Dantes Outlook Market Podcast

Latin America Equities Outlook Why Latin American stocks are outperforming global markets Structural vs. cyclical drivers of emerging markets performance Is a long-term rerating underway? Macro Trends Driving Latin America Markets Interest rate cycles across emerging markets vs. the U.S. Impact of U.S. dollar trends on Latin American currencies and equities Commodities super-cycle: energy, copper,...

In a rapidly shifting global landscape marked by geopolitical tension and increasing fragmentation, wealth management is no longer just about markets. It’s about optionality. In this episode, Damanick Dantes, CMT, founder and portfolio manager at Dantes Outlook, sits down with Dalton Skach of Henley & Partners to explore how ultra-high-net-worth individuals and families are thinking beyond traditi...

Key Topics:   The original Turtle experiment and lessons from Richard Dennis  Why and how trend following focuses on small losses and large winners  Volatility-based position sizing and risk management discipline - Diversification across equity markets, currencies, commodities, bonds, and individual stocks  Current market dispersion and what it means for systematic strategies  The psychological ch...

Episode Highlights: Why 2025 delivered strong returns across most asset classes — except crypto Bitcoin and Ethereum’s negative YTD performance in context Key technical breakdowns in Bitcoin using weekly and monthly trend models The erosion of the “digital gold” narrative and rising equity correlations Why extreme fear isn’t enough to signal a bottom Macro regime insights: inflation vs. growth sen...

Topics Covered: November performance recap for the Moderate Global Balanced Portfolio Active equity selection and regional tilts Fixed income positioning: intermediate-term U.S. Treasuries YTD performance vs. benchmark and risk-adjusted results Bitcoin–Gold Rotation strategy: why gold dominated signals this year How aggressive clients can use the rotation sleeve New absolute-return breakout strate...

Key Topics The cyclicality of trend, value, momentum, and other styles Why Dantes Outlook blends trend, relative strength, and dispersion Managing risk during the crucial mid-30s to 40s accumulation years Sequence-of-returns risk and why it is the “silent killer” of retirement portfolios How rolling return analysis helps investors avoid misleading conclusions The case for global diversification be...

Key Topics Covered Why major equity indices sit far above trend Understanding r otations and style cycles Lessons from past extremes (2021, dot-com bubble, 2008–2021 growth dominance) Why valuations matter for decade-long returns The risks behind overspending, AI optimism, and mega-sized corporate debt deals Insights from the Association for Corporate Growth conference in NYC Innovation vs. invest...

In this episode: Why extreme bearish sentiment often precedes market recoveries The role of relative strength in identifying global equity opportunities How Dantes Outlook is adapting its allocation framework amid shifting leadership The importance of staying systematic and globally diversified through volatility For full portfolio updates and performance insights: 👉 Access the Alpha Capture Port...

Topics Covered: High-beta vs. low-volatility stock performance Why narrow market breadth can lead to leadership shifts Signs of improving fundamentals after a mild earnings recession The impact of new small-business tax cuts on growth and jobs The case for quality stocks in a late-cycle environment Global opportunities in value and emerging-market equities Key Takeaway: Rotation and selectivity —...

In This Episode: Why Treasuries are having their strongest October in years. The significance of the negative stock–bond correlation and what it signals for portfolios. Inflation and labor market trends supporting potential Fed rate cuts. How gold, palladium, and other metals fit into a late-cycle allocation. Our portfolio adjustments: longer-duration Treasuries, selective pro-cyclical tilts, and...

In this episode: Key findings from the Q3 2025 Market Intelligence Report Why asset dispersion is narrowing and what that means for diversification Where our models see strength —select metals, emerging markets, and duration The implications of a neutral dollar and extended U.S. equities How we’re positioning portfolios for selective exposure and flexibility Referenced in this episode: Dantes Outl...

Topics Covered: – Introduction: A new perspective from Riyadh and Dubai – First impressions of the Middle East’s financial centers – Inside the CMT Global Investment Summit: sentiment, structure, and surprises – Regional vs. U.S. focus: where investors see opportunity – The Dantes Outlook framework: mapping the market and business cycles – Challenging assumptions about the Middle East’s global rol...

Abdulelah’s background and pathway to technical analysis Mentorship, the CMT Association, and Riyadh chapter goals Growth opportunities in Saudi Arabia and the UAE Cyclicality, sector exposure, and local vs. global dynamics Using relative strength and market breadth in regional analysis Adjusting time frames and macro considerations Vision for growing a regional professional network Looking ahead...

Why copper/gold and silver/copper ratios may be sending different signals this cycle Positioning ahead of the FOMC meeting in rates and FX Duration strategy during rate-cutting cycles Active vs. passive performance in the bond market Elena Zeng on Chinese equities: Hong Kong momentum rebound vs. mainland lag Relative strength of China vs. EM equities Domestic liquidity, share buybacks, and foreign...

Topics Covered Setting the global context: the $7 trillion daily FX market and its drivers The advantages of technical analysis in high-liquidity markets Rule-based systems and algos: strategies for 24/5 trading Key FX trading approaches: trend, mean reversion, breakouts, session-based, and news-driven Dubai’s financial rise: DIFC, regulation, and the time zone advantage The role of the CMT Associ...

U.S. Valuations: Deutsche Bank research shows that historically, high valuations have led to weaker 10-year returns, raising questions about long-term U.S. equity performance AI and the Mag-7: The current rally is highly concentrated in mega-cap tech stocks, creating a potential disconnect between pricing and fundamentals. Global Equities & Currencies: State Street reports that the 9% year-to-date...

Rates & Fed Policy : Markets are overly optimistic on rate cuts; inflation remains sticky, keeping the Fed cautious (DeepMacro). Equity Positioning : Systematic funds are heavily tilted toward equities, with allocations at or near record highs (MenthorQ). China Equities : Narrowing gap between H-shares and A-shares signals opportunity; liquidity and household cash provide strong support (HSBC). Ma...

Market Breadth: NYSE advancers outpaced decliners 4-to-1, suggesting resilience beneath the equity rally (SentimenTrader). Macro Signals: Inflation remains domestically driven; Fed unlikely to cut quickly. U.S. dollar regains strength versus peers (DeepMacro). Dantes Outlook Positioning: Trimmed active tilts, maintaining preference for U.S. equities while adding emerging markets. Funded by profits...

Topics Covered: Portfolio construction in today’s macro climate — balancing risk, correlations, and tracking error. Credit market health — Morningstar DBRS and Proskauer data show improving leverage, coverage, and default rates. Bond market reset — Deutsche Bank’s historical context on the worst 5-year Treasury returns and forward expectations. Opportunities in core bonds — PIMCO’s view on yields,...

This week’s episode covers: U.S.–EU trade deal impact and the new 15% tariff baseline Margin debt surges—5th fastest rise since 1998 (source: Deutsche Bank) Fed and ECB hold steady, but tone remains cautious Breadth weakening beneath the surface despite equity highs Trimming gold, watching silver/platinum and volatility signals July portfolio performance + positioning adjustments What we’re watchi...

This week’s topics include: ✅ U.S.–Japan trade deal and what it means for global risk sentiment 📊 Q2 earnings beat expectations—but growth is slowing 📈 Meme stocks signal renewed retail risk appetite 🏦 Central banks pivot toward holding rates—insights from the ECB and Fed 📉 Vanguard cuts U.S. equity return forecasts; bonds catch up 🌍 DeepMacro flags expansion in emerging markets 📌 Internal...

Today, we explore global energy through the lens of Russia, the world’s largest exporter of oil and gas. And to the west is Europe, which is heavily reliant on Russian gas supplies. According to some estimates, Russia is earning roughly $500 million per day on oil and another $400 million on gas all together. But gas flows from Russia to Europe were already declining into the Q4 heating season las...

Most price signals have extended into overbought territory, although pullbacks could be temporary over the next quarter. Elsewhere, metals have stabilized and  oversold signals could present buying opportunities.  Trading performance was positive in Q1, built on the success of Q4. Short palladium and long soybean oil were the  best performing trades, while sharp moves in wheat and oil detracted fr...

In the December podcast, we warned that 2022 could resemble 2018 – a year when the Federal Reserve tried to taper, which triggered a mini stock market crash. And now, we start the year with great turbulence. This time, however, a mix of macroeconomic and geopolitical risk emanating from Russia and Ukraine have kept investors on edge.   And of course, the threat of rising inflation lingers. Supply...

Tim explains that carry trades (borrowing at low interest rates to finance higher-yield investments, and assuming market stability), are behind recurring booms and busts. Tim and his fellow authors argue that market crashes are not the result of economic recessions – rather, market crashes cause recessions.  Currently, there is risk of another carry crash, which was in development before the Russi...