To The Moon

$Amazon.com(AMZN)$ $Alphabet(GOOGL)$  $Advanced Micro Devices(AMD)$  This week isn’t just another earnings cycle, it’s a stress test of whether liquidity, labour data, and earnings momentum can keep equities climbing while macro and political risks crowd the tape. I’m positioning where that decision shows up first, not after it’s obvious.

02Feb26 ET 🇺🇸 and we’re entering one of those weeks where everything converges at once. Earnings weight, labour data, shutdown politics, tariff talk, sector rotation and global policy signals are all colliding. When catalysts stack like this, price rarely moves gently. It reprices.

I’m not trading headlines. I’m trading positioning, liquidity behaviour and capital flows. And this week has all three in motion.

📊 Macro First, Labour Data Still Controls the Market

Next week marks the first week of the month, and that means labour market data dominates macro expectations. Employment remains the hinge point for Fed policy, rates and equity multiples.

Here’s the full stack I’m watching.

Monday brings ISM Manufacturing PMI. Manufacturing has remained in contraction territory with the last reading at 47.9, and consensus expects modest improvement toward 48.5. Stabilisation matters more than expansion here, because cyclicals respond first to manufacturing turning. Importantly, global PMIs are also stabilising, reinforcing a broader no-hard-landing bias across risk assets.

Tuesday we receive JOLTS Job Openings, still historically elevated near 7.1M. Openings drifting lower show cooling labour demand, but the absence of collapse supports the soft landing narrative.

Wednesday delivers ADP employment alongside ISM Services PMI. Services remain the backbone of US growth, previously reading 53.8, and continued expansion supports corporate revenue resilience.

Thursday brings weekly jobless claims, still running near 209K. Any sustained rise here becomes an early recession warning signal.

Friday is the centrepiece with Nonfarm Payrolls, unemployment, wages and consumer sentiment. Expectations cluster near 65K to 70K job additions, unemployment near 4.4%, and wage growth steady near 0.3% monthly. Cooling hiring without labour deterioration is the outcome risk assets want.

Beyond payrolls, we also receive Challenger layoff announcements, auto sales, consumer credit data and preliminary Michigan sentiment. Together, they help map whether consumer resilience still supports growth.

🔥 My read: Labour is cooling without collapsing. Cross-asset signals confirm it. Credit spreads remain tight with no visible stress, and the US 10-year Treasury yield holding near 4.24% shows no aggressive repricing of policy risk. That stability explains why equity dips continue attracting buyers.

I’m positioning around that regime.

🏛 Shutdown Politics Exist, Markets Expect Resolution

Prediction markets currently see the US government shutdown lasting roughly 4.3 days, with probabilities skewed toward resolution early this week.

Markets historically ignore shutdowns unless data flow stops or duration becomes prolonged. So far, earnings momentum and liquidity flows matter more than politics.

I’m allocating capital accordingly.

⚠️ Tariff Rhetoric Returns to the Table

Tariff discussions and deadlines have resurfaced, and traders underestimate how quickly tariff narratives impact semiconductors, manufacturing and global supply chains.

Tariff escalation risks lifting costs, compressing margins and complicating growth expectations. Meanwhile, gold holding elevated levels reflects cross-asset hedging demand amid uncertainty, another reminder that geopolitical risk never fully disappears.

I’m monitoring supply chain sensitivity closely.

📈 Earnings Weight Still Driving Index Direction

We’re past peak S&P reporting, but this week still carries massive influence, with roughly 25% of S&P earnings weight reporting, covering around 155 constituents.

Two Mag-7 giants, $AMZN and $GOOGL, headline the week alongside $AMD, $ARM, $PLTR, $QCOM, $SMCI, $UBER, $DIS, $PYPL, $LLY, $RDDT, $IREN and $BE.

This isn’t about headline beats. It’s about forward guidance, AI spending, cloud demand, enterprise budgets and consumer resilience.

$AMZN’s AWS and AI infrastructure spending shape future margin expectations.

$GOOGL’s cloud and AI monetisation determine advertising durability.

$AMD and $ARM reveal competitive dynamics in AI compute beyond Nvidia dominance.

$PLTR’s government and commercial adoption tests whether revenue acceleration offsets valuation concerns.

$QCOM signals recovery in mobile and AI edge deployment.

$UBER continues expanding margins across mobility and delivery.

$DIS remains focused on stabilising streaming profitability.

Options markets imply significant post-earnings swings, and dealer gamma positioning often amplifies those reactions. While the VIX remains subdued in the mid-teens, single-name implied volatility remains elevated, setting the stage for sharp hedging-driven moves.

I’m trading positioning, not guessing earnings outcomes.

🔄 Rotation Beneath the Surface Matters More Than Headlines

Deutsche Bank data shows cyclicals now modestly overweight relative to Mega Cap Growth and Tech, which have rotated back toward neutral positioning.

This crossover previously appeared after the November 2024 elections and more structurally in 2022 when tech earnings weakened while cyclicals held up.

Capital isn’t leaving equities. It’s rotating internally.

Industrials, energy and materials are attracting flows while mega-cap tech pauses. Breadth expansion confirms this shift, with equal-weight indices outperforming cap-weighted benchmarks in January, signalling healthier participation across sectors.

Most traders remain focused on last year’s leaders. My edge comes from identifying where flows migrate next.

⚙️ Technical Structure and Liquidity Dictate Moves

Across indices and earnings leaders, I’m watching:

• January earnings breakout zones acting as liquidity support

• Resistance where prior earnings sellers defended price

• Consolidation shelves where stops cluster below structure

• Gamma flip zones altering dealer hedging pressure

With the S&P hovering near record territory, structural support zones become critical for absorbing volatility.

When price revisits liquidity pools, passive liquidity disappears and forced flows accelerate movement. That’s where asymmetric opportunity forms.

📊 Options Positioning Drives Short-Term Volatility

Elevated implied volatility into earnings means dealer hedging strongly influences post-print moves.

Upside breaks force dealer buying. Downside breaks force dealer selling. Post-earnings IV crush punishes traders who overpay for volatility.

I’m structuring exposure through defined risk spreads and scaling equity entries near support rather than chasing breakouts.

📅 Catalyst Flow, Where Liquidity Actually Moves This Week

Most traders just note earnings dates.

I’m mapping where liquidity and volatility will actually show up, because price moves where positioning is forced to adjust.

🔥 Monday, Feb 2, Volatility Builds Into Earnings Open

I’m opening the week watching options-driven volatility in:

➡️ Coinbase $COIN

➡️ Reddit $RDDT

Momentum extremes are already forming:

🟢 Overbought pressure

$GSKRF, $ARREF, $PREIF

🔵 Oversold pressure

$ROP, $CMRC, $FLUT

Precious metals hedging also remains active via:

• SPDR Gold Trust $GLD

• iShares Silver Trust $SLV

Earnings flows begin with:

• Palantir $PLTR

• Disney $DIS

• NXP Semi $NXPI

• Tyson Foods $TSN

• Rambus $RMBS

• Teradyne $TER

IPO and lockup flows add supply risk through:

$MANE, $OFRM, $EIKN, $BOBS, $LFTO, $FPS, and Firefly Aerospace $FLY lockup expiry.

Dividend rotation impacts:

$C, $MET, $VLO, $JBHT

🕑 2:00 p.m. brings the Fed SLOOS lending survey, critical for reading credit stress in banks and the economy.

Oil also remains active after OPEC+ production discussions.

⚙️ Tuesday, Feb 3, Semiconductor and Consumer Earnings Pressure

Earnings intensity ramps with:

• AMD $AMD

• Merck $MRK

• PepsiCo $PEP

• Amgen $AMGN

• Suncor Energy $SU

• Mondelez $MDLZ

• Electronic Arts $EA

• PayPal $PYPL

• Chipotle $CMG

Options markets price large moves in:

➡️ Galaxy Digital $GLXY

➡️ fuboTV $FUBO

Western Digital $WDC hosts Innovation Day, key for AI storage demand.

Semrush $SEMR shareholders vote on Adobe $ADBE acquisition terms.

📈 Wednesday, Feb 4, Mega Cap Direction Day

Heavy index influence arrives with:

• Alphabet $GOOG

• Eli Lilly $LLY

• AbbVie $ABBV

• Uber $UBER

• Qualcomm $QCOM

Options markets also imply large reactions for:

➡️ Boot Barn $BOOT

➡️ Snap $SNAP

General Motors $GM commentary and Costco $COST sales updates also affect sector flows.

Midweek often sets the directional tone.

🌍 Thursday, Feb 5, Policy Meets Earnings

Heavy reporting continues with:

• Amazon $AMZN

• Shell $SHEL

• ConocoPhillips $COP

• Bristol-Myers Squibb $BMY

• Barrick Mining $B

• ArcelorMittal $MT

Options volatility remains elevated in:

➡️ Reddit $RDDT

➡️ Roblox $RBLX

ECB policy updates and Fed speakers inject macro risk, while Amazon’s AWS and AI capex outlook influences suppliers like:

• Marvell Technology $MRVL

📊 Friday, Feb 6, Labour Data Controls the Close

Earnings wrap with:

• Toyota $TM

• Philip Morris $PM

• Centene $CNC

• AutoNation $AN

But price action revolves around:

➡️ Nonfarm Payrolls

➡️ Unemployment Rate

➡️ Wage Growth

➡️ Michigan Consumer Sentiment

By Friday, flows either confirm the trend or force volatility resets.

🏦 Treasury Supply Still Lurks as a Risk

While no longer-dated auctions occur this week, refunding announcements matter. Markets expect stable auction sizes now, yet increases later this year are likely.

Any future change in guidance could disrupt bond markets, lifting yields and pressuring equity multiples. Rates remain the quiet driver of valuations.

🌍 Global Policy Adds Another Layer

Markets also face policy decisions from the Bank of England, European Central Bank and Reserve Bank of Australia, while Bank of Japan minutes, EU inflation and retail sales, and German factory orders and industrial production add global economic signals.

Policy divergence continues shaping currency flows and multinational earnings outcomes.

🧠 Where Most Traders Misallocate Capital

Most traders chase earnings momentum after price already moved.

I’m watching where liquidity absorbs selling, where institutional flows stabilise price and where options positioning flips directional pressure.

Preparation beats reaction.

💼 How I’m Structuring Trades

I’m structuring exposure through:

• Equity scaling near structural support

• Defined risk call spreads into earnings

• Selling premium when implied volatility spikes excessively

• Trimming strength into resistance

I’m trading structure and volatility, not emotion.

👀 My Active Watchlist

$AMZN, $GOOGL, $AMD, $ARM, $PLTR, $QCOM, $SMCI, $UBER, $RDDT, $LLY, $DIS.

These names will influence index direction this week.

🔥 Final Take

Shutdown noise looks temporary. Labour data is cooling without collapsing. Earnings flows remain dominant, while rotation reshapes leadership beneath the surface with breadth expansion confirming healthier participation.

Volatility isn’t the enemy. Misreading liquidity is.

This week rewards preparation, discipline and understanding where capital moves next, with liquidity pools, gamma regions, vanna exposure and cross-asset alignment all reinforcing the regime remains intact.

And I’m already positioned where liquidity, earnings momentum and capital flows converge, before the crowd realises the move is underway.

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Trade like a boss! Happy trading ahead, Cheers, BC 📈🚀🍀🍀🍀

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