Midwestern Investor @Minnvestor 11h Cheers to Dan, Pete, and the whole team at $NVEC NVE reported huge sequential gro...

Benefit case is based on the post’s claim of huge sequential growth and MRI-related components; tempered by explicit warnings about sparse details and lumpiness.

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.

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”).

Commentary on perceived declining returns to work across generations; no tickers, no tradable catalyst, and no explicit market view beyond a vague labor/real-wage sentiment.

Post discusses health insurance plan generosity (HSA-eligible plans being “bare bones”) and generally high medical bills. No explicit companies, sectors, or tradable instruments mentioned; mostly contextual commentary about consumer healthcare costs.

A short humorous reply about selling cars from a “giant vending machine.” No explicit tickers/cashtags, no catalyst, no positioning, and no investable claim beyond vague reference to car retail concept (could allude to Carvana-style model but not stated).

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.

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.