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BTC 2025 Roadmap + BTC/Gold Ratio OutlookBTC Chart Idea (until end of 2025) The setup shown with the blue arrow remains my base scenario through year-end. I expect a move down to the 72k zone this year. Before that drop, price can either push first to ~99k (this year’s equilibrium) or head straight to 72k. Once we tag 72k – which is last year’s equilibrium level – I see that as the major low, from where the next impulsive leg toward 140k should begin. BTCUSD/XAUUSD ratio Current ratio is sitting around 21. I’m looking for a pullback toward 16. It can go 25 first and then 16, or drop directly to 16. I don’t expect 16 to hold as a long-term low; the reaction from there should target 25 again as the most probable level, with room for even higher readings beyond that.
by Egncl
What Connects the Nasdaq and Bitcoin? A Practical Macro ExplanatHave you ever overlapped the charts of Bitcoin and tech stocks like Meta (META)? The similarity in their movements is striking. On one side, a decentralized, volatile cryptocurrency; on the other, a giant of the corporate tech world. What makes them move in sync? The short answer is they are both highly sensitive "risk-on" assets. Their correlation is not a coincidence, but a direct symptom of how cheap money and risk appetite drive the markets. The Two Pillars Moving Tech Stocks and Bitcoin 1. The Liquidity Tap: Fed Monetary Policy When the Fed cuts interest rates or injects liquidity, the message is clear: money is cheap and abundant. This is rocket fuel for risk assets. Tech Stocks (e.g., META): As growth stocks, their value is based on future earnings, which are discounted by interest rates. Lower rates make those future profits more valuable today. Bitcoin: As a non-yielding, speculative asset, it thrives when investors, hungry for returns, move away from low-yielding bonds and savings. The same wind that fills the sails of tech stocks also pushes the Bitcoin boat. 2. The Fear Gauge: Credit Spread (The Cost of Money) A powerful but less-known indicator is the Option-Adjusted Spread (OAS) on high-yield "junk" bonds (e.g., tracked by the BAMLH0A3HYC index). This spread is a market "fear gauge." Spread Narrowing: Indicates confidence and a green light for "risk-on." Both tech stocks and BTC tend to rise. Spread Widening: Signals stress and a "flight to safety." This simultaneously punishes both META and BTC. The Transmission Mechanism: A wider spread increases borrowing costs for companies and dampens growth expectations, hurting profit projections for tech. Simultaneously, stress in the much larger bond market drains systemic liquidity, negatively impacting all speculative assets—a category Bitcoin perfectly fits. The 4-Year Cycle Coincidence: BTC Halving vs. Economic Cycle This brings us to the cornerstone Bitcoin narrative: the halving, which occurs every four years and is often credited for bull markets. But what if we compare it to the cycles of the Nasdaq? The timing alignment is, at the very least, suspicious. Is Bitcoin's 4-year cycle a unique, independent force? Or has it simply aligned perfectly with the global cycles of liquidity and risk appetite? The hypothesis is provocative for BTC purists: perhaps the halving is more of a narrative catalyst within a larger economic cycle, not its primary cause. The reduction in new BTC supply finds fertile ground precisely when global liquidity is high and the hunger for risk is strong. Conclusion: Correlation is Not Causation, But... The famous phrase holds true, but with a key addition. The correlation between Nasdaq and BTC isn't direct causation—one doesn't make the other rise or fall. However, they are both effects of the same cause: global macroeconomic conditions. They are two passengers on the same "Risk-On" boat. When the sea is calm and the wind of liquidity blows favorably, they sail to new heights. When the storm of fear and monetary tightening approaches, both are hit by the same waves. As for the 4-year cycle, the question remains: did Satoshi Nakamoto foresee economic cycles and sync the halving to them? Or did we, seeing a convenient coincidence, build a cause-and-effect narrative where only a perfect correlation exists? The truth likely lies somewhere in the middle. And understanding these macroeconomic mechanisms is key to not being fooled by a simple line on a chart. NASDAQ:META BINANCE:BTCUSD
FRED:BAMLH0A3HYC
by SardinhaDePlantao
BTCUSD 11/25/2025Come tap into the mind of SnipeGoat, as he gives you an AMAZING Technical Analysis Breakdown of Current Price Action! _SnipeGoat_ _TheeCandleReadingGURU_ #PriceAction #MarketStructure #TechnicalAnalysis #Bearish #Bullish #Bitcoin #Crypto #BTCUSD #Forex #NakedChartReader #ZEROindicators #PreciseLevels #ProperTiming #PerfectDirection #ScalpingTrader #IntradayTrader #DayTrader #SwingTrader #PositionalTrader #HighLevelTrader #MambaMentality #GodMode #UltraInstinct #LawOfCirculation #TheeBibleStrategy
COINBASE:BTCUSD
by TheeSnipeGoat
BITCOIN IS IN A TRIANGLE UNTIL THE END OF 2025: EVERYTHING WILL 📣 Hello everyone! I bring to your attention my medium-term view until the end of 2025 within the framework of this Bitcoin trading idea solely from the point of view of TA and my understanding of the chart. 🔹 Briefly and to the point: 1️⃣ I believe that Bitcoin's growth in October will be limited and right now the price is already close to local highs. 2️⃣ I expect an unexpected, disappointing drop in the BTC price after the recent ATN upgrade to $125,000 at the beginning of the month. 3. Anyone who flew into a long breakout will be thrown out of the market, many will believe in the beginning of a bear market and prematurely open short positions. 4️⃣ In November-December, I expect another small wave of growth, which will push the price of BTC a little over $130,000 5️⃣ I expect big events for Bitcoin in Q1 2026, but more on that later. That's all for today, I wish you good luck in making independent trading decisions and making a profit. Please analyze the information you receive from me, always think only with your head! Goodbye! ✊
CRYPTO:BTCUSDLong
by AnonymousTraderAcademy
XAUUSD – Retest in Progress After Sweep of 4135 Gold pushed into the 4132–4135 liquidity zone and rejected cleanly, pulling back toward the prior breakout area. Price is now retesting structure from above. Key Points 4135 acted as a liquidity sweep → sharp rejection confirms sellers active there. Price is currently retesting the 4125–4128 zone. As long as price holds above 4120, bullish continuation is still valid. Losing 4120 opens the door back toward 4098 and potentially 4075. Bullish Scenario Hold above 4120 Break back over 4135 Targets: 4144 → 4150 Bearish Scenario Break below 4120 Targets: 4100 → 4075
FOREXCOM:XAUUSDShort
by PipAlchemy
Report 25/11/25Report Summary By late November the market narrative has pivoted around three fulcrums: Europe’s bid to rewire its growth model away from export-dependence, Japan’s unusually large fiscal push alongside a sharp back-up in JGB yields and a weak yen, and a U.S. policy mix where tariff tweaks meet a Fed that investors again expect to ease in December. Odds of a quarter-point Fed cut rose above ~70% into the early-December FOMC, helping U.S. equities stabilize after a choppy, tech-led week, even as cross-currents from Japan and Europe kept rates and FX volatile.  Europe: Christine Lagarde’s Frankfurt remarks are a deliberate nudge to abandon the “old growth model” that relied on external demand and to tear down internal barriers that, per ECB analysis, mimic tariffs of roughly 100% in services and 65% in goods. That is an extraordinary quantification of single-market friction and a clear policy signal for majority-voting reforms, tax harmonization options, and “28th-regime” legal frameworks to unify company law, measures aimed at unlocking scale and productivity. In market terms, it is bullish medium-term for EU domestic cyclicals, services, and banks that benefit from deeper capital mobility; near-term, it presupposes legislative heavy lifting and political trade-offs.  Europe’s geopolitical financing stance is hardening too. Brussels and key capitals are advancing designs for a large, multi-year Ukraine financing architecture backed by immobilized Russian assets held in Europe, plans that have been floated in the €140–€180bn ballpark depending on structure and guarantees. That raises both moral-hazard and reprisal questions, but it materially lengthens Ukraine’s funding visibility and keeps EU defense-industrial demand supported. For risk markets, the base-case effect is to stabilize a tail risk; the upside tail is a stronger EU security/industrial bid, the downside tail is Russian counter-measures (energy, cyber, trade) that could widen risk premia episodically.  The fiscal lane is tight. U.K. borrowing has overshot plan through October, forcing the Treasury to map new consolidation measures, reminding investors that Europe’s fiscal “headroom” is thin and that budgets will rely on growth-friendly reforms more than blank-check spending. That mix argues for a grind higher in trend growth only if the single-market agenda moves from speech to statute.  Japan: big stimulus, higher yields, and a slippery yen Tokyo approved a ~¥21.3tn (~$135bn) stimulus to backstop households and cushion the terms-of-trade hit, arriving just as the 10-year JGB yield pushed to ~17-year highs and the yen slid toward levels that invite Ministry of Finance vigilance. The policy package leans fiscal even as the BOJ cautiously steps back from extraordinary support; the combination has kept the yen soft while the term premium in JGBs rises. Markets are watching the 157–160 zone in USDJPY as an informal line in the sand; authorities have previously signaled discomfort near 160. The global implication: Japan’s normalization can export tighter global financial conditions by draining an era-long source of cheap liquidity, complicating duration trades in the U.S. and Europe. United States: On trade, Washington partially unwound punitive food tariffs on Brazil, easing cost-push pressure at the margin and smoothing relations after a bruising episode earlier in the year. Corporate tone around tariffs has moderated as firms pass through costs selectively and exploit exemptions; investors now treat tariffs as a sector-specific earnings variable rather than a market-wide shock. Into December, the Fed’s policy call arrives with fewer official data prints than usual after earlier delays, but the center of gravity has leaned back toward a small cut, keeping U.S. financial conditions from tightening too abruptly into year-end. Market reactions and positioning logic In rates and FX, the most potent cross-asset driver is Japan. A higher JGB term premium and the risk of yen-supportive operations argue for two-way volatility in the dollar complex. If USDJPY is capped by policy action near 160, the DXY can lose a key prop from the yen leg even if EURUSD is range-bound as Europe wrestles with weak manufacturing and reform politics. Conversely, a clean break higher in USDJPY would buoy DXY and lean against duration, especially if the BOJ continues to normalize without outright tightening.  In equities, U.S. indices have been oscillating around record territory as AI capex leadership meets macro fatigue. A credible December cut would favor duration-sensitive growth, but the signal from Japan and from Europe’s banking agenda argues that 2026 leadership broadens toward quality cyclicals, EU financials, and services beneficiaries of single-market deepening. The near-term circuit breaker for risk is a bond-market wobble, either from U.S. supply/demand or from a sharper JGB move, rather than earnings, which remain resilient.  Asset-by-asset implications XAUUSD (Gold). Gold’s tug-of-war is between a softer December-cut path in the U.S. and a strong dollar supported by yen weakness. If USDJPY is contained by policy (and DXY drifts), gold reclaims a macro hedge bid alongside Europe’s Russia-asset gambit and lingering conflict risks; a decisive yen break higher in USDJPY would cap rallies. Baseline into year-end is choppy strength on dips, with event-risk hedging demand elevated around Ukraine financing and Japan FX policy. S&P 500. With cut odds high and earnings still decent, U.S. large caps skew modestly constructive, but leadership is likely to be less narrow if rates volatility persists. Beneficiaries of tariff relief in staples/food supply chains and beneficiaries of AI/datacenter capex remain supported; higher long rates from Japan’s spillover would bias rotation toward quality value and balance-sheet strength. Dow Jones Industrial Average. The Dow’s cyclical mix benefits from a “soft-cut” Fed and tariff reprieve for input-cost-sensitive names. Its relative resilience also rises if the market de-rates high-duration tech on rate volatility. The main risk is a sudden backup in global yields on the heels of JGBs, which would compress multiples broadly.  USDJPY. Policy-sensitive and the week’s principal hinge. A credible intervention threat or BOJ signaling of less tolerance for yen weakness could pull USDJPY back toward the mid-150s; absent that, carry dynamics and U.S.-Japan rate spreads favor tests of the 160 area. Portfolio hedging that contemplates sudden 2–3% yen surges is warranted.  DXY (U.S. dollar index). Direction depends disproportionately on the yen leg in the near term. A December Fed cut would ordinarily lean dollar-negative, but if Japan remains the global outlier on yields/FX, DXY can stay bid even as front-end U.S. rates slip. Watch for divergent moves: softer dollar vs. Europe on reform optimism, firmer vs. yen on policy asymmetry. Crude oil. Europe’s move to mobilize Russian assets for Ukraine creates retaliation risk, but the near-term demand impulse is dominated by soft European manufacturing and China’s steel/export overcapacity dynamics. Baseline is range trading with a geopolitical risk premium that waxes on Ukraine headlines; an upside shock would come from energy-linked reprisals or broader Middle-East supply nerves, while downside comes from a firm dollar if USDJPY extends.  Strategic forecasts, fiscal & political implications Europe. Expect a 2026–27 reform arc focused on services-market liberalization, capital-markets union steps, and targeted fiscal supports that stay within tight debt rules. The more credible and faster the single-market deepening, the more investors can ascribe a higher trend ROE to EU banks and services and lower equity risk premia. Failure to deliver risks a “slow Japanification” narrative and keeps Europe as a high beta to external demand shocks.  Japan. The government is using fiscal levers to cushion households while allowing the BOJ to inch toward policy normalization. If wage-price dynamics stay sticky, 2026 brings a clearer exit from negative real-rate territory and a stronger case for structural yen appreciation, good for import costs, tougher for exporters but supportive of financials via NIMs. For global investors, the end of ultra-cheap yen funding raises the hurdle for carry and could re-price the back end of DM curves.  United States. Tariff fine-tuning that removes high-profile food inputs from the line of fire reduces headline inflation risk and consumer angst into the holidays, while the Fed’s “insurance” cut, if delivered, signals a preference for growth preservation over rapid disinflation. The political economy here is about cushioning living costs while re-wiring supply chains; sector winners will be those that can arbitrage exemptions and re-source efficiently. Key risks to monitor First, policy slippage in Europe: without statutory follow-through, Lagarde’s agenda won’t translate into growth, and equity optimism will fade. Second, Japan FX shock: an abrupt, poorly-telegraphed intervention or a sharper-than-expected BOJ shift would ricochet through global rates, pressuring duration-heavy equities and EM carry. Third, sanctions/retaliation: EU action on Russian assets could trigger asymmetric responses in energy or cyber, adding a risk premium to European assets and to oil. Fourth, U.S. data vacuum: with less-than-usual fresh data, a mis-calibrated Fed message could either over-loosen financial conditions or re-ignite “higher-for-longer” fears. Where the opportunities are European banks and services that stand to benefit from reduced intra-EU “hidden tariffs” and capital mobility have multi-year upside if reform momentum is real. Select U.S. staples and food supply-chain names enjoy incremental tariff relief, while quality cyclicals benefit from a soft-cut path. In Japan, financials and insurers are positioned for higher domestic yields, and exporters with strong U.S. and ASEAN footprints can live with a firmer yen. Cross-asset, keep dry powder for volatility around USDJPY: it will set the tone for DXY and, by extension, for gold and duration trades Market context and immediate reactions The European policy signal is unambiguously “retool or stagnate.” Christine Lagarde’s warning that the bloc’s “old growth model” is out of date, and that internal barriers act like a triple-digit tariff on services, reframes Europe’s problem as structural, not cyclical. That matters for cross-asset risk premia because it argues for a lower medium-term euro area potential growth rate unless reforms actually bite. It also implies that monetary policy can’t carry the load from here: the ECB has paused after an aggressive cutting cycle, and the baton passes to single-market deepening and supply-side fixes. Japan is the opposite: heavy fiscal throttle with rising term premia. The new ¥21.3tn (~$135bn) stimulus is aimed at shielding households and backstopping growth, keeping Japan on a path of fiscal activism even as the BoJ steps back from the most extraordinary parts of its framework. Markets have already repriced: the 10-year JGB yield pushed to ~1.78%, a multi-decade high, as investors infer larger long-end issuance and a fatter fiscal risk premium. That yield back-up has drawn in foreign demand for long JGBs, but it also keeps the yen on the defensive unless the MoF forcefully leans against currency weakness.  On geopolitics, Brussels intends to plough ahead with a plan to use the earnings on (and in some designs, the value of) frozen Russian assets to support a very large loan package for Ukraine. The Commission’s “reparations-style” architecture competes with a new White House plan that would push those assets into US-led investment funds; either way, Europe is signaling it won’t wait. Markets will read this as (i) a higher probability that the EU underwrites Ukraine’s financing gap next year, and (ii) a modestly higher risk of countersanctions on select European assets or trade channels, i.e., a headline risk premium on EUR credit and energy.  Finally, two shorter-cycle impulses matter for equities and the dollar. First, the US is walking back a chunk of its Brazilian food tariffs, consistent with a “targeted de-escalation” narrative that tempers the inflation impulse from trade policy, incrementally dollar-negative at the margin if it persists. Second, top-down managers (e.g., Vanguard’s fixed-income head) warn markets are over-pricing the depth of Fed cuts given an AI-capex mini-boom that keeps growth decent and inflation sticky. That message argues for a firmer front end, a slightly stronger DXY path than equities would like, and more dispersion across tech balance sheets.  Forecasts (6–12 months) The base case is a “patchwork resilience” global economy: US growth moderates but avoids stall speed as AI-capex and cloud opex cushion the slowdown; the euro area grows below potential while policy pivots to single-market fixes; Japan’s activity stabilizes on transfers and subsidies while the BoJ normalizes in slow motion. Under that mix, the US retains a relative growth and real-rate advantage. The implication is a range-bound but supported dollar, with cyclical windows for EUR and JPY strength around European reform headlines or Japanese policy inflection points. For Europe, if Lagarde’s call catalyzes credible service-market integration and capital-market union steps, plus the ECB supervisor’s push to relax national capital/liquidity “traps” that block bank cross-border mobility, EU financials’ cost of capital falls and ROE drifts up. That’s equity-positive for the SX7E vs. S&P Financials on a 12–18 month view and narrows periphery bank spreads, conditional on political delivery. Japan’s trajectory hinges on three moving parts: the stimulus’ true net fiscal impulse after offsets; BoJ tolerance for higher long-end yields; and the MoF’s FX pain threshold. If the 10-year JGB sustains ~1.6–1.9% and the yen remains weaker than ¥155, corporate Japan gets a terms-of-trade tailwind, but headline volatility rises: any MoF intervention spike in USDJPY becomes a global VaR event because macro funds are still heavily positioned there. Energy and commodities sit on a different axis. If the EU’s Ukraine financing design and Western steel-glut pushback prompt narrower, targeted trade frictions with Russia or China, the most direct macro channel is still through diesel, crude differentials, specialty metals, and shipping insurance premia, not the bulk front-month Brent curve. That argues for asymmetric upside tails in energy on headlines, and a firmer path for certain CRMs (lithium, copper, select rare earths) if Brussels’ new central “critical minerals” procurement/stockpile hub advances quickly. (The policy direction is clear even if the governance plumbing is still being negotiated.)  Fiscal and political implications Europe has sketched a credible policy sequence: (1) integrate the single market for services and capital; (2) use a pan-EU funding architecture to stabilize Ukraine; (3) push supervisory waivers that let bank capital move across borders so the system can finance (1) and (2). If steps (1)–(3) advance, the region’s equity risk premium compresses, EUR credit tightens, and the euro enjoys tactical support, despite weaker near-term growth prints. Failure to deliver would mean another lost year of underperformance and a higher probability of populist policy shocks that widen periphery spreads. Japan’s politics now sit in a “Truss-sensitivity” zone: a stimulus sized to shield households without provoking a bond buyers’ strike. The yields tell you the market is testing that line already. The more long-end issuance rises, the more FX volatility you should expect, because USDJPY is the cleanest valve for global funds to trade the fiscal signal. The Ministry of Finance therefore becomes the volatility manager of last resort; if they lean in, it tightens global financial conditions in a hurry via the dollar and cross-asset VaR. In Washington/Brussels, the divergence is nuanced: US policy is nudging toward selective tariff relief where it helps the inflation optics at home, and Europe is preparing for longer-horizon, more strategic financial engineering on Ukraine and critical minerals. That combination supports US household real income (via food) and underwrites European security outlays, but it also risks new skirmishes with Moscow or Beijing that can show up first in basis risks (diesel cracks, copper premia, shipping) before they hit headline CPI.  Risks to the view The left-tail is a policy failure in Europe (no material single-market progress; Ukraine financing stalls) at the same time the Fed’s “fewer cuts” story bites risk multiples—producing a double-whammy of wider EUR credit spreads and lower global equities, while DXY re-rates higher. The right-tail is a clean European reform surprise plus a soft-landing run of US data that lets the Fed ease more than currently priced; that mix rallies cyclicals, weakens DXY, lifts copper and gold together, and narrows financial spreads. Watch three tripwires: (i) any MoF/Japan intervention headlines near new USDJPY highs; (ii) Commission details on frozen-asset usage and member-state legal stances; (iii) credible EU dates for services/capital-market integration milestones or for a centralized CRM “buying center.”
OANDA:XAUUSD
by Buranku
Uptrend Started After Liberation Day - All Has Broken BelowThe US markets have been described as “on a rally” for quite some time. I would not agree if it is meant to describe the overall US market, but would agree if it refers specifically to AI or tech stocks. Why? Among the four major US indices, the Russell—representing a much broader base of US-listed companies—continues to struggle to break above its high from last year, even though the others have far surpassed it. In fact, it has since corrected by 9.5% since its all-time high just last month. After that, the other indices are also following suit only in the past few days, breaking below this uptrend that started in April. Russell has taken the lead and has broken below this trend in late October. The earliest clue came from the Russell Index, where many suppliers of the Magnificent 7 companies are also part of Russell 2000 components. When the Russell—or smaller-cap companies—starts to weaken, it often reflects broader market pressures that may eventually spill over to the rest of the indices or vice versa. Video version on the process of how I monitor the four indices and then narrow it down to the individual index. Micro E-mini Russell 2000 Index Ticker: M2K Minimum fluctuation: 0.10 index points = $0.50 Disclaimer: • What presented here is not a recommendation, please consult your licensed broker. • Our mission is to create lateral thinking skills for every investor and trader, knowing when to take a calculated risk with market uncertainty and a bolder risk when opportunity arises. CME Real-time Market Data help identify trading set-ups in real-time and express my market views. If you have futures in your trading portfolio, you can check out on CME Group data plans available that suit your trading needs www.tradingview.com
CME_MINI:MES1!Short
by konhow
Can a Medical Giant Transform Into a Growth Story?Medtronic has demonstrated significant momentum entering 2026, with its recent 23% share price appreciation reflecting fundamental improvements rather than speculative enthusiasm. The company delivered strong fiscal Q2 2026 results with revenue reaching approximately $9 billion, up 6.6% year-over-year, while adjusted earnings per share rose 8% to $1.36, surpassing both internal projections and analyst expectations. Most notably, cardiovascular revenue surged 10.8% to roughly $3.4 billion, marking the strongest growth in over a decade outside pandemic periods and suggesting sustainable acceleration across its core business.   The company's pulsed-field ablation technology has emerged as a transformative growth driver, with the PulseSelect system achieving FDA clearance as the first PFA platform for treating atrial fibrillation. This innovation propelled a 71% revenue surge in Cardiac Ablation Solutions during Q2, including 128% growth in the United States. Beyond cardiology, Medtronic's Hugo robotic-assisted surgery system represents a strategic initiative to penetrate the underdeveloped surgical robotics market. The system has recently been submitted for FDA clearance following successful urologic trials, achieving a 98.5% success rate. These technological advances position Medtronic across multiple high-growth segments, including neuromodulation, renal denervation, and diabetes management.   From an investment perspective, Medtronic offers a compelling combination of quality, income, and growth potential. The company has raised its dividend for 48 consecutive years, maintaining Dividend Aristocrat status with a current yield in the low-3% range above the S&P 500 average while preserving capital for R&D investment and strategic acquisitions. Management has demonstrated improved execution with consistent guidance raises, and balanced capital allocation between shareholder returns and innovation funding. While risks remain around robotics execution, diabetes strategy decisions, and payer negotiations, the fundamental thesis appears intact for long-term investors seeking defensive growth with rising cash flows and exposure to structural healthcare trends driven by aging demographics and minimally invasive procedure adoption.
NYSE:MDTLong
by UDIS_View