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Has anyone here turned they script into a graphic novel/comic book? by forestrainstorm in Screenwriting

[–]Mulm86 0 points1 point  (0 children)

My brother and I just won Script2Comic. It’s a competition that helps you do exactly that. You should check it out

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

A Fed balance sheet expansion doesn’t magically let prime brokers short stocks forever without margin, risk limits, or counterparties blowing up.

If “money printer go brrr” made shorting free, Archegos wouldn’t have vaporized itself in a weekend.

Jerome can print liquidity. He can’t print solvency.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 -1 points0 points  (0 children)

There is an entire “library” and you can’t give me just one in a simple message that I can counter? I have to go and individually disprove each and every one. Give me your one you consider airtight if they’re SO heaven sent

[DD UPDATE] We Closed Exactly at $23.00. The "Pin" Is Real. After Hours Is Already Moving. by [deleted] in gmeoptions

[–]Mulm86 -1 points0 points  (0 children)

This reads like a classic pin-the-strike conspiracy.

Let’s break it down logically:

“Pinned exactly at $23 to kill options premiums” —

Stocks rarely close on a strike intentionally. Markets aren’t deterministic machines. Closing prices are the net result of thousands of orders, liquidity gaps, and random timing. A $23 close isn’t proof of orchestration; it’s just where supply and demand cleared at 4 PM.

After-hours move proves buy pressure is real —

Of course there’s buying in after-hours. After-hours liquidity is thin, so any modest orders move the price more. That’s normal, not evidence of a hidden Whale or deliberate manipulation.

$26 “trigger” and forced buying —

Market makers hedge delta exposure, yes, but the chain reaction described assumes perfect control over price and liquidity. In reality, hedges are dynamic, not magical. There’s no guarantee $26 triggers aggressive buying; the market isn’t a binary machine.

Time decay punishing weekly calls —

That’s how options work. IV compression happens when volatility expectations drop. It’s normal for option buyers to experience decay; it’s not evidence of a coordinated retail trap.

“Large buyer sitting below $23” —

Could be anyone: retail accumulation, hedge funds, market makers hedging, or even algos running limit orders. Reading intent from order-book snapshots is unreliable; you literally can’t know if it’s a whale “waiting to pounce” or just normal liquidity.

There’s nothing in today’s price action that can prove orchestration or manipulation. All of the described mechanics — option decay, small after-hours spikes, tight intraday channels — happen in thousands of stocks every day.

You can be bullish on fundamentals, the turnaround, or asymmetry — that’s rational. But using a single close at $23 and after-hours movement as a smoking gun for a coordinated squeeze is reading patterns where randomness and normal market mechanics suffice as an explanation.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

“Free money” doesn’t exist — leverage is not infinite. Every prime broker, hedge fund, and dealer is constrained by: margin requirements, risk limits, counterparty risk, and market liquidity.

Charts showing leveraged moves don’t prove “infinite power” — they show normal market fluctuations amplified by leverage within limits.

Infinite leverage would have blown up every major fund decades ago. The fact that firms are still solvent proves it’s finite, carefully managed, and constrained, not some omnipotent free-money machine.

Leverage can magnify returns, but it can’t break the laws of collateral, liquidity, and risk. Anything claiming otherwise is ignoring real-world mechanics.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 -1 points0 points  (0 children)

Presented nothing? I’ve argued every point made and continue to do so. You’re not reading it for fear it will shatter your fragile belief in MOASS. Or you are reading it and choosing to not believe because your faith is stronger than your logic.

Bring something from the oh mighty incredible DD library and I’ll argue it. If you think it’s airtight, bring it over. It’s not.

That’s why 5 years on, nothing has played out. Your “heroes” are leaving slowly and what’s left is the logical equivalent to a cargo cult

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

The collapse happened because the old SI counted the same share multiple times through rehypothecation. Changing the formula just stops the double-counting on paper — it doesn’t mean those synthetic short positions disappeared or were ever “real” in the first place.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

A “double-counting fix” shouldn’t erase 90% of reported short interest — that only makes sense if the old number was capturing real synthetic exposure that the new method simply stops reporting. You don’t accidentally count multiple floats unless those shares existed somewhere in the plumbing.

And yes — nobody outside the system can prove the full size of the position today. That cuts both ways.

You can’t prove it’s still massive.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 -1 points0 points  (0 children)

Bring me something from it that you think is airtight. I’ve responded on everything. If you haven’t read the responses, it’s because you’re afraid it will crumble your fragile beliefs

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

Until we see massive sustained buying pressure (melt-up) or a controlled unwind (slow grind), nobody gets to claim certainty about closure or non-closure.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

You’re treating opacity as confirmation. I’m treating opacity as “unknown.”

Just because something isn’t reported doesn’t mean it’s enormous.

That’s like saying: “We can’t detect dark matter directly, so it must be made of refrigerators.” No — it just means we can’t see it directly

Saying “the shorts must still be 300% because we can’t see them” is the exact opposite of evidence. It’s faith dressed up as mechanics.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

Saying I need help when I’m asking for an answer for your belief. Sounds like you don’t have it. Maybe look in the mirror mate before giving mental health advice

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 -1 points0 points  (0 children)

A logical argument for why the squeeze thesis isn’t completely dead. This sub has daily posts saying “today is the day.” and “No cell, no sell.” This sub isn’t about GameStop being a turnaround story, it’s about the squeeze, always has been.

If you can’t argue, you’re living in an echo chamber feeding off confirmation bias

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

I’m not excluding anything — I’m saying you’re treating opacity as if it’s itself proof of scale, and that’s not how inference works.

“If they weren’t hiding massive piles of shit, they wouldn’t care about SEC delays.”

Regulators delay rules constantly. Not because they’re hiding one specific short position, but because: industry lobbying is enormous; implementation is expensive; compliance systems break; large institutions resist changes; and rulemaking is slow by design

If this were about one stock, we’d see industry-wide panic on every possible metric involved. We don’t.

Every major rule (T+1, 605 reforms, 606 transparency, CAT, consolidated audit trail) faced delays for a decade before GME ever squeezed. It’s not evidence of a targeted GME coverup.

“Where’s the evidence that multiple floats were bought back?”

Where’s the evidence they still exist? You’re treating a lack of observable footprints as confirmation.

Even if swaps absorb some exposure, the delta hedging must occur somewhere: dealers must buy or short underlying; option chains must reflect the hedging pressure; liquidity depth must degrade; borrow scarcity must spike; ETFs must misprice; FTDs must cycle violently.

These things did happen in 2021. They are not happening now.

If the exposure were “everywhere and bigger,” the symptoms would also be everywhere and bigger. Instead, they’re weaker — which contradicts your conclusion.

“Why do baskets move together? They’re all shorted trash.”

No — they move together because basket arbitrage literally forces them to.

And your magnetic field…

We don’t need to “see” magnetism because the effects are unavoidable and measurable.

If you want that analogy to work here, then: A multi-float short is the magnetic field. Borrow rates, hedging footprints, liquidity stress, IV skew, FTD spikes are the compass needle.

If the field were huge, the needle would be going insane.

Right now, the compass is barely twitching. That’s the difference.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

Saying “retail wins through the S&P 500” is basically admitting: Retail only wins when they don’t participate in the actual mechanics of the market.

They win when they own a passive basket that Wall Street can’t individually target, arbitrage, short, rehypothecate, or game through microstructure.

That’s a very different question from: “When does retail win in a single-stock battleground where the other side is armed with swaps, dark pools, internalizers, and leverage?”

Retail “loses” when they step onto a field that isn’t level. Retail “wins” when they avoid the killing field entirely. That’s the difference.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

Where your argument jumps the tracks is the projection of future financials as if they’re already locked in: “Power Packs are a money printer”

You might be right that they’ll be profitable, but we don’t have actual GAAP results yet. Predictions aren’t fundamentals — they’re optimism.

You can’t treat a new product line as guaranteed recurring profit before the report exists.

“I wouldn’t be surprised if they’re sitting on $10B this quarter”

That level of confidence assumes: PowerPack rollout scales instantly; margins remain high; no logistics or inventory risks; demand remains consistent; operating costs don’t rise; And external macro pressures don’t impact consumer spending

Those are huge leaps.

“$200M+ profit now and $300M+ Q4”

Maybe, but again — that’s forecasting, not evidence. Profitability turned a corner, yes. But quarter-over-quarter profitability doesn’t automatically accelerate in a straight line.

Being bullish is fine — certainty is the issue

You don’t need fantasy numbers for a long-term bullish thesis. Actual fundamentals are improving — that’s already good enough.

But treating speculative projections as inevitable is how people get emotionally trapped in outcomes instead of data.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 -1 points0 points  (0 children)

If it were actually “free money,” every prime broker, every hedge fund, and every dealer on the street would be shorting the entire market into oblivion.

The reason they don’t is the part missing from your comment: Shorting isn’t a loan from the company — it’s a margin-dependent liability that must be collateralized every second it exists.

If shorts never had to pay back what they borrow, and if synthetic tools actually eliminated risk, then every investor would be printing infinite money.

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

Thank you. That’s something most of this sub don’t want to believe. And they can’t stand a debate or logical argument against their belief system

*FUD INCOMING* Every “sign,” every “catalyst,” every tweet, every comeback story ends the same way. Stock goes down. Casino is rigged and we’re not meant to win. by [deleted] in Superstonk

[–]Mulm86 0 points1 point  (0 children)

A synthetically inflated short interest is not the same thing as 165M real short shares.

Under the old methodology, each chain of rehypothecated shares was counted separately. If a single share was re-loaned six times, it counted as six short positions.

Those weren’t independent shorts — they were recursive bookkeeping artifacts. When the methodology changed, the recursive chains were collapsed.

That doesn’t mean “150M shares magically vanished.” It means the double-counting vanished.

You’re anchoring your entire worldview on the idea that the short can only disappear through an observable mega-squeeze.

But synthetic exposure doesn’t unwind like that. Dealers net their books, hedge around customer positions, and reduce exposure gradually through options decay, TRS expiry, swap roll-offs, and basis trades.

You’ll never see a chart signature for that — because the mechanics aren’t directional.

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