minnvestor
@minnvestor
Past bets that played out
These are the clearest thesis calls with observable outcomes, linked back to the original videos.
Post notes the concentration of South Korea’s equity market in two semiconductor champions (Samsung and SK Hynix), and that multiple top-10 companies are Samsung divisions. This is mainly contextual (market-structure observation) with no explicit trade, catalyst, or position change.
Post highlights $NVEC (NVE Corp) reporting “huge sequential growth” last quarter, attributed only vaguely to “MRI components,” while noting management provided sparse details and that NVEC revenue has historically been lumpy (implying potential volatility/mean reversion risk).
Source is a brief portfolio/risk-posture update: 29-stock, no-options portfolio; 72% US / 28% international. Speaker is “cautious, not bearish” and warns that if a true market rotation occurs, momentum stocks may “stop working completely,” noting they reduced momentum exposure a couple months ago. No explicit tickers or sectors are named.
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Midwestern Investor @Minnvestor 21m Insane how Samsung and SK Hynix make up more than half of South Korea's total mar...
Post notes the concentration of South Korea’s equity market in two semiconductor champions (Samsung and SK Hynix), and that multiple top-10 companies are Samsung divisions. This is mainly contextual (market-structure observation) with no explicit trade, catalyst, or position change.
Midwestern Investor @Minnvestor 11h Cheers to Dan, Pete, and the whole team at $NVEC NVE reported huge sequential gro...
Post highlights $NVEC (NVE Corp) reporting “huge sequential growth” last quarter, attributed only vaguely to “MRI components,” while noting management provided sparse details and that NVEC revenue has historically been lumpy (implying potential volatility/mean reversion risk).
Pinned Midwestern Investor @Minnvestor 18h Portfolio update 29 stocks, 0 options 72% USA, 28% international I’m cauti...
Source is a brief portfolio/risk-posture update: 29-stock, no-options portfolio; 72% US / 28% international. Speaker is “cautious, not bearish” and warns that if a true market rotation occurs, momentum stocks may “stop working completely,” noting they reduced momentum exposure a couple months ago. No explicit tickers or sectors are named.
Pinned Midwestern Investor @Minnvestor Jun 2 Portfolio update: 24 stocks, 0 options 78% USA, 22% international I'm no...
Speaker posts a portfolio update: 24 stocks, no options, 78% USA / 22% international. They state they are completely out of Korea/Japan and only have one Taiwan name left ($ASX). Rationale: the area (Korea/Japan/Taiwan themes like optics, memory, etc.) has heavy attention/crowding; they are taking a contrarian approach (“when the market zigs, I zag”).
Proof-backed call history
These are recent thesis calls tied to original source content where available.
Post notes the concentration of South Korea’s equity market in two semiconductor champions (Samsung and SK Hynix), and that multiple top-10 companies are Samsung divisions. This is mainly contextual (market-structure observation) with no explicit trade, catalyst, or position change.
Post highlights $NVEC (NVE Corp) reporting “huge sequential growth” last quarter, attributed only vaguely to “MRI components,” while noting management provided sparse details and that NVEC revenue has historically been lumpy (implying potential volatility/mean reversion risk).
Source is a brief portfolio/risk-posture update: 29-stock, no-options portfolio; 72% US / 28% international. Speaker is “cautious, not bearish” and warns that if a true market rotation occurs, momentum stocks may “stop working completely,” noting they reduced momentum exposure a couple months ago. No explicit tickers or sectors are named.
Post draws a historical analogy: investor sentiment is as “deflated” as early March 2009, implying markets could be near a capitulation low and potentially close to a major turning point. No explicit tickers mentioned; implication is broad equity-market exposure.
Post draws a historical analogy: investor sentiment is as “deflated” as early March 2009, implying markets could be near a capitulation low and potentially close to a major turning point. No explicit tickers mentioned; implication is broad equity-market exposure.
Post highlights extreme individual-investor pessimism (most since 2009) and draws a historical analogy to early March 2009, implying current sentiment could precede a market bottom and subsequent bull run. No specific tickers mentioned; mainly a macro/sentiment contrarian setup.
Speaker posts a portfolio update: 24 stocks, no options, 78% USA / 22% international. They state they are completely out of Korea/Japan and only have one Taiwan name left ($ASX). Rationale: the area (Korea/Japan/Taiwan themes like optics, memory, etc.) has heavy attention/crowding; they are taking a contrarian approach (“when the market zigs, I zag”).
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@minnvestor
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