• Why 2025 delivered strong returns across most asset classes — except crypto
• Bitcoin and Ethereum’s negative YTD performance in context
• Key technical breakdowns in Bitcoin using weekly and monthly trend models
• The erosion of the “digital gold” narrative and rising equity correlations
• Why extreme fear isn’t enough to signal a bottom
• Macro regime insights: inflation vs. growth sensitivity in Bitcoin
• Gold’s resilience and role as a portfolio stabilizer
• How Dantes Outlook’s Bitcoin/Gold rotation strategy navigated the year

Research & Data Sources:

• Market and on-chain data from Glassnode
• Internal quantitative models from Dantes Outlook
• Academic research on asset behavior across macro regimes

Happy holidays from Dantes Outlook!

Visit us at www.dantesoutlook.com

Topics Covered:

• November performance recap for the Moderate Global Balanced Portfolio
• Active equity selection and regional tilts
• Fixed income positioning: intermediate-term U.S. Treasuries
• YTD performance vs. benchmark and risk-adjusted results
• Bitcoin–Gold Rotation strategy: why gold dominated signals this year
• How aggressive clients can use the rotation sleeve
• New absolute-return breakout strategy and its early outperformance
• How global diversification and trend-based discipline helped narrow tracking error
• Where to find the full allocation breakdown (Substack)

Key Highlights:

• Portfolio outperformed the global 60/40 benchmark by 30 bps in November
• Equity sleeve remains 63% of the portfolio, with strong regional contributions
• Fixed income tilts added to monthly returns
• Bitcoin–Gold model returned 41% YTD, with reduced crypto drawdowns
• Absolute-return strategy has outperformed the S&P 500 by ~8% since launch

Visit us at www.dantesoutlook.com

• The cyclicality of trend, value, momentum, and other styles
• Why Dantes Outlook blends trend, relative strength, and dispersion
• Managing risk during the crucial mid-30s to 40s accumulation years
• Sequence-of-returns risk and why it is the “silent killer” of retirement portfolios
• How rolling return analysis helps investors avoid misleading conclusions
• The case for global diversification beyond U.S.-centric portfolios
• Why non-U.S. equities may be entering a long-term leadership cycle
• Maintaining a risk mandate you can stick with across market regimes

Visit us at www.dantesoutlook.com