Abundance, Quantified.

The thesis

We are in the early-to-mid stage of an AI supercycle. Not a 12-month narrative - a 10-to-15-year structural buildout. Every layer of the AI stack - compute, memory, networking, power, cooling, robotics, space - has bottlenecks. Each bottleneck creates a tradeable bloc.

But here is the part most miss: in this cycle, individual stock prices are dominated less by fundamentals and more by capital allocation flows from large funds routing through thematic ETFs. When a sector ETF takes inflows, all its constituents move together - whether their earnings deserve it or not.

QuantAbundance maps that. 12 empirically validated bubbles, 21 themes, and a growing set of rule-based market alerts.

How a bubble is validated

Anyone can name a sector. Few prove it actually trades as a bloc. Our method:

1. Editorial taxonomy. We define each bubble by its capital-flow thesis (e.g. Datacenter Power = utilities and IPPs benefiting from AI-driven electricity demand).
2. Daily price ingestion. Two years of OHLCV per ticker via Interactive Brokers.
3. Pairwise correlations. 252-day Pearson correlation of daily returns for every pair.
4. Hierarchical clustering. Within each bubble we cluster the names - if they don't actually move together, the bubble fails empirically.
5. SPY-residualization. We strip market beta. What remains is idiosyncratic co-movement - real thematic flow, not just "all tech moves with QQQ."

Result: bubbles like Quantum (0.76) and Semi Equipment (0.82) score strongly even after stripping market beta. Bubbles like AI-Capex Hyperscalers mostly disappear under residualization - they're market beta wearing a thematic costume.

Three orthogonal axes

A single stock can sit in multiple bubbles, multiple themes, and multiple watchlists. The three axes are orthogonal - they capture different lenses on the same name.

Market alerts

The data engine writes one alert per rule per day when conditions fire, after each US close: Fibonacci-key proximity, new 252-day highs and lows, breakouts, volume spikes and big daily moves.

The public alerts feed is free for everyone, and the daily digest emails the day's alerts every weekday after the US close.

Scope, today

• US-listed stocks and ETFs (ADRs included where IBKR resolves them)
• Daily close data, refreshed nightly after the US session
• ~600 stocks across 86 sectors, organized into 12 bubbles and 21 themes
• Pairwise correlations on 252 trading days
• Top-10 ETF holdings via yfinance + full holdings for iShares funds
• User-curated Fibonacci key levels for technical context

Crypto, forex, options, commodities are out of scope. Equity value-chain only - that's where the supercycle is buildable.

What we believe

Markets pretend to be efficient. They're not - they're crowded and structural. The largest moves of the next decade will be obvious in retrospect: where the capital had to flow because the buildout was non-optional. Power for AI. Memory for AI. Photonics for AI. The picks-and-shovels of a build with no ceiling in sight.

We don't predict prices. We map flows, validate them empirically, and surface the bottlenecks that are currently tradeable. The reader brings the conviction. We bring the rigor.

Roadmap

• Now - Live data refreshed after every US close, public bubbles, themes and watchlists, the master heatmap, the alerts feed, the daily digest, ticker teardown videos and Pro.
• Next - More ticker teardowns every week, picked on what readers search for.