On the Market Misbehavior Podcast, host Dave Keller, CMT, keeps things real as he breaks down what’s moving the markets and why it matters to investors. With a genuine, down-to-earth approach, Dave chats with top investment experts about what they’re seeing in the markets and digs into the psychology that shapes our investing choices. It’s not just market talk—it’s about helping you understand the bigger picture and avoid common pitfalls. Whether you’re a seasoned investor or just market-curious, tune in for straightforward discussions and actionable tips for upgrading your investing game.
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What is Market Misbehavior with David Keller, CMT?
Market Misbehavior with David Keller, CMT is a business podcast hosted by Dave Keller, CMT, with 121 episodes on record and a Required Pod Score of 80. PitchCentric scores this show on Booking Probability, Listen Score, and live audience signals refreshed every 24 hours.
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Dave Keller, CMT hosts Market Misbehavior with David Keller, CMT, a business show with 121 episodes published.
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Market Misbehavior with David Keller, CMT
Avoid the Momentum Trap | Find True Value with Kevin Abbott
Aug 17, 202645 min
In this episode of the Market Misbehavior podcast, Dave is joined by Kevin Abbott, Senior Sector Research Strategist at State Street Investment Management and former Fidelity colleague. Recorded in August 2026. Kevin breaks down why the "AI" label is no longer a monolithic rising tide, emphasizing the critical need to identify the winners and losers as massive hyperscaler spending trickles down into cloud computing backlogs and infrastructure hardware (like semiconductors and memory). We explore why the software sector was "sold off indiscriminately" as business models faced AI disruption, how negative free cash flow isn't always a death knell if long-term analyst estimates hold strong, and the structural advantages of using sector rotation for risk management. The conversation also explores why investors must avoid getting "swept up in the momentum of the moment" by anchoring their decisions with a stable, uncorrelated sector framework. State Street Sector Insights: https://www.ssga.com/us/en/individual/capabilities/equities/sector-investing/select-sector-etfs State Street on LinkedIn: https://www.linkedin.com/company/state-street-investment-management/ Topics Covered • Differentiating the AI ecosystem: Why "AI" is no longer a monolithic block, and how to spot the actual winners in cloud computing backlogs and infrastructure hardware • Unpacking the hyperscaler spending boom: Why massive CapEx and negative free cash flow (similar to Amazon in 2020) can still yield long-term returns • The indiscriminate software sell-off: How AI disrupted traditional seat-based software models, creating mispriced opportunities for contrarian buyers • Evaluating the "circular financing" risk: Monitoring debt levels and free cash flow in legacy tech names like Oracle • The stability of the sector framework: Why the 11 GICS sectors provide a far more consistent tracking mechanism than rapidly shifting factor models (like Value or Growth) • Strategic sector correlations: How to hedge a tech-heavy index by maintaining core exposure to negatively correlated sectors like Energy, Staples, and Real Estate • The four-legged stool of investing: Balancing Fundamental, Technical, Quantitative, and Behavioral inputs to avoid making the wrong decisions • Generating yield in a low-dividend market: Utilizing premium income sector ETFs (like XLKI) for retirees seeking both market exposure and cash flow Take Dave’s FREE course on behavioral investing: https://www.marketmisbehavior.com/freecourse Check out Dave’s recommended reading list: https://www.marketmisbehavior.com/readinglist Follow Dave on X: https://x.com/DKellerCMT Follow Dave on Bluesky: https://bsky.app/profile/dkellercmt.bsky.social Follow Dave on Facebook: https://www.facebook.com/marketmisbehavior Follow Dave on Instagram: https://www.instagram.com/marketmisbehavior The content in this presentation should not be considered as a recommendation to buy or sell any security. All information is intended for educational purposes only and in no way should be considered as investment advice.
Baking the Deficit | Investor Recipes for Success with Callie Cox
Aug 14, 202641 min
In this episode of the Market Misbehavior podcast, Dave is joined by Callie Cox, Chief Market Strategist at Ritholtz Wealth Management. Recorded August 11th 2026. Callie shares her data-driven approach to why optimism is a long-term investor's greatest advantage—and how to build a disciplined framework to ensure that optimism doesn't bleed into dangerous complacency. We dig into her brilliant "chocolate chip cookie" metaphor for understanding the U.S. national deficit, the massive shift of capital from public exchanges to private markets, and why an investor's primary job is filtering out financial media noise. The conversation also explores the resilient strength of corporate earnings six years post-COVID, the rising term premium in long-term Treasury yields, and why Wall Street's year-end S&P 500 price targets are nothing more than a marketing tool. If you enjoyed today's interview with Callie (I know I certainly did) be sure to help out by checking these fantastic links! Callie's newsletter: https://www.optimisticallie.com/ Follow Callie on LinkedIn: https://www.linkedin.com/in/callie-cox-553a1a28/ Topics Covered • Why historical data proves that long-term optimism is a statistical advantage, and how to avoid the trap of market complacency • Evaluating the 2026 earnings season: Sustaining 20% growth rates and navigating the divergence between mega-cap tech and consumer staples like McDonald's • The "Chocolate Chip Cookie" metaphor: How the U.S. national deficit operates like a binge-eating stomachache, slowly creeping into 30-year Treasury yields • Navigating the explosion of private markets: Weighing the illiquidity and high fees of private credit and equity against public market returns • Why 90% of financial headlines don't matter, and how to build an individualized investment framework to filter out the noise • The myth of the year-end price target: Why grasping for S&P 500 forecasts distracts investors from long-term generational wealth building • Transitioning from an emotion-based to an evidence-based process: Using probabilistic exercises to identify portfolio blind spots Take Dave’s FREE course on behavioral investing: https://www.marketmisbehavior.com/freecourse Check out Dave’s recommended reading list: https://www.marketmisbehavior.com/readinglist Follow Dave on X: https://x.com/DKellerCMT Follow Dave on Bluesky: https://bsky.app/profile/dkellercmt.bsky.social Follow Dave on Facebook: https://www.facebook.com/marketmisbehavior Follow Dave on Instagram: https://www.instagram.com/marketmisbehavior The content in this presentation should not be considered as a recommendation to buy or sell any security. All information is intended for educational purposes only and in no way should be considered as investment advice.
Three Companies Own the World | The Memory Play with Howard Chan
Aug 7, 202635 min
In this episode of the Market Misbehavior podcast, Dave is joined by Howard Chan, CEO of Kurv Investment Management. Recorded August 4th 2026. Howard breaks down why highly specialized memory chips (High Bandwidth Memory) have become the ultimate bottleneck in the AI infrastructure buildout, explaining how hyperscalers are driving up costs across the entire consumer electronics ecosystem. We dig into the massive physical constraints of expanding semiconductor supply, why the global memory market is dominated by a tight three-company oligopoly, and how to gain pure-play exposure to this theme through the new KMEM ETF. The conversation also explores how to rethink the traditional 60/40 portfolio by using institutional-style covered call strategies to harvest volatility premia and generate synthetic income from traditionally non-yielding assets like mega-cap tech and gold. If you enjoyed today's episode with our Guest Howard Chan, check out this link to Kurv ETFs: https://www.kurvinvest.com/ Topics Covered • Why High Bandwidth Memory (HBM) is critical for reducing AI "hallucinations" and maintaining context in frontier models like ChatGPT and Claude • The physical and capital constraints limiting new chip supply, including $50 billion fab costs and multi-year ASML equipment backlogs • How the pivot to AI memory is crowding out traditional chip manufacturing, driving up prices for consumer electronics like Xbox, Nintendo, and Apple devices • The three-company oligopoly controlling 90% of the world's memory chips: Micron, Samsung, and SK Hynix • Navigating the limitations of single-country Korean ETFs and the impact of SK Hynix's recent US cross-listing • The dangers of excessive retail leverage in semiconductor momentum trades (and the recent margin call wipeouts in global markets) • Rethinking covered calls: How institutional call spread strategies allow investors to harvest volatility premia (income) without completely capping upside potential • Modernizing the 60/40 portfolio by generating synthetic yield from traditionally non-income producing assets like growth tech and precious metals Take Dave’s FREE course on behavioral investing: https://www.marketmisbehavior.com/freecourse Check out Dave’s recommended reading list: https://www.marketmisbehavior.com/readinglist Follow Dave on X: https://x.com/DKellerCMT Follow Dave on Bluesky: https://bsky.app/profile/dkellercmt.bsky.social Follow Dave on Facebook: https://www.facebook.com/marketmisbehavior Follow Dave on Instagram: https://www.instagram.com/marketmisbehavior The content in this presentation should not be considered as a recommendation to buy or sell any security. All information is intended for educational purposes only and in no way should be considered as investment advice.
Fear, Greed, and Earnings | Charting 2026 with Mary Ellen McGonagle
Aug 3, 202638 min
In this episode of the Market Misbehavior podcast, Dave is joined by Mary Ellen McGonagle, President of MEM Investment Research and former colleague of legendary investor William O'Neill. Recorded July 29th 2026. Mary Ellen shares timeless investing wisdom on how fear and greed continue to drive the markets despite today's information overload. The conversation explores how to navigate the highly anticipated SpaceX IPO using historical chart analogs (like Meta/Facebook), the transition into "Phase 2" of the AI trade where actual revenue generation dictates market winners, and the critical importance of a strict sell discipline using daily RSI and moving averages. We also dig into seasonal summer volatility, identifying the "haves and have-nots" in the software sector, and a brilliant strategy for reverse-engineering passive ETF fund flows to uncover hidden individual stock breakouts. If you've enjoyed today's episode, please check out these links! - How to Make Money in Stocks by William O'Neil https://amzn.to/4yK1bZ7 - Bull: A History of the Boom and Bust, 1982-2004 by Maggie Mahar - MEM Investment Research: https://meminvestmentresearch.com/ Topics Covered • Timeless lessons from William O'Neill: Why fear, greed, and earnings remain the ultimate market drivers (the CANSLIM methodology) • Navigating information overload: How to filter the modern financial "fire hose" down to actionable technical insights • The SpaceX IPO playbook: Why waiting for profitability and a proper base formation beats chasing the initial euphoric spike • Entering Phase 2 of the AI trade: The shift from speculative infrastructure to actualized revenue, usage, and eventual quantum computing • Developing a strict sell discipline: Using daily RSI and 50-day moving averages to lock in profits on parabolic names like Micron • Summer seasonality: Why August brings historical volatility and how the fall often sparks renewed tech leadership (the classic "payphone indicator") • The software sector rotation: Differentiating between AI-enhancing "haves" (cybersecurity) and obsolete "have-nots" • A clever stock-picking hack: Tracking passive ETF fund flows (like the MOO Agribusiness ETF) to identify strong underlying individual holdings • Gauging true market breadth: Why the Nasdaq 100 Bullish Percent Index hitting the 30% floor signals a hidden bullish bounce despite index-level deterioration Take Dave’s FREE course on behavioral investing: https://www.marketmisbehavior.com/freecourse Check out Dave’s recommended reading list: https://www.marketmisbehavior.com/readinglist Follow Dave on X: https://x.com/DKellerCMT Follow Dave on Bluesky: https://bsky.app/profile/dkellercmt.bsky.social Follow Dave on Facebook: https://www.facebook.com/marketmisbehavior Follow Dave on Instagram: https://www.instagram.com/marketmisbehavior The content in this presentation should not be considered as a recommendation to buy or sell any security. All information is intended for educational purposes only and in no way should be considered as investment advice.
Credit, Oil, and AI | Playing Offense with JoAnne Bianco
Jul 31, 202632 min
In this episode of the Market Misbehavior podcast, Dave sits down with JoAnne Bianco, Senior Investment Strategist at BondBlox. Recorded July 28th 2026. JoAnne shares her deep fixed-income expertise to help investors navigate the current credit environment, detailing why resilient corporate earnings and low default rates continue to support a "sweet spot" in BBB to single-B debt. The conversation explores the hidden risks of circular financing in the AI infrastructure buildout (drawing stark parallels to the early 2000s telecom bubble), the rising accessibility of middle-market private credit for everyday investors, and why elevated yields have transformed bonds from defensive portfolio insurance into a truly offensive asset class. They also discuss redefining the classic 60/40 portfolio and why focusing on income over duration is the ultimate key to managing interest rate volatility. If you enjoyed today's interview with JoAnne, please check out Bondbloxx ETFs! https://bondbloxxetf.com/ Topics Covered • Why corporate credit conditions remain structurally strong with low default and distress rates across the BBB to single-B "sweet spot" • Drawing historical parallels between the early 2000s telecom overbuild and today's "circular financing" in AI infrastructure CapEx • Shifting fixed income from defense to offense: How elevated yields and coupon income are driving total returns • Rethinking the traditional 60/40 portfolio in an era of historically high equity P/E ratios and concentrated stock market leadership • The mechanics and benefits of private credit: Accessing middle-market CLOs, floating-rate assets, and lower-volatility yields • Why chasing long-duration US Treasuries poses a massive, underappreciated risk to investors in the current interest rate regime • Implementing a "Core and Explore" bond strategy: Enhancing a standard aggregate base with active bets in BB corporates and short-duration emerging markets • Identifying the ultimate red flags in the credit markets, including debt-financed M&A and concentrated speculative issuance Take Dave’s FREE course on behavioral investing: https://www.marketmisbehavior.com/freecourse Check out Dave’s recommended reading list: https://www.marketmisbehavior.com/readinglist Follow Dave on X: https://x.com/DKellerCMT Follow Dave on Bluesky: https://bsky.app/profile/dkellercmt.bsky.social Follow Dave on Facebook: https://www.facebook.com/marketmisbehavior Follow Dave on Instagram: https://www.instagram.com/marketmisbehavior The content in this presentation should not be considered as a recommendation to buy or sell any security. All information is intended for educational purposes only and in no way should be considered as investment advice.
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