Tag: Investing (89 articles)

Infinite money plus enough time computes to infinite wealth — interest computes faster.

Buy ratings everywhere, sell ratings almost nowhere — because what's sold isn't a forecast, it's cover.

Price movement is never a reason to size up or down — what lies underneath is. Trim the weak and overvalued, add to the strong and undervalued.

Turning points cannot be predicted, but they can be confirmed — follow only valid breakouts, and let the 2B structure turn 'looks like a top' into 'safe to act'.

Forecasting and verification are opposite crafts: one starts with a conclusion and hunts for evidence, the other sets criteria first and lets the market answer.

Wave patterns are not universal truth; they grow out of a market's soil — seller's markets grow traditional waves, buyer's markets need a four-segment structure.

The retail investor's one structural edge only pays off under discipline: cash for the dip, broad indexes only, and buy with more composure as prices fall.

A single system can run two paths side by side: a value base position earning margin of safety, an event-arbitrage sleeve earning the event itself. Two tracks are not indecision; the one precondition is that the two ledgers never merge.

Pure value dies from ignoring timing, pure timing dies with no anchor: picking stocks and timing entries are two trades, and one teacher cannot teach both.

The monopoly-tax model and the money-burning model look the strongest, yet their deaths are written in advance: one stands against its customers waiting for regulators, the other bets that funding never dries up.

You don't guess tops and bottoms, you count them: ten observable signals, and a position counted from a checklist beats a price target guessed from a hunch.

The first screen in fundamental research is not valuation but restatement: if a company's core, unchanging asset cannot be explained in three sentences, pass. Complexity is not depth; it is a source of error.