GAME
GameSquare Holdings, Inc. Common Stock
stock NASDAQ

Thanks. I just put GAME on the watch list. I love swingers exactly like that.

Something I'd like to explore is more swing trade plays. I have been buying GAME when it is in the 2.90 range and selling around the 3.50 range because it bounces between the two often. It's a company that isn't going bankrupt anytime soon, I'd like to find more stocks that function like this.

HAHAHAHAHAH. LORD DOGFOOD AND GAME ENRON! Well done

GAME STOPP

Thanks. I just put GAME on the watch list. I love swingers exactly like that.

Something I'd like to explore is more swing trade plays. I have been buying GAME when it is in the 2.90 range and selling around the 3.50 range because it bounces between the two often. It's a company that isn't going bankrupt anytime soon, I'd like to find more stocks that function like this.

HAHAHAHAHAH. LORD DOGFOOD AND GAME ENRON! Well done

GAME STOPP

The correlation regime between BTCUSD and CL=F entered a weakening trend on 04 Sep 12:00 ET at -0.16, and is **still ongoing** (13 candles · 52 trading hours). Over this period BTC-USD fell 0.16%, CL=F rose 4.74%. **The two pairs decoupled.**
The composite correlation has since fallen from -0.16 (04 Sep) to **-0.389 now** (last data: 09 Sep 08.00 ET) the weakening the regime flagged, playing out.
**READING — BTC-USD–CL=F at** NEGATIVE × Weakening *(this pair's own last 10)*: for this pair it has been **a durable deepening inverse (natural hedge / long-short)** — **10** past runs, median **23 candles · 92 trading hours** (range 8–51), 8 lasted 2+ days. So the play has real, multi-day room before the turn the **ANTITHESIS** warns of.
**GAME PLAN:** Correlation is negative and in a **Weakening regime** — ρ is falling further below zero, so the **inverse bond is deepening**: BTC-USD and CL=F move increasingly opposite. Natural-hedge / long-short setups **strengthen** — one leg tends to offset the other.
**ANTITHESIS:** Risk: extreme anti-correlation can snap back sharply. Correlation is currently **0.37 points below** the period average — the inverse is still deepening.
*Methodology: Four-hour candle closes are used while the markets for both instruments are open (00:00, 04:00, 08:00, 12:00, 16:00, 20:00 ET).*
*The correlation coefficient is a composite score derived not only from the Pearson method but also from Pearson, Spearman, and EWMA calculations.*

The correlation regime between NVDA-TSLA entered a weakening trend on 02 Sep 12:00 ET at +0.26, and is **still ongoing** (15 candles · 60 trading hours). Over this period NVDA fell 0.96%, TSLA rose 3.07%. **The two pairs decoupled.**
The composite correlation has since downed from +0.26 (02 Sep) to **-0.195 now** (last data: 09 Sep 08:00 ET) the weaking the regime flagged, playing out.
**READING — NVDA–TSLA at** WEAK × Weakening *(this pair's own last 6)*: for this pair it has bee **a moderate decoupling (hedge / spread)** — **6** past runs, median **8 candles · 32 trading hours** (range 5–18), 1 lasted 2+ days. So the play has a couple of days of room before the turn (**ANTITHESIS**).
**GAME PLAN:** Correlation is in a **Weakening regime** — the bond between NVDA-TSLA is loosening. This signals a shift into a **decoupling regime**: hedge and pair-trade (spread) strategies come to the fore, while one-way beta bets grow riskier.
**ANTITHESIS:** Risk: decoupling may be temporary; if correlation snaps back from the bottom, pair-trades backfire. Correlation is currently **0.41 points below** the period (1 Month) average — decoupling continues.
The divergence has been TSLA outperforming while NVDA stalled — TSLA's move favored calls.
*Methodology: Four-hour candle closes are used while the markets for both instruments are open (08:00, 12:00, 16:00, 20:00 ET).*
*The correlation coefficient is a composite score derived not only from the Pearson method but also from Pearson, Spearman, and EWMA calculations.*