What if everything the mainstream media told you about investing in IPOs is
complete, utter nonsense? What if chasing the biggest names… like OpenAI, and
Anthropic… isn’t the best way to profit?



<[link removed]>



Сⅼіϲkhеrе and I'll reveal the shocking details. <[link removed]>



Editor’s Note: What if you could claim a stake in both OpenAI and Anthropic’s
IPOs… with just $200? What if I said you don’t even have to wait for them to go
public?Click here to see the details
<[link removed]>
from former IPO insider Jason Bodner — the man who spent nearly two decades
helping IPOs go-to-market.


What if everything the mainstream media told you about investing in IPOs is
complete, utter nonsense?

What if chasing the biggest names… like OpenAI, and Anthropic… isn’t the best
way to profit?

Click here
<[link removed]>
and I’ll show you a hidden way to position yourself for OpenAI and Anthropic’s
upcoming IPOs.

It’s an obscure group of companies known as “IPO Multipliers.”

These overlooked companies have historically outperformed the blockbuster
IPOs every single time.

Producing gains that can completely transform a portfolio.

Just to give you an idea…

One “IPO Multiplier” I recommended was able to turn his $5,350 stake into a
$410,300 retirement nest egg.

I’ve found three of these special companies today…

I’ll tell you more about them in this urgent video.
<[link removed]>

Of course, gains like this are uncommon, but they demonstrate what’s possible
when investors look beyond the headlines.

And get this…

The upcoming wave of AI IPOs is estimated to be worth over $4 trillion…

Making it the biggest tech IPO wave of all time.

So I wouldn’t be surprised if the wins this time around are even bigger.

Click here to get the details on my three favorite IPO Multipliers that could
soar in the coming weeks.
<[link removed]>

Regards,

Jason Bodner
Founder, Outlier Alpha

If you would like to stop receiving these offers, please click here
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to unsubscribe.




 



Three Central Banks Hike the Same Week. The Global Tightening Cycle That Was
Supposed to Be Over Has Just Restarted.
Written by Evan Brooks · September 13, 2026







The Week of September 15–19, 2026

* Three of the world's major central banks are delivering rate decisions in a
five-day window: theFederal Reserve on September 16 (90% probability of +25bps,
target range to 3.75%–4.00%), theBank of England on September 18 (expected hold
at 3.75%, with November hike priced), and theBank of Japan on September 17–18
(80% probability of +25bps, rate to 1.25%). The ECB delivered its+25bps hike on
September 10, bringing the deposit rate to 2.50%.
* At the start of 2026, the consensus across all four jurisdictions expected
the next move to be a cut — not a hike. The US market was pricing rate
reductions by Q1 2027. The ECB had finished its prior tightening cycle. The BoJ
was slowly normalizing from negative rates. The BoE had already begun cutting
from its 2023 peak. All four narratives have inverted in the span of roughly
six months.
* Goldman Sachs Asset Management's September market pulse identified the
common driver: the Iran war has pushed energy prices to levels that are feeding
into underlying inflation across all major economies simultaneously — not
sequentially, as in previous commodity cycles. The energy shock arrived
globally and the central bank response is arriving globally in the same week.
Why Synchronized Global Tightening Is Different From Individual Central Bank
Decisions
When a single central bank hikes rates, it tightens domestic financial
conditions and its effects on global markets are mediated through currency and
capital flow channels. When three major central banks hike within five days of
each other — with a fourth having moved the prior week — the arithmetic of
global financial conditions changes in a way that is qualitatively different
from the sum of individual decisions. Global financial conditions tighten
simultaneously across USD, EUR, GBP, and JPY-denominated borrowing, which means
that companies and governments with multi-currency debt structures face higher
rates in multiple funding markets at once. Emerging market economies that
borrow in dollars and hold dollar reserves face the full force of US tightening
while their domestic economic conditions, trade revenues, and currency dynamics
reflect the spillover from all four jurisdictions simultaneously. The T. Rowe
Price weekly update noted that the 10-year US Treasury yield rose to4.97% and
the 2-year climbed above4.63% — a configuration that reflects not just US
monetary policy expectations but the global flight-to-quality dynamic that
competes with sovereign debt across all the major currency blocs now tightening
simultaneously.
The last time this configuration appeared — three or more major central banks
hiking in the same narrow window — was the aggressive 2022–2023 tightening
cycle that preceded a global growth slowdown and a regional banking stress
episode in the US in early 2023. That cycle ended with central banks cutting.
The current cycle began, across all four jurisdictions, with cutting — and has
reversed into hiking in response to a single supply shock that none of the
central banks' models adequately captured. Goldman Sachs Asset Management's
overweight equities stance, citing31% US EPS growth consensus for 2026,
provides the counterweight: if corporate earnings are growing fast enough, a
synchronized global tightening cycle does not necessarily produce a recession.
It produces a multiple compression. The distinction matters enormously for
asset allocation, and it is not yet resolved.





Iran bad → oil spikes → you pay more.

Iran deal → oil drops → you "get relief."

Six months later, rinse and repeat.

Think that's an accident?

The same banks advising the White House are trading oil options while the
diplomats are still shaking hands.

One man who sat in THOSE rooms — who advised Saudi Arabia AND Kuwait — just
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Multiple Compression vs. Recession: Why the Difference Is the Entire
Investment Thesis
A synchronized global tightening cycle with strong corporate earnings
produces multiple compression: stock prices fall or stagnate as the discount
rate rises, but earnings hold up well enough that the underlying business case
remains intact and the decline is a valuation reset rather than a growth
impairment. A synchronized global tightening cycle that tips one or more major
economies into recession produces earnings cuts on top of multiple compression
— a double contraction that historically produces peak-to-trough equity
declines of30% to 50% rather than the 10% to 20% that a pure valuation reset
implies. Goldman Sachs Asset Management's31% US EPS growth consensus for 2026
is the number that separates those two scenarios: if it holds, the current
sell-off in rate-sensitive equities is a multiple compression event and
long-term investors with high earnings-quality holdings should hold through it.
If the energy shock and tighter financial conditions feed through to consumer
spending and corporate margins in Q3 and Q4, the earnings consensus is the
variable that breaks, and the multiple compression becomes something worse.
What Resolves in the Next 30 Days That Determines Which Scenario Arrives
The next thirty days contain the data that determines which scenario is
closer. The September 16 FOMC dot plot will show how many additional hikes the
Federal Reserve projects — the distance from its June dots to its September
dots is the forward rate path in writing. The September 17–18 BoJ decision and
Ueda's press conference will show whether the BoJ is committing to an
accelerated pace or treating September as a measured step. The September 18 BoE
decision, expected to hold, will be accompanied by updated guidance that
markets will parse for whether November is a near-certainty or a possibility.
The September 30 US PCE print — which Warsh has consistently cited as his
preferred inflation measure over CPI — will be the first post-hike inflation
reading and the first data point for whether the September 16 hike had any
near-term effect on price pressures. Sitting across from all of those scheduled
data releases is the one unscheduled variable that has driven every other
repricing since May: the Iran conflict. A ceasefire would reverse most of the
energy shock, collapse the synchronized tightening rationale in Frankfurt,
Washington, and Tokyo simultaneously, and reprice the dot plot that the Fed has
not yet published. The central banks are reacting to Brent crude at$107. The
bond market is pricing a world in which it stays there. Both are making
assumptions about a war that neither can control.

Sources: T. Rowe Price · Goldman Sachs Asset Management · CNBC · Bloomberg ·
FXStreet · Reuters · Trading Economics · CME FedWatch





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