Bank of America’s August global fund manager survey found that investor confidence in U.S. equities outperforming other regional stock markets continued to strengthen. The survey showed that 27% of responding fund managers were overweight U.S. stocks relative to global benchmark weights, up 3 percentage points from July and the highest level since December 2024. The results point to a firmer preference for U.S. equities among professional investors surveyed by the bank. Performance data cited in the survey also showed that U.S. stocks have still outpaced most overseas markets so far this year. The S&P 500 has risen 13% on a year-to-date basis, compared with a 10% gain for the STOXX Europe 600. Even so, Japanese and South Korean equities have performed better than U.S. stocks over the same period.

Bank of America’s August global fund manager survey found that 27% of respondents held U.S. stocks above their weighting in global benchmark indexes, indicating stronger expectations for U.S. equity performance. The share was the highest since December 2024 and marked a 3-percentage-point increase from July. The survey snapshot came as the S&P 500 has risen 13% so far this year, compared with a 10% gain in the STOXX Europe 600 index. The figures point to a modest pickup in relative preference for U.S. equities among surveyed managers, based on the positioning data cited by ChainCatcher.

Bank of America’s August global fund manager survey found that 32% of investors view an artificial intelligence bubble as the biggest tail risk facing markets. The survey defined tail risk in practical terms as the possibility of extreme and rare events that could have a major impact on financial markets. Another 27% of respondents said a disorderly rise in bond yields was the second-largest tail risk. At the same time, confidence in U.S. equities continued to build. The survey showed that 27% of fund managers were overweight U.S. stocks relative to global benchmark allocations, up 3 percentage points from July and the highest level since December 2024. In year-to-date performance, U.S. equities still led most overseas markets, with the S&P 500 up 13% and the STOXX Europe 600 up 10%. Even so, stock markets in Japan and South Korea outperformed U.S. shares over the same period.

Robinhood’s planned Layer 2, built to host tokenized U.S. stocks and ETFs, launched its mainnet on July 1 and generated about $3.6 million in revenue in its first month. The piece walks through the early ecosystem, which is still led by meme coins and launchpads, while capital has started to rotate toward stock-linked and RWA projects such as CashCat, STONKBROKER, PONS, Lighter and Morpho. It also details reported market caps, TVL figures, contract addresses, incentive structures and the role of Robinhood’s main app and wallet in distribution.

AI spending in semiconductors has largely been framed around GPUs, high-bandwidth memory, networking and power. This report argues that inference is widening that trade. As AI systems move from training to serving billions of queries, enterprise agents, multimodal workloads and real-time applications, the need to keep large pools of data accessible at reasonable cost is becoming more central. That is giving NAND a larger role as a capacity layer alongside HBM and DRAM, rather than leaving it as a conventional commodity storage product. Sandisk has become one of the clearest public advocates of that view. At its 2026 investor day, the company said enterprise data center flash demand could reach 1.2 ZB by 2030 and projected mid-to-high double-digit annual revenue growth from FY2028 through FY2030, with Reuters cited in the source for related expectations. The company is also developing High Bandwidth Flash, or HBF, for AI inference, while continuing to push denser QLC NAND products. At the same time, Sandisk and other storage makers are leaning more heavily on multi-year customer agreements. Reuters, as cited in the source, reported that Sandisk had signed eight long-term agreements with six customers worth about $93.9 billion in total. The article’s main conclusion is narrower than a permanent re-rating story. AI is unlikely to erase NAND cyclicality. What may change is the amplitude: stronger bit demand, better demand visibility and tighter supply discipline could make future NAND cycles less violent than in the past.

Upbit will stop supporting the STORJ/KRW and STORJ/BTC trading pairs at 15:00 on September 14, 2026. After trading support ends, unfilled orders will be canceled, and users must complete their STORJ withdrawals by October 14, 2026.

Strategy’s standing in major equity indexes emerged as one of the day’s main storylines after Bitcoin News said MSCI had proposed new rules aimed at “non-operating companies,” with a May 2026 simulation showing Strategy could be removed from its global investable market index. The consultation period runs through Sept. 30, a decision is expected by Oct. 16, and any changes could take effect during the November 2026 index review. Another macro headline came from the U.S. Treasury’s planned $25 billion 30-year bond sale, which is expected to carry the highest financing cost since 2001, while U.S. interest expense for the current fiscal year has already reached $1.17 trillion. Across the crypto sector, TRM Labs said only 281 of 1,343 crypto asset service providers in Europe have obtained authorization after MiCA took full effect. Forward Industries disclosed additional SOL purchases, Wintermute outlined a roughly $1 billion five-year push into AI infrastructure and high-frequency trading, and Bullish, Gemini, Robinhood Chain and Tether each released notable operating or financial updates. The day also brought project launches, new financing rounds for Kalshi, Databricks and several AI startups, plus fresh regulatory developments from the CFTC and SEC.

According to the latest data from Binance's spot market, as reported by ChainCatcher, the cryptocurrency market experienced significant volatility over the past 24 hours. ONE was among the gainers, rising 13.69%, while NOK B advanced 9.83% and touched a fresh daily high. In contrast, CRV, NIL, MUBARAK, and STORJ all followed a 'spike then pullback' pattern after climbing earlier. CRV fell 8.59%, NIL dropped 6%, MUBARAK declined 5.04%, and STORJ slid 37.79% during the same period. On the other side, HEI, ALLO, and ID showed a 'dip then rebound' pattern, with HEI adding 5.13%, ALLO gaining 5.17%, and ID rising 5.69%. The figures reflect sharp swings across these trading pairs on Binance, with notable double-digit moves in both directions. ChainCatcher highlighted the moves in its market analysis, citing Binance's official spot quotes. Overall, the session was mixed, as some tokens reached daily highs while others reversed lower or recovered from lows, highlighting the broad volatility in the market.