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2026-01 Monthly Report

Havi jelentΓ©s β€” 2026. januΓ‘r

Monthly Market Report β€” January 2026

Report Date: February 5, 2026
Period: January 1–31, 2026
Author: Ohm Market Intelligence


1. MARKET PERFORMANCE SUMMARY

US Equity Indices

Index Jan 2026 Return YTD Jan 31 Close (approx)
S&P 500 +1.5% +1.5% ~6,930
Dow Jones Industrial Average +1.8% +1.8% ~48,900
Nasdaq Composite +1.0% +1.0% ~23,400
Russell 2000 +5.4% +5.4% β€”
MSCI Emerging Markets +8.9% +8.9% β€”
MSCI EAFE +5.2% +5.2% β€”

Key Narrative: A tale of two markets. While headline US indices posted modest gains, the real story was the massive rotation into value, small caps, energy, and international markets. The Russell 2000 (+5.4%) crushed the Nasdaq (+1.0%), and emerging markets (+8.9%) obliterated the S&P 500 (+1.5%). Russell 1000 Growth finished negative at -1.6% while Russell 1000 Value surged +4.5%. This is the most decisive value/international rotation since early 2022.

The S&P 500 hit all-time highs mid-January before dipping into month-end, triggered by Microsoft's cloud deceleration spook and the late-January precious metals crash.

US Sector Performance (January)

Sector Jan Return Note
Energy (XLE) +14.2% Blowout month, Venezuela/Iran geopolitics
Materials (XLB) +8.6% Commodity boom
Consumer Staples (XLP) +7.5% Defensive rotation
Industrials (XLI) +6.7% Capex cycle
Real Estate (XLRE) +2.7% Rate stability
Communication Services (XLC) +2.0%
Consumer Discretionary (XLY) +1.5%
Utilities (XLU) +1.3%
Health Care (XLV) 0.0% Flat
Technology (XLK) -0.1% Essentially flat
Financials (XLF) -2.4% Worst sector

Opinion: Energy's +14.2% is extraordinary. The combination of US strikes on Venezuela, Iran tensions, winter storms, and OPEC discipline created a supply-squeeze narrative. Technology flat-lining while energy soars is a regime shift signal. Financials being the worst performer despite a steepening yield curve is puzzling and likely reflects valuation compression after a massive 2024 run.

Top & Bottom S&P 500 Performers

Winners: SanDisk (+142.8%), Moderna (+49.4%), Seagate (+48.0%), Micron (+45.4%), Western Digital (+45.3%), Lam Research (+36.4%), Lockheed Martin (+31.1%)

Losers: AppLovin (-29.8%), Intuit (-24.7%), Humana (-23.8%), ServiceNow (-23.6%), Constellation Energy (-20.5%), The Trade Desk (-20.1%), Salesforce (-19.9%)

Pattern: Storage/memory/semis dominated the winners (AI data center demand). Software names got destroyed β€” the market is punishing high-multiple SaaS while rewarding hardware plays.


Cryptocurrency

Asset Jan Close Jan Change Peak β†’ Trough
Bitcoin (BTC) ~$78,621 -10.6% $97,838 β†’ $75,993 (-22.3%)
Ethereum (ETH) ~$2,445 -18.1% 5th consecutive monthly loss
Solana (SOL) ~$93 (Feb 5) ~-35% from Jan high $146 β†’ ~$93
Total Crypto Market Cap $2.84T -7.2%

Bitcoin: Fourth consecutive monthly decline β€” the longest losing streak in ~7 years. BTC's -22.3% peak-to-trough drawdown within January was brutal. Realized volatility hit 43.9% annualized. US spot BTC ETFs posted -$1.61B net outflows in January with $87B traded value. Massive liquidation cascades: $1.7B on Jan 30, then $2.56B on Jan 31 β€” longs getting destroyed.

Ethereum: Down -18.1% in January (5th consecutive monthly loss). ETH fell below $2,500 with RSI-14 in the mid-20s. Tether (USDT) could potentially flip ETH as the #2 crypto by market cap β€” a remarkable bearish signal.

Solana: Despite the price decline, on-chain activity surged. Daily token launches hit 45.5K (Jan 30), DEX volume grew ~20% MoM, active addresses jumped from 67.5M to 81M. The PENGUIN memecoin sparked a revival, hitting $150M market cap.

Opinion: Crypto is in a bear phase driven by: (1) Fed hawkishness at 3.5-3.75%, (2) ETF outflow headwinds, (3) risk-off geopolitics, and (4) tariff uncertainty. The BTC-S&P correlation is tightening, making decoupling unlikely. The structural support from institutional adoption remains, but near-term price action is ugly. Watch for $75K BTC as critical support.


Currencies

Pair Jan 2 Jan 31 Change
EUR/USD ~1.1780 ~1.1639 -1.2% (USD strengthened)
EUR/HUF 384.18 381.31 -0.75% (HUF strengthened)
DXY (USD Index) β€” β€” USD recovering from 10%+ decline since early 2025

EUR/USD: The euro weakened through January despite the broad 2025 USD weakness narrative. The dollar staged a late-month comeback, gaining 1.5-2.5% against most rivals, driven by growing confidence in incoming Fed Chair Kevin Warsh's credibility and relative US economic strength.

EUR/HUF: The forint strengthened modestly, moving from 384.18 to 381.31 (HUF gained ~0.75%). Monthly range: 380.01 (low, Jan 27) to 387.05 (high, Jan 12). The HUF benefited from higher carry amid ECB dovishness (ECB at 2.15% vs MNB still relatively high).


Commodities

Asset Jan End (approx) Jan Change Note
Gold (XAU/USD) ~$4,700* +9.0% net Hit $5,400+, then crashed 10-12% on Jan 30-31
Silver (XAG/USD) β€” Volatile Crashed 31.4% on Jan 31 (worst since 1980)
WTI Crude Oil $62.52/bbl +4.1% (last week) Geopolitical premium

Gold & Silver β€” The Story of January 2026: Gold broke $5,000 for the first time on January 26, surging past $5,400 by Jan 29. Then came the most dramatic precious metals crash in decades:
- Gold dropped $380 (7%) in 28 minutes on Jan 29
- By Jan 30-31, gold had fallen 10-12% β€” worst single-day drop since 1983
- Silver crashed 31.4% β€” worst day since Hunt Brothers collapse in 1980

Triggers: (1) Exchange margin hikes, (2) Kevin Warsh (new Fed Chair) seen as more hawkish/credible, (3) profit-taking after gold doubled since Jan 2025 (+105%), (4) silver up 301% since Jan 2025 was simply unsustainable.

Despite the crash, gold still finished January up ~9%. The USD's 10%+ decline since early 2025, rising national debt, and trade tensions continue supporting the structural bull case.

Oil: WTI around $62.52/bbl, boosted by US-Venezuela strikes, Iran tensions, and winter storms. Energy sector was January's top performer at +14.2%.


Fixed Income & Bonds

Metric Jan 2 Jan 30 Change
US 10-Year Yield 4.19% 4.26% +7 bps
US 2-Year Yield 3.47% 3.52% +5 bps
US 30-Year Yield 4.86% 4.87% +1 bp
10Y-2Y Spread +0.72% +0.74% Widening (steepening)
1-Month T-Bill 3.72% 3.72% Unchanged

Analysis: Yields ticked higher across the curve, with the 10Y gaining 7bps and intramonth touching 4.30% on Jan 20. The curve continued steepening β€” the 10Y-2Y spread widened from +72bps to +74bps. This steepening reflects the market pricing in growth resilience and diminishing expectations for aggressive Fed cuts. The curve hit its widest point around Jan 20 when 10Y spiked to 4.30%.

The short end remained anchored near the Fed's target range floor, with 1-month T-bills steady at 3.72%. Markets are pricing just an 11% chance of a rate cut at the March FOMC meeting.

VIX (Volatility Index)

Metric Value
Jan Range (est.) ~14–21
Jan 30 Close ~17
Feb 5 Current 16.22

VIX remained relatively contained despite the late-month volatility in precious metals and crypto. The equity market's muted response to the gold crash suggests equity investors viewed it as a positioning unwind rather than a systemic event.


2. MACRO ENVIRONMENT

Federal Reserve Policy

Inflation

Metric Value Trend
CPI (Dec 2025 YoY) 2.7% Down from 3.0% (Sep)
Core CPI (Dec 2025 YoY) 2.6% Improving
CPI MoM (Dec) 0.0% (unchanged) Benign
Chained CPI (C-CPI-U) +2.5% YoY Closer to target

Opinion: Inflation is trending in the right direction β€” 2.7% headline CPI is the lowest since July and below the 3.1% forecast. Core at 2.6% is encouraging. However, tariffs (now at 14% weighted average β€” highest since 1946) are a massive upside inflation risk that hasn't fully flowed through yet. Yale Budget Lab projects tariffs could shave 0.4pp off GDP and push unemployment up 0.7pp.

Employment

GDP & Growth

Consumer Confidence & PMI


3. STRUCTURAL THEMES

AI/Tech CapEx Arms Race

The AI infrastructure spend has reached staggering proportions:

Opinion: The $115-135B Meta capex guidance is jaw-dropping. The AI spend race is accelerating, not decelerating. But the market's tepid response to Azure deceleration (39% vs 40%) shows how razor-thin the margin for error is at these valuations. Forward S&P P/E at 22.2x (above 5-year avg of 20.0x) leaves no room for disappointment.

Crypto Regulation & Structure

Geopolitics

Energy


4. Q4 2025 EARNINGS SEASON

Scorecard (as of January 30, ~33% reported)

Metric Actual 5-Year Avg 10-Year Avg
EPS Beat Rate 75% 78% 76%
EPS Surprise Magnitude +9.1% +7.7% +7.0%
Revenue Beat Rate 65% 70% 66%
Revenue Surprise Magnitude +1.2% +2.0% +1.4%
Blended EPS Growth (YoY) +11.9% β€” β€”
Blended Revenue Growth (YoY) +8.2% β€” β€”

Key Takeaways

  1. Fifth consecutive quarter of double-digit EPS growth (11.9%) β€” started at 8.3% expectation, beaten up to 11.9%
  2. EPS beat rate (75%) is below average β€” companies are beating, but fewer are doing so vs. history
  3. Earnings surprise magnitude (+9.1%) is above average β€” those that beat, beat big
  4. Revenue beats (65%) are soft β€” below both 5-year and 10-year averages
  5. Revenue growth at 8.2% would be the second-highest since Q3 2022
  6. IT, Industrials, Communication Services driving the upside surprises
  7. Health Care is the weakest sector for earnings
  8. Energy is the only sector with declining revenues (but soaring stock prices on supply dynamics)
  9. Forward P/E at 22.2x β€” above 5-year (20.0x) and 10-year (18.8x) averages

Forward Estimates

Notable Big Tech Reports


5. FEBRUARY 2026 OUTLOOK

Scheduled Events & Data

Date Event
Feb 6 Michigan Consumer Sentiment
Feb 6 January NFP + Annual Benchmark Revisions
Feb 11 US Non-Farm Payrolls (if rescheduled)
Feb 12 UK GDP
Feb 13 US CPI (January 2026)
Feb 17 UK Unemployment/Earnings; ZEW Economic Sentiment
Feb 18 UK Inflation; FOMC Minutes (January meeting)
Feb 20 Global PMIs
Week of Feb 2-6 ~127 S&P 500 companies reporting Q4
Ongoing Earnings season continues (peak week)

Key Earnings to Watch

Technical Levels

Index Support Resistance
S&P 500 6,800 (50-DMA) 7,000 (psychological)
Nasdaq 23,000 (50-DMA region) 24,000
Bitcoin $75,000 (Jan 31 low) $90,000 (Jan FOMC pre-selloff)
Gold $4,200 (crash support) $5,000 (psychological barrier)
10Y Yield 4.00% 4.40%

Scenario Analysis

πŸ‚ Bull Case (25% probability)

βš–οΈ Base Case (50% probability)

🐻 Bear Case (25% probability)

February Risks & Opportunities

Risks:
1. Tariff inflation passthrough β€” January CPI (Feb 13) could be the first report showing tariff effects
2. Fed Chair transition uncertainty β€” Warsh appointment process
3. BLS benchmark revisions (Feb 6) β€” could materially alter the employment picture
4. Precious metals volatility spillover β€” gold's 10% crash could trigger margin calls elsewhere
5. Mid-term year seasonality β€” February has historically been the S&P 500's worst month, averaging +0.1% over 35 years

Opportunities:
1. International/EM rotation β€” EM up 43.7% 1Y, momentum accelerating
2. Value over Growth β€” the rotation has legs; Russell 2000 Value +7% vs Russell 1000 Growth -1.6%
3. Energy β€” structural supply squeeze with geopolitical premium
4. Earnings beats β€” magnitude above average suggests underlying corporate strength
5. Gold post-crash β€” if structural thesis holds (weak USD, debt, geopolitics), the crash is a buying opportunity


INVESTMENT OPINION

January 2026 was a regime rotation month. The market is telling us:

  1. Growth β†’ Value: Software names are being punished while hardware/infrastructure thrives
  2. US β†’ International: EM +8.9% vs S&P +1.5% β€” massive
  3. Equities β†’ Commodities: Energy +14.2%, gold +9% (despite crash)
  4. Large Cap β†’ Small Cap: Russell 2000 +5.4% vs S&P +1.5%

The AI trade is evolving. It's no longer "buy any tech stock." The market is rewarding companies that build AI infrastructure (storage, semis, data centers) and punishing companies that might be disrupted by AI (traditional SaaS). Meta's $135B capex guidance is the clearest signal: the hyperscalers are going all-in, and the market is differentiating between who benefits and who gets disrupted.

The biggest risk nobody is talking about is the tariff inflation passthrough. At a 14% weighted average rate (highest since 1946), the inflationary impulse hasn't fully materialized in CPI data yet. When it does, the Fed's hands are tied β€” they can't cut into rising inflation, creating a potential stagflationary squeeze.

Positioning for February: We favor a barbell approach β€” overweight energy/commodities and quality international exposure, paired with select AI hardware names. Underweight premium-valuation SaaS and consumer discretionary. Gold post-crash at ~$4,700 is interesting for a tactical re-entry if the structural thesis holds.

The January Barometer is positive β€” historically, when January is positive, the full-year S&P return averages 12.5-15% and is positive 84% of the time. But this is a mid-term election year, historically the weakest of the presidential cycle (+4.6% avg). These two signals are in tension, and we lean toward the base case of moderate returns with elevated volatility.


Report compiled from: FactSet, YCharts, AlphaNode, CryptoRank, US Treasury, BLS, Federal Reserve, Reuters, CNBC, JP Morgan, S&P Global, Investopedia, various market sources.

Disclaimer: This is an analytical report for informational purposes only, not investment advice.