Louis David

8 days ago

@Tradersreality Your right tino every investor is getting fomo for ai and what kind of return they can get on there money, for now there is literally no point buying BTC, needs to be cheaper to spark more interest 📉

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Raidleader007 retweeted

Rupert Lowe MP

@RupertLowe10

11 days ago

The Rape Gang Inquiry Report. https://t.co/EuKgGWBRhS

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Raidleader007 retweeted

X Freeze

@XFreeze

11 days ago

https://t.co/F92OAlAg3g

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24 days ago

@DaveBoro1770 @Nigel_Farage @Keir_Starmer You do realise that’s a picture of the Southport riots nothing to do Henry

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25 days ago

@RadioGenoa 🤣🤣🤣🤣

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Raidleader007 retweeted

Rupert Lowe MP

@RupertLowe10

29 days ago

I want to be really clear in my response. I am not going to retract anything, I stand by every single word. Labour are calling for me to apologise. The answer is no. Industrial rape across almost every town and city in Britain. Sexual torture. Murder. Endless rape. I sat there for two weeks, listening to these girls. I heard how one girl was raped by a dog, as Muslim men bet on what the animal would do. Girls drugged and locked in cages, like rats. Another, raped by 700 men over three years. Dozens and dozens of these stories through our inquiry, and we are barely scratching the surface. This was allowed to happen EXACTLY because politicians were cowards, refusing to discuss it. I will not make that same mistake. I said what I said, and I meant it. The Labour Party have blood on their hands, yet they think they can demand an apology from me for highlighting the systemic evil they allowed to infect our entire country? They can piss off. I am angry about it. Furious. When you hear directly from these girls about what they have been through, it changes the way you see politics. Forever. Our report will be out very soon. When that happens, I don’t want any apologies from the Labour Party. I don’t care about that. I want to see those politicians responsible for covering up this atrocity behind bars for what they have done to these girls.

RupertLowe10's tweet photo. I want to be really clear in my response. I am not going to retract anything, I stand by every single word. Labour are calling for me to apologise. The answer is no.

Industrial rape across almost every town and city in Britain.

Sexual torture. Murder. Endless rape.

I sat there for two weeks, listening to these girls.

I heard how one girl was raped by a dog, as Muslim men bet on what the animal would do.

Girls drugged and locked in cages, like rats.

Another, raped by 700 men over three years.

Dozens and dozens of these stories through our inquiry, and we are barely scratching the surface.

This was allowed to happen EXACTLY because politicians were cowards, refusing to discuss it.

I will not make that same mistake. I said what I said, and I meant it.

The Labour Party have blood on their hands, yet they think they can demand an apology from me for highlighting the systemic evil they allowed to infect our entire country?

They can piss off.

I am angry about it. Furious. When you hear directly from these girls about what they have been through, it changes the way you see politics. Forever.

Our report will be out very soon.

When that happens, I don’t want any apologies from the Labour Party. I don’t care about that.

I want to see those politicians responsible for covering up this atrocity behind bars for what they have done to these girls.

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Raidleader007 retweeted

BareNakedCrypto 🫐,

@BullNakedCrypto

30 days ago

If you follow @realjamsworld You might need to rethink who you are following $500/year to act like he's right? Sure

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30 days ago

@BullNakedCrypto @realjamsworld Bro this was brilliant love the energy

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Raidleader007 retweeted

30 days ago

"Yield curve" is one of those phrases that gets thrown around constantly in finance. For years I nodded along like I knew exactly what it meant. I didn't really. So here's the plain-English version I wish someone had given me. Imagine you lend the US government money. They pay you interest — but the rate depends on how long you lend it for. 3 months, 2 years, 10 years, 30 years. Plot those rates against time, and that line is the yield curve. Normally it slopes upward — lend for longer, get paid more. Longer = more risk = more reward. Right now: 2Y: 4.01% 10Y: 4.50% 30Y: 5.03% So it's sloping up — but only just. The gap between the 2Y and 10Y is 0.49%. That's a "flat-ish" curve. Not inverted (the scary one — that's another post), not steep. Just kind of... cautious. What a flat curve quietly says: the market isn't sure where rates are heading. Not enough conviction for a steep slope, not pessimistic enough to invert. That's it. Genuinely not as complicated as the jargon makes it sound. Next one I want to tackle: why an inverted curve makes everyone nervous. But first — what part of bonds or rates still feels like fog to you? I'm building these explainers around what actually trips people up. — Data: FRED Treasury yields, 26 May close

LighthouseFRED's tweet photo. "Yield curve" is one of those phrases that gets thrown around constantly in finance.

For years I nodded along like I knew exactly what it meant. I didn't really.

So here's the plain-English version I wish someone had given me.

Imagine you lend the US government money. They pay you interest — but the rate depends on how long you lend it for. 3 months, 2 years, 10 years, 30 years.
Plot those rates against time, and that line is the yield curve.

Normally it slopes upward — lend for longer, get paid more. Longer = more risk = more reward.
Right now: 2Y: 4.01% 10Y: 4.50% 30Y: 5.03%
So it's sloping up — but only just. The gap between the 2Y and 10Y is 0.49%. That's a "flat-ish" curve. Not inverted (the scary one — that's another post), not steep. Just kind of... cautious.

What a flat curve quietly says: the market isn't sure where rates are heading. Not enough conviction for a steep slope, not pessimistic enough to invert.
That's it. Genuinely not as complicated as the jargon makes it sound.

Next one I want to tackle: why an inverted curve makes everyone nervous. But first — what part of bonds or rates still feels like fog to you? I'm building these explainers around what actually trips people up.

— Data: FRED Treasury yields, 26 May close

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Raidleader007 retweeted

about 1 month ago

24 hours later, the dispersion just got wider. IG: 0th %ile. The literal tightest investment-grade credit has been in the 3-year FRED window. BB: 4th %ile. Fresh lows. HY composite: 9th %ile. Fresh lows. CCC: 73rd %ile. Unchanged. Still drifting +0.21 on the month. Quality keeps tightening. Junk doesn't. The IG-CCC gap is now wider than yesterday — not narrower. Composite stress: 36.9. Still "Compressed." When was the last time IG spreads sat at literal 3-year tights while CCC sat at 73rd %ile? Genuinely asking — I'm curious if this exact dispersion shape has a historical precedent. — Data: FRED ICE BofA OAS, 25 May close. Percentiles vs 3-year history.

LighthouseFRED's tweet photo. 24 hours later, the dispersion just got wider.
IG: 0th %ile.

The literal tightest investment-grade credit has been in the 3-year FRED window.

BB: 4th %ile. Fresh lows.
HY composite: 9th %ile. Fresh lows.

CCC: 73rd %ile. Unchanged. Still drifting +0.21 on the month.

Quality keeps tightening. Junk doesn't. The IG-CCC gap is now wider than yesterday — not narrower.
Composite stress: 36.9. Still "Compressed."

When was the last time IG spreads sat at literal 3-year tights while CCC sat at 73rd %ile? Genuinely asking — I'm curious if this exact dispersion shape has a historical precedent.

— Data: FRED ICE BofA OAS, 25 May close. Percentiles vs 3-year history.

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about 1 month ago

@LighthouseFRED Just signed up to your news letter love the content thanks

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Raidleader007 retweeted

about 1 month ago

The dispersion is the story today. Headline credit looks bored — IG at 2nd %ile, BB at 8th, HY composite at 12th. Risk priced for perfection. But CCC sits at 73rd %ile. +17bps in the last 5 sessions. +26bps on the month. Quality bid. Junk offered. Headline calm. The IG-CCC spread gap is the part to watch. Historically the low-quality tier widens months before headline credit rolls over. So far CCC is drifting, not accelerating — that's the line between melt-up setup and regime crossing. Threshold to flag: CCC clearing 9.50%. Where do you draw the line between compressed and elevated on credit dispersion? Curious which spread you watch. — Data: FRED ICE BofA OAS, daily close 21 May 2026 Percentiles ranked vs 3-year history (BAML series since April 2023)

LighthouseFRED's tweet photo. The dispersion is the story today.

Headline credit looks bored — IG at 2nd %ile, BB at 8th, HY composite at 12th. Risk priced for perfection.

But CCC sits at 73rd %ile. +17bps in the last 5 sessions. +26bps on the month.

Quality bid. Junk offered. Headline calm.

The IG-CCC spread gap is the part to watch. Historically the low-quality tier widens months before headline credit rolls over. So far CCC is drifting, not accelerating — that's the line between melt-up setup and regime crossing.

Threshold to flag: CCC clearing 9.50%.

Where do you draw the line between compressed and elevated on credit dispersion? Curious which spread you watch.

—
Data: FRED ICE BofA OAS, daily close 21 May 2026
Percentiles ranked vs 3-year history (BAML series since April 2023)

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Raidleader007 retweeted

about 1 month ago

Tight credit spreads aren't a timing tool. Here's what history actually says about the gap between "credit market complacent" and "stocks top." The pattern across the three big drawdowns of the last 25 years: 📉 Dot-Com (2000) Spreads bottomed at 1.55% in late January. S&P peaked ~6 weeks later in March. Then: Nasdaq -78%, S&P -50% over the next 2.5 years. Shortest fuse. Equity valuation bubble, not a credit problem. 📉 GFC (2007) Spreads bottomed at 1.53% in February. S&P peaked 8 months later in October. Then: S&P -57%, spreads quadrupled to over 6%. The classic case. Spreads sat at silly-tight levels for most of a year while everyone said "this time is different." Anyone shorting the market in Feb 2007 spent 8 months bleeding before being proven right. 📉 COVID (2020) Spreads bottomed at 1.96% in December 2019. S&P peaked ~2 months later in February 2020. Then: -34%, recovered fast on Fed intervention. Different — exogenous shock that bypassed the normal credit warning. Spreads can't predict pandemics. Three lessons: → Spreads at troughs are NOT a timing tool. Gap to peak ranged 1-8 months. That's a 4x difference. → The depth of drawdown varied wildly from the same starting condition. -34% to -78%. What causes the unwind matters more than how complacent things looked beforehand. → The actual signal isn't the level — it's the change. Spreads being low isn't the warning. Spreads starting to widen consistently after being compressed is. Where we sit today: HY OAS: 2.78% — wider than the troughs before 2000 and 2007. Less extreme starting point than those bubbles. Composite stress: 35.6/100. "Compressed/calm/complacent." 30-day change in HY: still DOWN -0.07%. Still compressing, not yet widening. CCC tier (the riskiest): 73rd percentile, +26bps on the month. The early-warning tier IS moving — but the headline isn't yet. So, we're in the phase that historically lasts 1-8 months before something resolves. The smoke detector is quiet. The wood is still in the fireplace. Nobody knows when, or whether, someone strikes a match. What to watch: when CCC and HY start widening together consistently, that's the signal worth taking seriously. Data: FRED Moody's Baa-10Y for long history, ICE BofA OAS for current credit tiers.

LighthouseFRED's tweet photo. Tight credit spreads aren't a timing tool.

Here's what history actually says about the gap between "credit market complacent" and "stocks top."
The pattern across the three big drawdowns of the last 25 years:

📉 Dot-Com (2000) Spreads bottomed at 1.55% in late January. S&P peaked ~6 weeks later in March. Then: Nasdaq -78%, S&P -50% over the next 2.5 years. Shortest fuse. Equity valuation bubble, not a credit problem.

📉 GFC (2007) Spreads bottomed at 1.53% in February. S&P peaked 8 months later in October. Then: S&P -57%, spreads quadrupled to over 6%. The classic case. Spreads sat at silly-tight levels for most of a year while everyone said "this time is different." Anyone shorting the market in Feb 2007 spent 8 months bleeding before being proven right.

📉 COVID (2020) Spreads bottomed at 1.96% in December 2019. S&P peaked ~2 months later in February 2020. Then: -34%, recovered fast on Fed intervention. Different — exogenous shock that bypassed the normal credit warning. Spreads can't predict pandemics.
Three lessons:

→ Spreads at troughs are NOT a timing tool. Gap to peak ranged 1-8 months. That's a 4x difference.

→ The depth of drawdown varied wildly from the same starting condition. -34% to -78%. What causes the unwind matters more than how complacent things looked beforehand.

→ The actual signal isn't the level — it's the change. Spreads being low isn't the warning. Spreads starting to widen consistently after being compressed is.

Where we sit today:
HY OAS: 2.78% — wider than the troughs before 2000 and 2007. Less extreme starting point than those bubbles.

Composite stress: 35.6/100. "Compressed/calm/complacent."

30-day change in HY: still DOWN -0.07%. Still compressing, not yet widening.

CCC tier (the riskiest): 73rd percentile, +26bps on the month. The early-warning tier IS moving — but the headline isn't yet.

So, we're in the phase that historically lasts 1-8 months before something resolves. The smoke detector is quiet. The wood is still in the fireplace. Nobody knows when, or whether, someone strikes a match.

What to watch: when CCC and HY start widening together consistently, that's the signal worth taking seriously.

Data: FRED Moody's Baa-10Y for long history, ICE BofA OAS for current credit tiers.

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Raidleader007 retweeted

about 1 month ago

The macro data game is one of finance's last big rent-extractions. Bloomberg Terminal: $30,000 a year. Refinitiv: similar. S3 Partners short data: five figures to start. Goldman Sachs' research portal: institutional pricing. The detailed Fed flow-of-funds data: behind a paywall most retail traders don't even know exists. So when you see a chart from a big macro account, half the time you're looking at $50k of annual data subscriptions packaged into a screenshot. I'm building Lighthouse without any of that. Everything on https://t.co/h9wq04yORi — credit spreads, yield curves, dispersion data, regime tracking — is built from free public sources: → FRED (Federal Reserve) for credit spreads, yields, balance sheet data → ICE BofA OAS series for HY, IG, BB, Single-B, CCC tier breakdowns → FINRA's free API for short interest → Treasury's TIC reports for foreign holdings → CFTC Commitment of Traders for futures positioning The trade-off is real: the data is delayed. FRED updates daily on most series, but typically 1 trading day behind. Short interest is bi-monthly with a 10-day lag. TIC is monthly with a 60-day lag. For a trader needing nanosecond execution, that lag is a problem. For understanding macro structure and regime crossings, it almost never matters. The signal moves on weekly-to-monthly timescales. The delay is noise. The real moat in 2026 isn't access to data. It's synthesis. A determined builder with FRED + Python + good thinking can replicate 80% of what a junior analyst at a hedge fund builds. The remaining 20% is the difference between trading and understanding. Lighthouse isn't trying to be Bloomberg. It's trying to be the free thing that's better than Bloomberg for explaining what's happening underneath the headlines. The paywall is a moat. But it's also what's forcing me to build something that synthesises free data into clear narrative — and that's turning out to be the more interesting product. Free Friday newsletter, no paywall, primary sources only. #macro https://t.co/h9wq04yORi

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about 1 month ago

@TheMoonCarl Short the spreads ? https://t.co/SSgPLdCi6r

about 1 month ago

⚡ I started a free weekly newsletter: Lighthouse Weekly. Every Friday: what the macro data actually showed this week, the news that moved markets, and what to watch next. Drafted by AI from primary sources (FRED, ICE BofA OAS, 15 macro news feeds) — every claim reviewed by me before sending. No clickbait. No "highest in history" stretches. Just the data, the framing, and the windows it sits in. Today's first edition: https://t.co/jXRSX0LMR8 Sign up for next Friday: https://t.co/h9wq04yORi Free, always will be.

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about 1 month ago

@GBNEWS @MartinDaubney Interested in macro and credit spreads have a look https://t.co/SSgPLdCi6r

about 1 month ago

⚡ I started a free weekly newsletter: Lighthouse Weekly. Every Friday: what the macro data actually showed this week, the news that moved markets, and what to watch next. Drafted by AI from primary sources (FRED, ICE BofA OAS, 15 macro news feeds) — every claim reviewed by me before sending. No clickbait. No "highest in history" stretches. Just the data, the framing, and the windows it sits in. Today's first edition: https://t.co/jXRSX0LMR8 Sign up for next Friday: https://t.co/h9wq04yORi Free, always will be.

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about 1 month ago

@Jeremybtc I think I’ve found something great also Jeremy https://t.co/SSgPLdCi6r

about 1 month ago

⚡ I started a free weekly newsletter: Lighthouse Weekly. Every Friday: what the macro data actually showed this week, the news that moved markets, and what to watch next. Drafted by AI from primary sources (FRED, ICE BofA OAS, 15 macro news feeds) — every claim reviewed by me before sending. No clickbait. No "highest in history" stretches. Just the data, the framing, and the windows it sits in. Today's first edition: https://t.co/jXRSX0LMR8 Sign up for next Friday: https://t.co/h9wq04yORi Free, always will be.

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about 1 month ago

@martypartymusic Get the alpha right here Marty https://t.co/SSgPLdCi6r