ONLY POSITIONAL STRATEGIST MAKE BIG MONEY ON WALL STREET
- Greenmark 101
- Apr 5
- 5 min read
Mark Halbrook, G-101 SPM AI Administrator
"It's what you learn after you know it all that counts."
Again SPM tag data proved out --- on April 4th, 2025, the U.S. stock markets experienced a significant loss, S&P 500 dropped 6%, Nasdaq slid 5.8% and the Dow Jones Industrial Average fell 2231 points. The carnage was widespread in just two days as Wall Street and its counterparts lost a record total of $6.6 trillion --- that’s right, if you had money in the market it’s long gone. Short sellers, a component of being positional strategists, appear to have benefited significantly from the recent stock plunge, potentially making billions in profits.
Short selling, put options, Treasury notes and VIX calls are the short side vehicles that drive high profit margins when stocks go down. All of which and other factors are the instruments of positional strategist.
Before explaining the intrinsic mechanics of being a positional strategist, you need to consider the data sources, understand market conditions, economic outlook, company performance, financial goals, regulatory environment, trends, tangible and intangible developments and whatever factors are necessary to reduce risk tolerance to the lowest possible denominator. Such cooperative data is wrapped up in one algorithm - G-101 SPM AI.
The risk tolerance value has a derivative SPM tag score within the generative algorithm, an investment predictor that gathers data from 145 preset sources and presents the values with a SPM matrix number, the higher the score the more reliable the collective data. Data from the system is statistically superior to every skill possessed by any human when determining investments characteristics. Data reliability score is the core mechanism for making investment decisions.
Data by itself is limited by its interpretation. Things known or assumed as proof can be prejudiced by the user’s understanding of the facts. Other variables can taint the true meaning of the data in its translation. Unless data can be interfaced with other facts relative to each other to confirm reliability, the cumulative information cannot supply an adequate answer, and instead, may offer misinformation as fact.
To become a successful positional strategist, the individual must disregard all collected knowledge learned and understood about investment, disdain known information sources, or any person or persons to be considered a dependable sources. Discounting trustworthy sources appears a misnomer, but within the investment world potential biases are common.
A "positional strategist” profits from trading cycles governed by the 4-Rules: (1) Utilizing real-time data relative to each event within fixed matrices that are recognizable as “SPM tags.” (2) Applies stated cash reserve[1] values to limit buying power or to “adjust” investment positions. (3) Declare EXITS as “static” with each investment position unless identified by SPM tags as being “compromised” for instant position reversals, in whole or in part. (4) Applies the DAC (dollar average cost) principle that “No investment position is abandoned less the SPM tag EXIT value has been compromised.
When adhering to these principles and declarations, the likelihood for success is, on average, from March 9, 2023, to March 31, 2025, 76.83%[2], over 11.54% improvement, on a weighted average, above the top 100 investment service firms.
As stated below, this real time sequence of G -101 SPM tag data is applied under the 4-Rules
Actual events and circumstances as a positional strategist:
MOST RECENT INVESTMENT CYCLE BASED ON ACTUAL POSTINGS ON G-101 STOCKTWISTS LANDING PAGES:
April 4, 2025, 4:00 PM
$VIX March 21, 2025 $25.00 CALLS closed at $5.90 x 200 bid x size / $6.95 X 250 ask x size.https://stocktwits.com/G101SPM/message/610526892
note: From the original cost of $2.40 to $5.90 bid the return on capital is 145.83% a far greater value over short sales at a fraction of the cost.
March 07, 2025, 9:15 AM
HOLD BELLWETHER $VIX CALL OPTIONS TO SUPER HEDGE G-101 PORTFOLIO
$VIX May 21, 2025 $25.00 at $2.40
note: SPM 91.25 tag supports this decision.
note: $VIX option transaction confirms strike price ($25.00) and cost ($2.40)
March 06, 2025, 1:42 PM
Stay focused/ move into $VIX CALLS.
If you're not a 50% cash reserves --- do so.
SPM 91.24 tag had been consistent with the cash reserves value.
note: The $VIX, or CBOE Volatility Index, is a widely used measure of market expectations for stock market volatility over the next 30 days, often referred to as the "fear gauge" or "fear index," helping investors assess risk and make informed decisions. You can trade options on the VIX (CBOE Volatility Index), which measures the 30-day implied volatility of the S&P 500, through options on VIX futures contracts, allowing for trading strategies related to market volatility.
As expressed under various posted abstracts classified a SPM tags, VIX Call Options were preferable verses outright execution of short sales on common stock because of the projected volatility of the stock market and a greater return with options.
On March 6, 2025, 8:16 AM
Maintain 50% cash reserves (including short positions).
Use $VIX call options with 60 - 90-day horizons.
note: SPM tag set cash reserves a 50% on the belief that the $SPX S&P 500 Index was due for a correction. Prior to this date, cash reserves were lower, which indicated that long or short positions or options required liquidation, to adjust to the higher value of this post.
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[1] As the term applied to G-101 SPM AI algorithm --- Cash reserves are instantly available cash assets to purchase securities and other financial instruments. During the growth and maturity stages of investing, maintaining a flexible cash reserve is the best means for success, both to hedge against unforeseen problems and to finance portfolio expansion through capital reinvestment. Moreover, by setting cash reserves they act as buffers to limit buying power when the underlining algorithm data* predicts the degree of risk/reward in the marketplace.
G-101 SPM AI PORTFOLIO REPORT CARD:
For the trading month ending, March 31, 2025, at 4:00 PM, 57 trades were posted of which all 19 trades were closed out with GAINS and no LOSSES. **
^^ Accuracy Percentage Rating (APR) for the month ending March 31, 2025, was 100.00 % versus 98.96 % for the prior month.
^^ From March 9, 2023, to March 31,2025, 2834 trades were posted with APR of 76.83%; the lowest value to date.
The net results are based on liquidated values and net gains (losses) of unrealized positions as of March 31, 2025, 4:00 EST.
The APR score for the prior month was 79.04%.
** Click SEARCH (magnifying glass) icon on our landing page to review all trades.
ONLY POSITIONAL STRATEGIST MAKE BIG MONEY ON WALL STREET
Allow G-101 SPM AI algorithm to be your financial guide.
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