Finaur Weekly Multi Asset Analysis for 1 to 5 Dec 2025 is live.

This week I ran the full Sunday Protocol pass on eight assets with fresh data as of 30 Nov:

• BTC

• EURUSD

• SPY

• QQQ

• Gold

• WTI

• DAX

• Nikkei 225


What you get in the report

• Macro and policy context with explicit scores for each asset

• Event map for the week, including PMI, ISM, core PCE and OPEC plus BoJ risk

• Positioning and flows from CFTC, ETFs and vol where public data is still usable

• Sentiment and breadth, not just narratives

• Technical state with clear support and resistance, probable weekly range, and regime classification

• Scenario set for the next 5 trading days with base, upside and downside paths and triggers

You get levels, ranges, scenarios and regime scores for execution planning.

How to use this

• To align discretionary swing views with an explicit macro and volatility regime

• To stress test existing systems against current event risk and probable ranges

• To calibrate portfolio heat, correlations and where you are implicitly long or short macro themes


Full blog post link : https://finaur.com/blog/en/market-analysis/weekly-reports/finaur-weekly-1-5-dec-2025/

November results are in for Finaur, so here is the version that is easier to digest and share.



In November I put all active Finaur frameworks side by side with their benchmarks:

- SPY and QQQ

- Leveraged equity ETFs SPXL, TQQQ and NDXL

- BTC and ETH on the crypto side



The focus is simple. One month vs year to date and whether the strategy is actually beating Buy and Hold after realistic fees.



What worked in November

Premium Stocks and ETFs

Across TQQQ, NDXL, SPXL, QQQ and SPY:

- November average for the strategies was around plus 10 percent

- The same period for Buy and Hold was around minus 5 percent

- So Premium equities outperformed their own benchmarks by roughly 15 percentage points in a single month

- For 2025 so far, Premium equities are around plus 60 percent vs about plus 19 percent for the Buy and Hold baselines



In other words, on the equity side the systematic edge held up and extended versus SPY, QQQ, SPXL, TQQQ and NDXL.



Where the drag was

Premium Crypto

- Trifecta BTC and ETH had a weak November, giving back part of the earlier outperformance

- The month was negative for both the strategies and spot BTC and ETH

- Even after that, 2025 year to date across the four Premium crypto frameworks is still roughly plus 80 percent vs about plus 21 percent for Buy and Hold

Two crypto investment profiles, Hercules BTC and Hercules ETH, did not get new trades in November. Their year to date numbers are still valid, but they do not contribute to the November one month view.



Pipeline signals

The Testing equity frameworks, again versus SPY, QQQ, SPXL, TQQQ and NDXL benchmarks, added a small positive edge in November and continue to sit comfortably ahead of Buy and Hold for 2025. Testing Crypto is currently empty after removing HyperSAR BTC from the universe.



If you want the full breakdown with tables, one month vs year to date, and group rollups:

- Read the detailed report on the Finaur blog

- Explore the live equity curves and benchmark comparisons in the Strategy Lab

- Check the pricing page if you want ongoing access to the full Premium and Testing universe



https://finaur.com/blog/en/premium-insights/finaur-results-nov-2025/

Most trading systems do good research then fire their entries in the wrong environment.

They trend trade in chop, fade mean reversion in strong trend, and stay fully exposed in stress regimes when correlations go to one.

In the new Finaur article I break down a simple way to fix this with market regime filters.

You classify the tape into three states:

• Trend: Clean directional movement, low to medium volatility, clear moving average structure.

• Chop: Range bound, noisy candles, frequent flips around your reference average.

• Stress: Volatility spike, gaps, correlations jumping, execution risk much higher than normal.

Then you connect decisions to regimes instead of feelings:

• Trend regime: Run your trend following and breakout logic, scale size up only here.

• Chop regime: Prioritize mean reversion and range trades, keep breakout risk smaller.

• Stress regime: Cut exposure, protect capital, treat opportunity cost as a feature not a bug.

The article walks through:

• Concrete inputs for regime detection

• Simple rule tables you can code in any backtester

• How Return divided by Drawdown changes when you gate entries by regime

• How to plug the same labels into allocation, sizing, and your trade journal


If you want a structured way to stop trading your best ideas in the worst environments, you can read the full breakdown here: https://finaur.com/blog/en/education/market-regim-filters-that-works/

Most traders are not blown up by a bad system. They are blown up by one undisciplined day.

You know the pattern.

Red morning.
Size creeps up.
Rules become “guidelines”.
By the close of the session you have given back a full week or month of work.


The problem is not a missing indicator.
It is the absence of a hard daily loss limit that your future self cannot negotiate with.


In the new playbook I break down:

- How to size a daily loss limit from account equity so one day cannot ruin your month

- How to tie that limit to volatility and ATR so it adapts when markets speed up

- How many full losses you can take per session before you are done for the day

- Why Return divided by Drawdown improves when you cap the worst days

- A practical checklist you can paste into your trading plan today



The data example is simple. Same strategy. Same entries.
One version trades without a daily loss limit and digs a deep hole.
The other version stops at one percent of equity and activates a cool down.
Total return is similar. The drawdown profile is completely different.

If your equity curve looks fine on paper but your live results swing far more than you can tolerate, your issue is probably loss limits and discipline, not your signal logic.


Full article with examples and templates:
https://finaur.com/blog/en/risk-management/daily-loss-limits/

You can have a rising equity curve and still feel like a fraud every time you click buy or sell.



That gap is trading imposter syndrome.



It shows up in two predictable moments:

1. After a big win

- You tell yourself it was just luck, you cannot repeat it and everyone will expect this result every day.

2. After a normal losing streak

- You turn a small sample of red trades into a permanent verdict about your ability.

In both cases the story in your head ignores your own numbers.



If you want confidence that survives more than one trading session, you have to anchor it in data, not feelings. At minimum:

- Win rate and average R per trade

- Expectancy and maximum drawdown

- Execution score for each trade

- A discipline score that tracks how well you follow your plan



When these are in place, the question changes from “Am I a real trader” to “What does my data say about my edge and my behavior”.



I wrote a full breakdown on how to turn imposter thoughts into evidence based confidence, including a worked example and a simple review routine:

https://finaur.com/blog/en/psychology/imposter-syndrome-as-a-trader/

Most traders do not burn out because of one brutal loss.

They burn out because markets quietly take over every week until sleep, health and relationships collapse and discipline follows.



In the new article I break trader burnout into data you can track, not feelings.



Burnout Signals to watch

• Sleep average below seven hours for more than two weeks

• Live screen time that drifts above thirty hours per week

• Rule breaks rising above three per week

• Stress consistently above seven out of ten

• Partner or friends saying you are always in charts or on your phone



Once these are visible, you can redesign the week instead of “pushing through”.



What a sustainable trading schedule looks like

• Three focused trading days, one review only day, one full rest day

• Hard start and stop times for every session

• Protected sleep window of seven to eight hours that is non negotiable

• Daily micro breaks during the session and no trading zones around sleep and meals

• Two relationship blocks and three training sessions every week treated as trading infrastructure



On top of that, I use a simple burnout score built from sleep, hours, rule breaks and stress, and track it next to Return divided by Drawdown and Discipline Score.

When the burnout score climbs, I cut hours or size even if PnL looks fine.



If you trade prop firm evaluations or funded accounts, this becomes critical. Their daily loss limits and evaluation targets amplify fatigue. Your only real protection is a stricter personal loss limit, maximum trades per day and a mandatory cooldown after any failed evaluation.



If you want your edge to survive the next five years, your weekly and monthly schedule is not an afterthought. It is part of your risk management.



Full breakdown of the framework, examples and templates is in the new Finaur article on preventing long term trading burnout. https://finaur.com/blog/en/psychology/preventing-long-term-burnout/

Most traders do not have an entry problem.

They have a liquidity problem.



You keep seeing it:

- Great setup but you enter in a dead session

- Market order through a thin book and instant slippage

- Stops parked exactly where the market needs liquidity



Fixing this does not require a new indicator. It requires an intraday liquidity map.

So you:

1. Mark the few hours where your instrument actually trades with size

2. Map VWAP, volume nodes, and obvious liquidity pools

3. Tag every trade by session and liquidity zone and track slippage in ticks

4. Same strategy. Fewer bad fills. Smoother path.



I just published a simple breakdown of how to build and use this intraday liquidity map in your own process. https://finaur.com/blog/en/education/intraday-liquidity-map-for-traders/

Most US equity investors run one default playbook: buy the index, absorb every crash, hope the long term takes care of everything.


With SPY that has meant living through multiple 30–50% drawdowns with no explicit rule for when to be fully exposed and when to stand down.


I just released a free strategy that tries to change that default:

US Market Long Horizon Momentum – a simple overlay that only asks one question:

“Is the US equity market meaningfully higher or lower than it was ~18 months ago?”

- If the answer is yes, it stays long SPY (or a correlated index future / ETF).

- If the answer is no, it steps aside (or goes short, if you enable it).


No macro guesses, no indicator stack, just a slow regime switch you can explain in one sentence.


In the article I walk through:

- The exact rule in plain language

- How to use it as a timing layer for SPY, futures, or leveraged ETFs

- Why it is meant as a risk-framing tool, not a “beat SPX every year” gadget


Full breakdown + free TradingView template in the blog:

https://finaur.com/blog/en/free-strategies/spy-long-horizon-momentum/

Markets enter the week with one dominant catalyst: the Dec 9–10 FOMC meeting.



Every major asset class — BTC, EURUSD, SPY, QQQ, Gold, WTI, DAX, Nikkei — is now anchored to the same question:

Does the Fed cut, and how aggressively does the dot plot shift?



In this week’s institutional-grade analysis, I break down:

🔹 BTC — Fails repeatedly at 92–94k; flows turning negative; volatility elevated.

🔹 EURUSD — Grinding higher as the dollar weakens into the FOMC.

🔹 SPY & QQQ — Both sitting just below all-time highs; sentiment strong; valuation risk rising.

🔹 Gold — Holding above 4,200 with real yields easing; one of the most stable macro hedges right now.

🔹 WTI — Stabilizing around 60; geopolitics vs oversupply remains the key tug-of-war.

🔹 DAX & Nikkei — Near record highs despite weak macro in Germany and Japan.



A few things stand out this week:

• All eight assets are flagged Low Confidence CFTC positioning + dealer gamma/vanna data are stale due to the shutdown. Under Finaur’s Sunday Protocol, that means no trade constructions — only ranges, scenarios, and regime diagnostics.

• Cross-asset signals are increasingly contradictory Risk-on equities vs. risk-off crypto. USD softening vs. weak Eurozone PMIs. Gold rallying while volatility compresses.

• The next 72 hours will define December. The combination of FOMC + delayed CPI/PPI prints will reshape everything from dollar liquidity to crypto flows and equity multiple expansion.



If you want the full 1500–2000 word analysis per asset, including:

✔️ Regime Scores

✔️ Probable Ranges

✔️ Key Levels

✔️ Event Maps

✔️ Macro, Sentiment, Flows, Technicals



You can read the full report here:

👉 Finaur Weekly Multi-Asset Analysis — Dec 8–12, 2025

https://finaur.com/blog/en/market-analysis/weekly-reports/finaur-weekly-8-12-dec-2025/

The trades you miss often damage your equity curve more than the trades you lose.



Most of that damage does not come from the missed move itself. It comes from what happens in the next thirty minutes. Chase entries. Oversizing.

Revenge trades that blow through your daily loss limit.



I just published a breakdown on how to turn missed move regret into a simple post move protocol that protects discipline and drawdown:

• How to classify a move as in plan or out of plan so you stop treating every candle as a missed opportunity

• A short checklist you can run in three minutes to reset emotion and log the event in your journal

• A way to track valid missed trades, revenge trades, and discipline score on a small dashboard so you can see whether your behavior is actually improving



If you find yourself staring at the chart after every breakout you did not take, this is for you.



Full article and visuals here: https://finaur.com/blog/en/psychology/missed-move-regret/

Position sizing myths still kill more traders than bad entries ever will.



Most people quote the two-percent rule like gospel — but that number means nothing without volatility, correlation, and your real drawdown tolerance.



In this new breakdown I walk through how to replace folk rules with a volatility-based risk budget that keeps your equity curve smooth and your discipline intact.



You’ll see:

• Why “safe” percentage rules often guarantee failure

• How to turn drawdown tolerance into a concrete risk budget

• The exact way to size trades with ATR so every position risks the same money

• A full worksheet and examples you can copy



https://finaur.com/blog/en/risk-management/position-sizing-myths-debunked/

Quiet markets are where most traders bleed, not because the market is hard, but because boredom creates forced trades.



In the new blog post, I lay out a simple boredom management protocol for low volatility days:

1. A volatility filter that tells you when the day is structurally low opportunity

2. A Two yes checklist with a sixty second timer that prevents impulse entries

3. An urge log that converts restlessness into data

4. A replacement routine so you keep emotional capital for real setups



Read the full breakdown here: https://finaur.com/blog/en/psychology/boredom-management-in-quiet-markets/

Scaling Position Size Without Fear



Most traders believe that fear stems from poor analysis. However, it often arises from inadequate scaling. When position sizes are increased too rapidly, the nervous system can enter survival mode.



In this new Finaur playbook, I outline how to utilize graded exposure, predefined milestones, and behavioral biofeedback to enhance your risk tolerance without compromising execution.



Read the full breakdown on Finaur: Scaling Position Size Without Fear

https://finaur.com/blog/en/risk-management/scaling-position-size-without-fear/



#tradingpsychology #riskmanagement #finaur

Trading edges fail in a predictable way: not when your model is wrong, but when you cannot see, transmit, or confirm what just happened.


I published a short runbook on Emergency Plan For Tech Failure for traders who want execution discipline during

1. Platform freezes

2. Broker outages

3. Internet loss

4. Bad ticks and data jumps


Core rule: reduce uncertainty first, reduce risk second, resume only after verification.


The 3 questions that matter in a failure event

1. What is my position right now

2. What live orders exist right now

3. Is the price feed trustworthy right now


If any answer is unknown, you stop trading and execute the checklist.


I included practical assets you can print

- A 9 step emergency protocol with time targets

- A decision tree for internet loss

- Alert rules for divergence, rejections, and connection health

- A post mortem log to turn outages into process upgrades


If you trade with leverage or short holding periods, this is not optional. It is operational risk management.


https://finaur.com/blog/en/risk-management/emergency-plan-for-tech-failure/

Self talk is not motivation. It is a control system.



When you are in drawdown, after a mistake, or on tilt, your brain tries to solve the discomfort with action. Usually that action is a low quality trade.



I published a practical playbook: Self Talk Scripts For Tough Days. It includes:

1. A state meter to label what is happening before you touch the mouse

2. Short scripts for drawdown, mistakes, tilt, boredom, and confidence spikes

3. A 10 minute timeout protocol and a re entry plan so you do not “revenge trade”

4. A 1 minute debrief template to turn bad days into usable data



No hype. No promises. Just repeatable language that stabilises behaviour when discipline is expensive.



Read it here : https://finaur.com/blog/en/psychology/self-talk-scripts-for-tough-days/

Most traders lose money in late December for a simple reason: the market changes.



From Dec 22 to Jan 9, liquidity often thins, spreads become a bigger tax, volatility compresses, and breakouts fail more often. The edge many people rely on is weaker, while execution risk is higher.



I wrote a short guide on:

- why this window behaves differently

- when it makes sense to pause

- how to use a minimum viable trading plan if you still trade

- a January re-entry checklist to avoid forcing trades



If you trade actively, this is one of the highest ROI “do less” periods of the year.



https://finaur.com/blog/en/market-analysis/weekly-reports/finaur-holiday-trading-window-2025/

Most “strategy performance” posts are unallocatable because they omit the only comparison that matters: the benchmark and the drawdown next to it.


I published Finaur Strategy Yearly results for 2025 and Full Track Record:

28 systematic frameworks across equities and crypto, each displayed with allocator metrics and native buy and hold benchmarks on the same line.


What you can audit in seconds:

• Edge = strategy return minus benchmark return

• DD edge = benchmark MaxDD minus strategy MaxDD

• Risk metrics used by allocators: CAGR, MaxDD, Sharpe, Sortino, Calmar, win rate


2025 examples from the scoreboard:

• Top benchmark edge: +173.20% (Trifecta ETHUSDT 30m)

• Best drawdown edge: +34.62% (Trifecta TQQQ 30m)

• Smallest 2025 MaxDD: 2.21% (Deviation Relay SPY 60m)

• Top Calmar (full track record): 3.80 (Hercules Crypto Investment BTCUSDT 1d)


Why this exists:

- To make performance allocatable by forcing benchmark context and drawdown behavior into the default view.

- To reduce storytelling and increase verification.


If you are an allocator, family office, prop firm, retailer trader or risk team and want more details, please hit me up in private.

I will share the structure, methodology, and give full trial access to check all our strategies.


https://finaur.com/blog/en/premium-insights/finaur-premium-results-2025/


#SystematicTrading #QuantResearch #PortfolioConstruction #RiskManagement #PerformanceAnalytics #SPY #QQQ #TQQQ #SPXL #BTC #ETH