STOCK PICKS FOR THE WEEK

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WOLF
@WOLF_FinancialMar 17, 2026

The Spaces reviewed last week’s stock-pick results and then pivoted to a deep dive on a choppy, range-bound market. Indices remain above the 200-day but below faster MAs, keeping conviction low and favoring tactical, risk-controlled trading. Champion Nick Trindle explained how his NBIS win paired sound setup recognition with luck and stressed adapting entries (undercut/reclaim, VWAP recapture) and sizing down while NAAIM exposure falls. He’s watching for character-change signals like unfilled gap-ups through the 20-day EMA. Will highlighted credit spreads, yields, and oil as headwinds and recommended premium-selling strategies in elevated IV. Vegas recapped a rebound day, cited NVDA’s GTC and long-term AI demand, and reiterated her multi-year conviction in NVDA. Chris argued private equity/credit is broadly oversold and that some SaaS leaders (system-of-record moats) are being punished by narrative overhangs despite cash flow strength and buybacks. Ariel noted crypto’s relative strength and preferred group exposure (IGV) over single-name software until trends improve. Sam tied oil price action, OVX, and crypto’s bottoming to potential risk-on shifts, while warning semis are mixed. The session ended with diverse weekly picks across long/short and leveraged ETFs, plus a reminder to consider options-selling in this high-volatility, sideways tape.

Stock Picks for the Week – Twitter Spaces Recap

Who Spoke (as introduced or referred to)

  • Host/Moderator (unnamed; Wolf Financial/Wolf Trading stream lead)
  • Nick Trindle (last week’s champion)
  • Vegas (I Love Stocks One)
  • Sam Solid
  • Will
  • Chris
  • Ariel (recently married)
  • Jordan (co-host)

Market Backdrop and Sentiment

  • Range-bound, choppy tape: Broad indices are still above the 200-day but below shorter moving averages (20- and 50-day). The host and multiple panelists emphasized that for several weeks the market has moved in wide ranges but net gone nowhere.
  • Positioning is lighter: Nick noted positioning (he referenced an “AIM” positioning gauge) fell from ~79% to ~67%, the lowest since last May. Light positioning implies thinner liquidity and wider price ranges—both for prices and trader emotions.
  • Follow-through still lacking: No “all clear” signal. Panelists continue to size down, be selective, and prefer tactical entries rather than breakouts.
  • Crypto relative strength: Ariel highlighted Bitcoin reclaiming its 50-day; crypto may have bottomed ahead of equities and could be leading risk-on moves.
  • Breadth/mix: Tech (especially software in pockets) is showing relative resilience versus weaker financials; semiconductors remain mixed; energy stocks remain strong on higher crude but could be sensitive to headlines.
  • Macro headwinds/tailwinds to watch:
    • Headwinds: Higher yields (recently near YTD highs), widening high-yield credit spreads, elevated oil, private equity/credit stress, USD strength.
    • Potential tailwinds: Any moderation in yields and oil, USD softness, rotation back into tech (memory names cited), de-escalation in the Middle East.

Panel Playbooks and Strategy

  • Nick Trindle – Focus on “new merchandise” leaders and entry tactics for chop

    • Leaders: He’s prioritizing newer leadership candidates (he cited names/themes like Circle/CRCA-CRCL complex, NBIS/MBIS, SCI/SEI, AMPX, Fastly) versus prior-cycle leaders.
    • Long entries: In a choppy tape under 20/50-DMA, favor undercut-and-reclaims of support, gaps/VWAP recaptures rather than chasing strength.
    • Short entries: Use “uppercut and failure” into resistance (key MAs, prior highs, gaps) for risk-defined shorts.
    • Risk and sizing: Keep positions smaller; there’s little follow-through. NBIS was the first long in a while where he’s seen multiple days of follow-through.
    • What flips the tape: He’s looking for unfilled gap-ups through key MAs (especially a gap above the 20-EMA on the Nasdaq). Historically, many corrections end with a cluster of unfilled upside gaps that force chasing.

  • Will – Levels, spreads, and credit/yields dashboard

    • Equities: Described key levels for QQQ (range with breakout/breakdown zones) and noted SPX weakness versus Nasdaq. He avoided giving precise figures given the chop but stressed respecting levels.
    • Options structures: In a high-IV, range market, consider premium-selling structures (put/call spreads, iron condors) to monetize time/vol.
    • Macro indicators: Watch high-yield credit spreads (at 3–4 month highs), private equity/credit names, and yields. Rising credit stress + higher yields = equity headwind; easing could support a tech rotation.
    • Energy/oil: Hopes highs are in; oil stabilization and lower yields would aid tech.

  • Vegas – Price action over narratives; long-term NVDA conviction

    • Monday’s bounce: She attributed the rebound to oil pulling back and positivity from Nvidia’s GTC, where Jensen guided to potential $1T AI chip demand by 2027.
    • Risk indicators: VIX dropped ~13.5% to ~23.5; WTI slipped below $95. She’s watching $100 as a line in the sand: a decisive break could pressure equities.
    • Process: Ignore sensational bearish takes; let price action dictate; stay flexible.
    • NVDA view: It’s her top long-term holding (2–5 year horizon). Comfortable adding on dips; expects substantial upside over time.

  • Chris – Private equity/credit and SaaS rerating are creating selective opportunities

    • Private equity/credit: The space has been indiscriminately sold on fears (AI disrupting software portfolios, liquidity/gating concerns). He sees selective long-term value in quality platforms (e.g., Blackstone, KKR, Apollo, TPG) that should be valued on distributable cash flow rather than P/E. Parallels drawn to the 2023 regional bank panic; selectivity and patience required.
    • SaaS: “SaaS apocalypse” is overstated, especially for system-of-record incumbents with heavy moats (e.g., Veeva). Adobe’s selloff tied to CEO transition optics and lofty multiples—cash flows still strong. He expects prolonged multiple normalization, but strong FCF + buybacks (Salesforce example) can drive EPS and value creation. Capital scarcity can entrench moats by starving would-be challengers.
    • Selection framework: Ask whether the product is truly disruptible, whether it sits in regulated/slow-change industries, and what the switching/training costs are. Nuance PowerScribe (now Microsoft): a case where ripping/replace is near-impossible at scale.

  • Ariel – One day at a time; let leaders confirm

    • Market structure: Multiple gap-ups since Feb have been faded; indices still below 50-DMA. Nothing forces full risk-on; patience warranted.
    • Crypto leadership: Could be bottoming ahead of equities; still, what to buy remains tricky in the face of sector downtrends.
    • Software exposure: Prefers IGV over single-name picking for tactical bounces to avoid idiosyncratic landmines.
    • Catalysts: Lower crude, USD softness, and mega-cap tech participation (e.g., NVDA, AVGO, META) would be the most effective market moving mix. Losing 200-DMAs on these bellwethers would be a problem.

  • Sam Solid – Oil/OVX reads, crypto leadership, consumption-model software, and VIX structure

    • Oil reaction function: Recently saw escalation headlines but oil gapped up and then closed down—potential exhaustion tell. OVX (oil’s vol index) has been compressing; less oil vol could remove a key equity overhang.
    • Crypto: He thinks the 60k area may have been a BTC bottom; crypto has outperformed since. Circle/CRCL complex cited as a strong trend.
    • Software nuance: Consumption-based models (e.g., DigitalOcean, Fastly) are faring better than seat-based license models as enterprises reallocate spend to AI capex (he referenced reports about potential Meta headcount cuts as an example of funding reallocation).
    • VIX: Lower highs/lows developing; a decisive break below ~22 would validate vol compression and possibly a near-term equity bid.

  • Jordan & Host – Options, catalysts, and realism in a range

    • Options education: In a sideways, high-IV tape, option selling can be a powerful toolkit (e.g., condors/strangles on names stuck in ranges; Nvidia was cited as an “ATM machine” for sellers across recent months).
    • Near-term catalysts: FOMC (this week) felt “less consequential” given geopolitics; OpEx/quadruple witching reshuffles on Friday; VIX expiry mid-week; futures roll/expiry this week.

Notable Sector/Theme Callouts

  • Private Equity/Credit: Swept lower on narrative-driven fears; pick quality platforms with durable fundraising muscles and permanent capital partners; value on DCF, not P/E.
  • SaaS: System-of-record incumbents and mission-critical tooling cited as mispriced; cash flow + buybacks help; multiple compression could persist but doesn’t equal broken businesses.
  • Energy/Oil: Equities resilient; crude and OVX behavior closely tied to geopolitics; oil down on escalation day was flagged as a possible exhaustion signal.
  • Crypto: Rising relative strength; could be a canary for risk assets turning.
  • Semis: Mixed; memory names (Micron et al.) getting attention; AVGO’s 200-day pivotal.
  • Defense/Aero: ITA sold off; some panelists leaned short high-beta defense if “war premium” fades.
  • Gold: Jordan watching for holds and bounces via GDXU; trading cleaner lately.

Last Week’s Scoreboard (as read by the host)

  • Market: ~-1.25% (averaging SPY/QQQ), panel collectively beat by ~1.83%.
    1. Nick Trindle: +22.48% average across two picks
    • NBIS/MBIS: +36.48% (big catalyst week; “Meta headline” cited)
    • DRIP short: +8.47%
    1. Vegas: +8.26% average
    • CRCA (ProShares Ultra “Circle/CRCL” long): +20.08%
    • TSLL: slightly red
    1. Sam Solid: +2.29% average
    • AMPX: +7%
    • MVLL (transcripted): slightly red
  • Host: roughly flat (DELL +7% vs. AMD ~-7%)

Case Study – Nick’s NBIS/MBIS Trade Anatomy

  • Luck and process: He sized at ~5% and nearly stopped; a small lift kept him in. He emphasizes across thousands of trades, luck evens out, but process matters.
  • Leader profile: Prior 500% run demonstrated ability to trend; subsequent multi-month sideways action (not a collapse) signaled durability.
  • Technical character: One close under the 200-day followed by an unfilled gap-up (“ugly close, gap up” he loves that), another right-side gap (Mar 4), tight pullback and strong close (Mar 9), stacked MAs (5/10/20/50) showing volatility contraction before expansion.
  • Catalyst: Meta-related headline provided the “juice.” He’s willing to cut other positions to stick with potential new leaders.

This Week’s Picks (tomorrow’s open through next Monday’s close)

Note: Tickers and leverage products are listed exactly as spoken; verify symbols and liquidity before trading.

  • Nick Trindle (long/long):

    • LWLG (Lightwave Logic) – long; thesis: massive volume gap-up day (+41%), held high-volume close, strong relative strength; stop “just under $7.”
    • SEI (host later logged as SCI; “Solaris Energy Infrastructure” per host) – long; thesis: compressed MAs (5/10/20/50), strong close over resistance gaps; “strongest close ever.”

  • Vegas (long/long):

    • SNXX – 2x leveraged “Sandisk” long (as spoken)
    • CRCA – ProShares Ultra “Circle/CRCL” long (as spoken)

  • Sam Solid (long/long):

    • AAOI (Applied Optoelectronics) – long (photonics bounce)
    • HIMS (leveraged “HIMZ” was referenced) – long; consolidation near 50-DMA favored

  • Host (long/short):

    • UAL – long; airlines rebound thesis if oil/geopolitics calm
    • USO – short; betting on oil relief fade near term

  • Jordan (long/long):

    • GDXU – long gold miners (leveraged)
    • TQQQ – long 3x Nasdaq

  • Will (short/short; Leverage Shares):

    • HOOG – short 2x Robinhood; daily bear flag break
    • RTXG – short 2x Raytheon; idea that “war premium” could bleed out if headlines improve

  • Ariel (long/short; leverage where possible):

    • RKLX – long 2x Rocket Lab; consolidation poised for a move
    • AVGX – short leveraged AVGO; risk if 200-DMA breaks

  • Chris (long/long):

    • CCL – long; travel beta if Strait of Hormuz tensions cool
    • AMZU – long leveraged Amazon; GTC framing was bullish for hyperscalers/cloud (AWS)

What Could Move Us Out of the Range?

  • Character change signals: Multiple unfilled gap-ups through key MAs (esp. Nasdaq through its 20-EMA) that force chasing; stronger breadth; leadership from heavyweights (NVDA, AVGO, META) while holding key MAs.
  • Macro:
    • Oil: Sustained pullback and OVX compression would remove a major equity headwind.
    • Yields/Dollar: Easing yields and a softer USD would favor duration/growth (XLK, IGV).
    • Credit: Tightening high-yield spreads and stabilization in private credit/PE names would be supportive.
    • Geopolitics: De-escalation in the Middle East.
  • Calendar this week: FOMC (viewed as possibly overshadowed by geopolitics), VIX expiry mid-week, quarterly OpEx Friday, futures roll/expiry.

Risk Management and Execution Takeaways

  • Size down and survive: The tape doesn’t reward heavy sizing; accept scratches and small losses.
  • Entry tactics for chop: Prefer undercut-and-reclaims, VWAP recaptures, and gap-fills over traditional breakouts.
  • Use stops consistently: “Innocent until proven guilty” only with risk controls.
  • Consider options income: Elevated implied volatility + ranges = favorable for spreads/condors on range-bound names; learn to be a premium seller prudently.
  • Be patient with potential leaders: If a name begins to exhibit multi-day follow-through and superior RS, consider concentrating in it and letting it work, trimming others.

Quick Hits and Observations

  • Nvidia GTC: Jensen’s $1T AI chip demand by 2027 was the headline. Intraday pop faded—another example of liquidity used to sell strength near a point of control.
  • Defense/Aero: ITA weakness flagged; if premium comes out of defense, shorts could work tactically.
  • Software vs. Semis: IGV can be a lower-risk proxy for a software bounce vs. idiosyncratic single-name risk; semis need cleaner participation to lead the market higher again.
  • Energy leadership: Names like XOM breaking multi-year bases suggest energy leadership could persist longer than many expect if oil stabilizes >$80.

Bottom Line

  • The group remains cautious but opportunistic. Until breadth improves and the market prints convincing, unfilled gap-ups through key MAs, the base case is continued range-trading with selective leadership (crypto strength, a handful of growth/“new merchandise” names, and energy on oil strength). Position light, trade tactically, lean on options income where appropriate, and be ready to press if leadership plus character-change signals align.