higher return correlations in recent years, making GOOGL-driven risk appetite relevant for BTC beta; source: IMF blog ‘Crypto Prices Move More in Sync With Stocks’ (2022) and BIS Working Paper ‘Crypto shocks and spillovers to traditional financial markets’ (2022). For positioning, monitor GOOGL earnings dates, ad demand commentary, and Cloud results as catalysts for both Nasdaq-100 and crypto risk-on dynamics; source: Alphabet Investor Relations calendar and earnings call transcripts.

According to @StockMKTNewz, a retail trader publicly shared being down 40% on a single-share position in a favorite stock, underscoring the potential severity of single-stock drawdowns. Source: @StockMKTNewz on X, November 27, 2025. For traders, the post reinforces the need for strict position sizing and risk limits because single-stock realized volatility commonly exceeds broad index volatility, amplifying loss potential. Source: Cboe Global Markets education on single-stock versus index volatility, 2023. For crypto exposure, equity risk-off can spill into BTC due to the stronger stock-crypto correlation observed since 2020, so monitoring equity volatility is relevant for crypto risk management. Source: International Monetary Fund, Crypto Prices Move More in Sync With Stocks, 2022. No ticker or catalyst was disclosed in the post, so no direct trade setup can be derived from this item alone. Source: @StockMKTNewz on X, November 27, 2025.

According to @StockMKTNewz, traders are weighing Nvidia (NVDA), Apple (AAPL), Alphabet/Google (GOOGL), and Microsoft (MSFT) as the top mega-cap AI plays, a matchup that often drives cross-asset flows, source: @StockMKTNewz on X. These four names together accounted for a large share of the S&P 500’s market cap in 2024, meaning outsized moves can shift risk appetite and spill over to BTC and ETH via the positive equity–crypto co-movement documented since 2020, source: S&P Dow Jones Indices 2024 index weight data; International Monetary Fund (IMF) 2022 research on rising crypto–equity correlations. For NVDA, record data center AI demand has been the primary earnings driver in FY2025 results, reinforcing semiconductor momentum that can sway broader risk assets, source: NVIDIA Q2 FY2025 press release and investor materials (Aug 2024). MSFT and GOOGL have highlighted multibillion-dollar AI infrastructure capex supporting Azure and Google Cloud growth, sustaining the AI build-out that informs tech-beta trades and AI-linked token narratives, source: Microsoft FY2024 10-K and Q4 FY2024 earnings call; Alphabet Q2 2024 results and capex disclosures. AAPL’s relative tilt toward hardware-installed base and Services cash flow, with less direct generative AI monetization as of 2024, can make its AI-beta lower versus NVDA/MSFT and influence rotation among AI-sensitive equities and crypto beta, source: Apple FY2024 10-K and FY2024 quarterly results.

According to @KobeissiLetter, hedge funds recorded their largest two-day net purchase of US equities since May on November 21 and 24, ranking among the biggest two-day buying windows of the past two years (source: The Kobeissi Letter, Nov 26, 2025). The post added that single stocks and macro products such as index futures and ETFs reflected 56% of activity, though no further breakdown was provided in the public tweet (source: The Kobeissi Letter, Nov 26, 2025). This is relevant for crypto traders because the International Monetary Fund documented that Bitcoin and US equities became increasingly correlated in 2020–2022, indicating cross-market risk sentiment transmission that traders monitor for BTC and ETH (source: International Monetary Fund, 2022).

According to @StockMarketNerd, sell-side narratives on Alphabet (GOOGL) flipped from “search is dying” at roughly $150 and about 16x forward EPS to “best name in Mag7” near $320 and around 30x forward EPS, underscoring pronounced multiple expansion, source: @StockMarketNerd. For crypto traders, rising mega-cap tech valuations have historically coincided with stronger equity-crypto co-movement; Bitcoin’s correlation with U.S. equities has increased notably since 2020, indicating higher spillover risk from tech-led risk appetite into BTC, source: International Monetary Fund (IMF, Adrian/Iyer/Qureshi, 2022).

According to @KobeissiLetter, only 158 S&P 500 constituents are outperforming the index year-to-date, the third-lowest breadth reading since 1960, with only 1998 and 2023 narrower and a third consecutive year with fewer than 170 outperformers (source: @KobeissiLetter, X post on Nov 24, 2025). Concentrated leadership increases the need to confirm trend durability using cap-weight versus equal-weight gauges such as SPY versus the S&P 500 Equal Weight Index and RSP to assess whether gains are broadly supported or narrowly driven (sources: S&P Dow Jones Indices index methodology; Invesco RSP fund documentation). Traders also monitor the NYSE advance-decline line to validate participation when breadth is thin and to identify potential divergences during rallies (source: NYSE market statistics). Because BTC has shown a higher positive correlation with U.S. equities in recent years, crypto desks track equity breadth as a cross-asset risk-sentiment input when evaluating positioning in BTC and other digital assets (source: IMF 2022 analysis on rising crypto–equity correlations).

According to @StockMKTNewz, Alphabet (GOOGL) gained about $218B in market cap today while Broadcom (AVGO) added roughly $164B, underscoring an outsized mega-cap tech rally. According to Kaiko Research, BTC has periodically shown a positive correlation with U.S. equities such as the Nasdaq 100 during risk-on phases, making large-cap tech surges relevant for crypto traders monitoring cross-asset momentum.

According to @StockMKTNewz, BNP Paribas initiated coverage on Alphabet Inc. (GOOGL) with an Outperform rating and a $355 price target on Nov 24, 2025, source: @StockMKTNewz on X, Nov 24, 2025. Sell-side coverage initiations can generate short-term price impact that event-driven and momentum traders target in large-cap tech, source: Journal of Finance, Loh and Mian (2006) Do Analyst Recommendations Affect Stock Prices. Alphabet maintains Web3 exposure through Google Cloud’s strategic partnership with Coinbase announced in October 2022, linking GOOGL narratives to crypto infrastructure themes, source: Coinbase press release, Oct 11, 2022; Google Cloud announcement, Oct 11, 2022. Equity–crypto co-movement increased notably during 2020–2022, indicating that tech-led risk-on shifts have historically coincided with stronger BTC beta in some regimes, source: International Monetary Fund blog by Tobias Adrian et al., Crypto Prices Move More in Sync With Stocks, Jan 2022.

According to @StockMKTNewz, SPY was the first ETF created in 1993; verified records show SPDR S&P 500 ETF Trust (SPY) was the first U.S.-listed ETF launched in January 1993, while the world’s first ETF, Toronto Index Participation Shares, debuted in 1990 in Canada. Source: @StockMKTNewz; State Street Global Advisors SPDR SPY overview; U.S. SEC filings; TMX Group. For trading, SPY’s exceptional liquidity and deep options market make it a primary real-time proxy for U.S. equity risk that cross-asset desks track alongside crypto. Source: Cboe Global Markets market statistics; State Street Global Advisors SPDR. Empirically, equities and crypto move together more during stress, with Bitcoin’s correlation to the S&P 500 rising materially in recent years and equity shocks spilling over to crypto. Source: IMF Global Financial Stability Report 2022; BIS Bulletin on crypto–equity comovement 2022. Actionable takeaway: monitor SPY direction and VIX spikes around major U.S. macro releases to gauge potential BTC and ETH volatility, as higher equity volatility has been linked to stronger crypto co-movements. Source: Cboe VIX methodology; IMF 2022 analysis on increased crypto–equity comovement.

According to @EricBalchunas, Waze routed him around the Philadelphia Marathon in 15 minutes versus roughly 45 minutes previously and he ranks it a top five app, highlighting strong real-world routing efficiency, source: @EricBalchunas on X, Nov 23, 2025. Waze has been part of Google since its 2013 acquisition, tying navigation engagement to Alphabet’s Google Services ecosystem that monetizes primarily through advertising, source: Google Official Blog, June 11, 2013; Alphabet Inc. 2024 Form 10-K. Alphabet has completed over 250 acquisitions, underscoring the scale of its M&A-driven product ecosystem that includes Waze, source: Wikipedia, List of mergers and acquisitions by Alphabet, accessed Nov 2025. For trading context, Waze and Google Maps provide local advertising inventory via Waze Ads and Local Search Ads (promoted pins), linking map usage to ad impressions and local business spend within Google Services revenue, source: Waze for Brands Ads documentation; Google Ads Help on Local Search Ads; Alphabet Inc. 2024 Form 10-K. Crypto market impact appears limited from this update as BTC’s correlation with major U.S. tech equities has been low in 2024, reducing direct spillovers from single-name headlines like GOOGL, source: Kaiko Research 2024 on BTC–equity correlations.

According to @StockMKTNewz, the post contrasts the stock market at the open versus the close, highlighting frequent intraday swings and visualizing sentiment shifts between the opening range and the closing auction (source: @StockMKTNewz). U.S. equities typically exhibit a U-shaped intraday volume pattern with the highest activity and volatility clustering at the open and close, increasing whipsaw risk for intraday traders (source: NYSE market data). Practical setups include managing risk around the opening range, using VWAP for mean-reversion or trend confirmation, and tracking end-of-day imbalance prints into the Closing Cross to navigate late-session reversals (source: Nasdaq Closing Cross and NYSE auction methodology). Because U.S. equity moves often transmit to digital assets in the late U.S. session, monitoring BTC and ETH around the 3:50–4:00 p.m. ET auction window can improve crypto risk management on high-beta days (source: Kaiko correlation research and U.S. market auction schedules).

According to @StockMKTNewz, the U.S. stock market had a "crazy" volatile day, with a same-day performance snapshot shared on X on Nov 20, 2025 (source: @StockMKTNewz on X, Nov 20, 2025). For crypto traders, periods of heightened equity volatility have historically coincided with stronger stock–Bitcoin (BTC) comovement, increasing the likelihood of cross-asset risk transmission (source: IMF Global Financial Stability Report, April 2022).