Griffin Schulz

Founder & Managing Partner, FlexIncome Fund. Options-income SMAs for principals who want income that isn't just duration.

[Griffin Schulz @GriffinSchulz]

Looking forward to joining @RetireonDividen and Gold Digger Media tomorrow.

The goal isn’t to predict uncertainty — it’s to turn it into value through process, discipline, and quantitative edge.

We’ll break down the Flex Income Formula, high-probability trade identification, risk management in volatile markets, and building consistent cash flow across regimes.

Monday, June 15 • 4:05 PM EST
Live on X & YouTube

If you care about engineering income with probability over prediction, join us live.

What questions should they ask me about 0DTE strategies, risk frameworks, or scaling income approaches? Drop them below.

[Griffin Schulz @GriffinSchulz]

@MarketWatch The bond-market beatdown is forcing the usual income tradeoff back into view: more cash flow can also mean more duration or credit risk. Which of the three alternatives do you think investors are most likely to misunderstand?

[Griffin Schulz @GriffinSchulz]

@KobeissiLetter The market is repricing the path, not just the next meeting.

[Griffin Schulz @GriffinSchulz]

@CNBC That long-end move is a different problem from the Fed simply holding the policy rate steady. We've been reminding clients that waiting for cuts isn't the same as avoiding duration risk.

[Griffin Schulz @GriffinSchulz]

@YahooFinance @BrianSozzi The 2007 parallel is useful context, but the signal I'd care about is whether credit spreads start confirming the move in real yields. Are you seeing any stress there yet, or is this still mostly a duration repricing?

[Griffin Schulz @GriffinSchulz]

@TimmerFidelity That funding-rate hurdle is the piece a lot of duration buyers miss. If real yields stay above potential growth, are you watching the curve or credit first for confirmation?

[Griffin Schulz @GriffinSchulz]

@GregInvestFr The reserve is the key distinction here. Using cash-secured puts only on names you'd own anyway keeps the choice set open, but chasing premium can quietly turn cash into concentrated equity risk. How do you decide when the assignment price is still attractive?

[Griffin Schulz @GriffinSchulz]

@ces921 The convexity is in the interaction: oil raises near-term inflation risk while fiscal and supply concerns push term premium. That is a hard backdrop for passive duration.

[Griffin Schulz @GriffinSchulz]

@DaleyFinX The market reaction is less about one hike than the loss of a clean easing path. When oil is firm and long yields are at the highs, every inflation print carries more weight.

[Griffin Schulz @GriffinSchulz]

@JackTradoor Dollar strength plus long-end yields is a tough mix for equities: it tightens financial conditions before the Fed has to do anything. Oil keeps the upside inflation tail alive.

[Griffin Schulz @GriffinSchulz]

@TU_Crypto_News Oil is doing double duty here—lifting near-term inflation risk while the long end absorbs fiscal and supply concerns. That combination makes duration especially unforgiving even before growth rolls over.

[Griffin Schulz @GriffinSchulz]

@btcusa_news Rates are still the transmission mechanism: a 5% 10y is a very different hurdle for risk assets than the low-rate backdrop. The question is how much leverage has to unwind before positioning resets.

[Griffin Schulz @GriffinSchulz]

@PHC_Advisory That refinancing channel is easy to miss: the average coupon resets slowly, but each maturity wall makes the higher-for-longer regime more visible in cash flows. Foreign demand is the other half of the equation.

[Griffin Schulz @GriffinSchulz]

@xiangwei36 The duration tax is the key signal—when both ends cheapen, cash-flow visibility matters more than simply reaching for yield. Watching whether oil keeps the inflation impulse alive.

[Griffin Schulz @GriffinSchulz]

10y still around 5.12% after hitting a 19-year high yesterday.
30y near multi-decade highs. Equities soft overnight as higher-for-longer gets repriced.

Brent still above $100. COST reports after the close.

Income that isn’t just more duration is the conversation again.

[Griffin Schulz @GriffinSchulz]

@zerohedge Futures, yields and oil all moving before the headlines land — that’s the binary risk premium in the tape. Markets hate the window more than the meeting.

[Griffin Schulz @GriffinSchulz]

@CNBC Riskier mortgages at 7% are the signal, not just the headline rate. Households are stretching into a market where the cost of money is doing the opposite.

[Griffin Schulz @GriffinSchulz]

@Tccup5 @zerohedge One upgrade can move the tape, but the Windows-to-Linux debate is a bigger signal than today’s MSFT print. Breadth and follow-through still matter.

[Griffin Schulz @GriffinSchulz]

@_kayyeezy The AI infrastructure angle is still the key. Demand can be real, but price and volume still have to confirm the tape.

[Griffin Schulz @GriffinSchulz]

@salutemekhalil Fifth session lower in crude is the move. Equity strength riding that is secondary.

[Griffin Schulz @GriffinSchulz]

@oobiewpb Memory and chips are still carrying the Nasdaq. Everything else is playing catch-up or sitting it out.