IRAN WAR Day 14 |  VIX @25 |  10Yr 4.25% |  Dollar $100

The market got a fresh reminder that growth is slowing faster than the Fed would prefer, while inflation is still acting like it did not get the memo. The BEA’s second estimate showed Q4 2025 GDP revised down to 0.7%, down from the prior 1.4% estimate, while January headline PCE rose 0.3% month over month and 2.8% year over year, and core PCE came in at 0.4% monthly and 3.1% annual. That is the nasty combo: weaker growth, hotter core. Not recession-confirmed, but definitely not rate-cut candy either.

Oil is the market’s mob boss right now. Reuters reported Brent has surged roughly 40% since late February as the Iran war disrupted supply and threw global markets into inflation panic mode. Even with today’s pullback, the tape is still pricing a geopolitical tax on everything from transport to consumer sentiment. Hegseth tried to calm nerves by saying there is no clear evidence Iran mined the Strait, while Trump said the U.S. would escort vessels “if needed.” Meanwhile, the U.S. also issued a 30-day waiver for some Russian oil already at sea in an effort to stabilize markets. That is not de-escalation. That is Washington playing energy whack-a-mole.

The Fed angle is getting uglier for the bulls. The next FOMC meeting is March 17–18, and the Fed calendar confirms that is the next decision window. Reuters reported markets have chopped expected 2026 easing down to roughly 20 basis points, from about 50 basis points a month ago, with the Fed widely expected to hold next week. Translation: the market went from “cuts are coming” to “maybe Santa shows up in December.”

On the corporate front, Adobe and Ulta are getting slapped in premarket. Adobe’s CEO transition overshadowed a revenue beat, while Ulta’s profit outlook disappointed investors. SentinelOne also got hit on weak guidance. On the other side, fertilizer names are catching bids because Hormuz disruptions threaten global fertilizer flows, and crypto-linked stocks are riding Bitcoin’s bounce.

Key events for the market today

• Already out: Q4 GDP revision and January PCE/core PCE

• Still on deck: Preliminary University of Michigan consumer sentiment for March

• Fed setup: Last real digestion day before the March 17–18 FOMC meeting

• Macro focus: Oil, shipping headlines, and any change in Hormuz military posture remain the real intraday headline risk
  
  

“You don’t need to be right.
You need to make money.” 

| Alfred Rappaport

Strengths

The market still has one major strength: it refuses to fully break while the news flow keeps trying to drop an anvil on its head. Futures are green this morning even after weak GDP, sticky core inflation, and another oil shock. That tells you there is still dip-buying capital, still machine-driven reflex demand, and still selective leadership in areas tied to scarcity, hard assets, defense tech, and crypto beta. Add in the fact that oil eased off the highs and you get just enough oxygen for a bounce. This is not a healthy bull flex, but it is a reminder that liquidity pockets still exist for traders who know where money is rotating.

Weaknesses

The weakness is obvious and ugly: the macro backdrop is now fighting on two fronts. Growth is slowing, as shown by the GDP revision to 0.7%, while core inflation is still running at 3.1%. That means the Fed has less room to rescue risk assets, and bond yields are reflecting that reality. The market also remains hostage to every oil headline, every tanker rumor, and every war update. In plain English: price discovery has become geopolitics with candles. That is not an environment for sloppy entries or emotional hero trades.

Opportunities

The opportunity is in rotation and asymmetry. Energy-adjacent names, fertilizer producers, selected defense-AI narratives, and volatility-driven tactical options setups are where the market is handing out clues. When the tape gets headline-drunk, clean swing setups often come from oversold leaders reclaiming support or from scarcity trades that the broader market ignored two weeks earlier. This is also a strong environment for traders who understand when not to trade. A no-trade zone is not cowardice. It is capital preservation wearing a tuxedo. The market is rewarding precision, not participation trophies.

Threats

The threat is a classic stagflation squeeze: higher energy, slower growth, fewer cuts, tighter financial conditions. If oil rips again and yields stay firm, equities can get repriced lower fast, especially the high-multiple growth names that already trade on future perfection. Add a potential consumer sentiment wobble, war escalation risk, and fading confidence in 2026 rate cuts, and you have a tape where one bad headline can turn a green premarket into roadkill by lunch. That is why this bounce is suspect until proven otherwise. Dead cats bounce. So do overconfident traders right before margin calls.

Since the start of Trump’s second term, the administration has been running a multi-front pressure campaign that blends trade, immigration, deregulation, and energy stabilization.

1. Trade pressure: tariffs remain a core weapon, even after the Supreme Court struck down some prior tariff actions; the White House has pivoted toward new legal paths including temporary import duties and Section 301-style probes.

2. Immigration enforcement: the administration continues an aggressive crackdown centered on deportation, workplace raids, and border security expansion.

3. Deregulation: the second-term playbook includes broad deregulatory pressure across industries, including energy and banking, with formal orders aimed at repealing existing rules alongside new ones.

4. Energy stabilization: with oil surging during the Iran war, the White House has explored emergency measures including insurance/reinsurance support, fuel-rule flexibility, and sanctions adjustments.

5. Trade diplomacy with leverage: while pressing tariffs, the administration is also using negotiations with China and others to shape purchase commitments and broader trade concessions.

This is a classic Fed Drift setup. The market gets one last inflation print, one last growth gut-punch, and then spends the next few sessions trying to front-run a Fed that is almost certainly staying put. That often creates fake strength in index futures and real chop underneath. Why? Because traders price hope first, then reality, then Powell’s eyebrows.

TFT takeaway:
When GDP weakens but core inflation stays sticky, the cleanest tactic is not blind dip buying. It is waiting for rotation + confirmation. 

Let the first move happen. 

Then ask:
Is money rotating into strength, or is this just short-covering in a cheap tuxedo?

A surprising stat that matters today: Reuters said expected 2026 Fed easing has shrunk to about 20 bps from roughly 50 bps just a month ago. That is a massive repricing in a very short time. When rate-cut hope gets cut by more than half, headline bounces tend to have weak legs unless breadth and sector rotation confirm the move.

“My metric for everything I look at is the 200-day moving average of closing prices… If you use the 200-day moving average rule, then you get out. You play defense, and you get out.” — Paul Tudor Jones

March 13, 1933 — America’s banks reopened after FDR’s Bank Holiday

March 13 is not just a date. It is a reminder that confidence is the real currency behind every market. After Roosevelt’s nationwide Bank Holiday, banks reopened on March 13, 1933, and depositors lined up not to pull money out, but to put hoarded cash back in. That reversal in behavior was the real signal: fear had peaked, trust began to return, and the system found air. 

The New York Fed’s research notes that currency held by the public had surged by $1.78 billion in the week ending March 8, 1933 before the reopening. 

That is your surprising stat. When panic peaks, positioning gets extreme. And when confidence turns, markets can reverse harder than most people think.

Here is the beautiful insanity of the stock market: it is one of the few places where a disciplined trader can control 100 shares of a quality company with a fraction of the capital and turn a measured swing into an outsized percentage gain.

Historical-style leverage example

A real catalyst: Nvidia’s May 2024 earnings. Reuters reported options markets were pricing an 8.7% move into earnings, and the stock then surged more than 9% after the report, adding about $218 billion in market value in a day.

Now the leverage math.

Say a trader used $10,000 to buy 10 near-the-money call contracts instead of 100 shares.

• Assume the call premium was about $10.00 per share, or $1,000 per contract

• 10 contracts = $10,000 total position

• One contract controls 100 shares, so 10 contracts control 1,000 shares
  
  

If NVDA moves roughly 9% in a strong post-earnings swing and the option premium expands from $10.00 to $24.00, the math looks like this:

• Entry cost: $10,000

• Exit value: $24,000

• Profit: $14,000

• Return: +140%
  
  

Compare that to stock ownership:

• $10,000 in stock would control only a tiny fraction of 1,000 shares

• A 9% stock move gives you a 9% stock return

• The option structure can turn that same directional move into a 100%+ outcome because of leverage, delta expansion, and post-catalyst directional acceleration
  
  

That is the point.
The stock moved like an athlete.
The option moved like it stole a motorcycle.

This is why options, used with discipline, are a time-freedom accelerant. Not because they are magic. Because they let a skilled trader express a thesis with asymmetric capital efficiency.

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Fast-forward 12 months.

It’s December 2026.

The Fed is doing whatever the Fed does.

AI is on its 7th hype cycle.

But here’s the only question that matters:

Are you still hoping rate cuts save your portfolio…
or are you calmly executing a proven trading operating system that funds your lifestyle, your legacy, and your time freedom?

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