To The Moon

Global markets saw sharp divergence this week: US stocks traced an "N-shaped" pattern amid AI-macro tug-of-war, while HK stocks continued to weaken.

Amid these extreme market conditions, Top 10 on leaderboards delivered strikingly different yet equally impressive results:

The Elite leaderboard stuck to stocks and longer-dated options, prioritizing margin for error amid high volatility.

The Prestige leaderboard bet almost entirely on weekly at-the-money/out-of-the-money options, leveraging extreme leverage to chase short-term breakouts.

The two leaderboards mirror the market divide: safety in predictable trends VS. chasing event-driven windows.

Below, we review last week's macro trends , then break down the strategies of top 1 on these two leaderboards—exploring which moves are replicable and where luck can't be forced❓

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I. U.S. Stocks 📈: A Tug-of-War Between AI Narrative and Macro Pressures

U.S. indices rose for the week, but the ride was rocky: AI stocks reversed, inflation fears sparked a tech sell-off, and Thursday's highs were erased by Friday's broad sell-off. Extreme intraday swings made life miserable for high-frequency traders.

Behind this volatility lie three persistent macro factors:

• Inflation & Interest Rates: April's hot CPI sent long-term yields to new highs, pressuring growth stocks and delaying rate-cut expectations.

• Geopolitics: U.S.-Iran détente weighed on oil prices, clouding inflation and policy outlooks.

• U.S.-China Relations: Trump's visit ushered in a period of stability, but short-term substantive progress remains limited. Markets digested expectations without concrete catalysts, leaving capital directionless and amplifying volatility.

II. Hong Kong Stocks 📉: Tech Bleeds Capital, Defense Takes Center Stage

Hong Kong stocks closed lower across the board. Telecom was the sole bright spot, while materials, healthcare, and tech led the losses. Tech and chip stocks faced broad pressure as sentiment stayed weak.

This weak pattern is no coincidence—it reflects three structural pressures:

• Dismal Earnings Expectations: Forecasts for heavyweight sectors like Internet, consumptions, and healthcare remain low, limiting valuation expansion and capping upside potential.

• Capital Diversion from IPOs: A surge in primary market activity has diverted funds away from existing stocks, with a flood of new listings pressuring secondary market liquidity.

• Cautious Foreign Sentiment: Global growth stock pressures keep foreign investors wary of Hong Kong tech.

III. Breakdown of Top Performer Strategies

1️⃣fortuna🏅

1. Strategy Analysis: Timing the Window with Extreme Leverage

Topping the VIP Leaderboard, fortuna achieved a 445.72% weekly return using SPXW call options. His strategy exhibits three key characteristics:

• Precise timing window assessment: fortuna did not bet on "whether the market would go up next week." Instead, he bet on a specific, high-probability event — the S&P 500 hitting a new high on Thursday. This narrowed the bet from "direction" to a precise "point in time."

• Event-driven directional betting: On Thursday, AI leaders like Nvidia surged, creating the conditions for a breakout in call options: AI blue-chip rally → index high

• Strict exit: Friday's sell-off would have crushed late exits. Discipline sealed the win.

2. Exploring Replicability 🔎

• Bet on windows, not prices: Before catalysts like earnings or policy news, use small capital to buy out-of-the-money options and capture sentiment-driven spikes.

• Use weekly options , but take profits strictly: No "one more day." Time decay accelerates in the final days — discipline is everything.

• Wait for dual confirmation: Don't guess. Wait for a clear signal (e.g., Nvidia's surge), then act. Right-side trading: see the spark, then move.

2️⃣FFreedom in 10y 🏅

1. Strategy Analysis: A Rational Choice in a High-Volatility Environment

It is precisely in this "high volatility, hard-to-time" market that FFreedom in 10y, generated approximately $379K in profits using AMD call options. Three advantages:

• High margin for error: With eight months until expiration, short-term volatility barely impacts time value — allowing time to work in his favor.

• Moderate leverage: 3–5x amplifies returns without risking a wipeout.

• Avoiding the timing dilemma: By focusing on industry trends rather than short-term price swings, he sidesteps the near-impossible task of market timing.

2. Exploring Replicability 🔎

• Identify core industries with the ability to weather macro uncertainty.

• Use longer-dated options to build "time-friendly" positions.

• Combine multiple tools — his portfolio included puts on AMD and MU, suggesting a long-short hedge against short-term pullback risks.

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💬Community Corner

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