Topics Covered:

• High-beta vs. low-volatility stock performance
• Why narrow market breadth can lead to leadership shifts
• Signs of improving fundamentals after a mild earnings recession
• The impact of new small-business tax cuts on growth and jobs
• The case for quality stocks in a late-cycle environment
• Global opportunities in value and emerging-market equities

Key Takeaway:
Rotation and selectivity — not just momentum — will shape the next leg of this market.

Visit us at dantesoutlook.com

In This Episode:

• Why Treasuries are having their strongest October in years.
• The significance of the negative stock–bond correlation and what it signals for portfolios.
• Inflation and labor market trends supporting potential Fed rate cuts.
• How gold, palladium, and other metals fit into a late-cycle allocation.
• Our portfolio adjustments: longer-duration Treasuries, selective pro-cyclical tilts, and risk management strategies.
• Why loose financial conditions continue to support speculation — and how we’re positioning for the next phase of the cycle.

Resources & Links:

Subscribe to our Dantes Outlook Substack for full market intelligence updates and model portfolio insights.

Email our team: damanick@dantesoutlook.com for private client access and portfolio consultation.

In this episode:

Key findings from the Q3 2025 Market Intelligence Report

Why asset dispersion is narrowing and what that means for diversification

Where our models see strength—select metals, emerging markets, and duration

The implications of a neutral dollar and extended U.S. equities

How we’re positioning portfolios for selective exposure and flexibility

Referenced in this episode:

Dantes Outlook Market Intelligence Report (Q3 2025)

Substack: https://dantesoutlook.substack.com

Learn more: https://dantesoutlook.com