The Midterm Window — Q4 Turn Watch
The Midterm Window — Q4 Turn Watch
2026 is a midterm year (elections Tue Nov 3); the presidential-cycle literature documents the deepest intra-year drawdowns of the four-year cycle in midterm summers and a historically strong three-quarter run from midterm Q4 through the following spring, attributed to uncertainty resolution. HONESTY FLAG: external market history (~19 cycles), a tendency not a law, NOT computed on our tape and never presented as pipeline-verified. The perspective does not trade the calendar — it exists to catch the turn EARLY (week 1-2, before the 30d gauges flip) and name where rotation enters first. Fork arc: Branch A window-confirms (breadth turns, cyclicals re-take leadership, fear disarms → triggers fire, attention pivots to turning laggards); Branch B window-fails (deep drawdown into/after the election → invalidation trigger fires, resolve to the defensive playbook). Posture stays flat-with-triggers; standing desk-call entry levels are the acting layer. Machinery design of record: .brief/early-turn-detection.md.
Watch for: SPY RSI > 55 with positive 30d (turn-confirming); IWM 30d > 0 AND 7d > +1.5% (small-caps-lead); XLY 30d > +2% (offense-bid); VIXY 7d < -10% (fear-disarms); SPY < -20% from 52wk high (window-invalidated). All five machine-watched nightly via triggers.json.
The thesis basket — the 6 tickers this perspective actually tracks. Everything else it has touched is folded below.
Seen alongside in scans (1) — symbols that appear with this perspective, not the thesis basket
The Thread
The thesis as it unfolds — by source type (the symbol grid above is the current state).
Signals
2Calendar & Lifecycle
10The Kobeissi Letter — record 4.0M S&P 500 call volume as put/call skew posts its biggest two-day drop since 2017
The Kobeissi Letter — record 4.0M S&P 500 call volume as put/call skew posts its biggest two-day drop since 2017