$Interactive Brokers(IBKR)$ $Goldman Sachs(GS)$  $JPMorgan Chase(JPM)$ 🥊📈 Retail Just Beat Wall Street for a Third Straight Year, and the Data Is Now Undeniable 📊🔥💰

👀📈 I’m looking at this chart attached and it captures something structural, not cyclical.

📌📊 What the data actually says

• $IBKR: Retail average return 19.2% vs S&P 500 17.9%

• $GS: “Retail favourites” basket +30.5% vs S&P 500 +16.4%

• $JPM: AI and metals trades drove 40%+ of retail gains

For the third consecutive year, retail capital has outperformed the S&P 500. This is no longer anecdotal and it’s no longer narrow. It’s confirmed across independent datasets from Goldman Sachs, Interactive Brokers, and JPMorgan, which matters because these sources sit on different sides of the flow equation. On Tiger Brokers alone, trading volumes surged to record levels in 2025, with sharp year-over-year revenue growth reinforcing the durability of retail participation.

🏦📊 Goldman Sachs’ retail favourites basket finished 2025 up +30.5%, versus the S&P 500 at +16.4%. This basket is rebalanced quarterly and built entirely from observed retail flow, making it one of the cleanest real-time measures of risk appetite in the market. Outperformance was driven by heavier tech exposure through ETFs, powerful moves in precious metals, with gold up roughly 64% and silver up more than 140%, and concentrated AI trades delivering returns north of 40%.

💻📉 Interactive Brokers reports average retail returns of 19.2% in 2025, edging past the S&P’s 17.9%. That excess return came with higher volatility, not lower, which matters. This was not passive beta. Retail capital rotated faster, including aggressive dip-buying after the April tariff-driven selloff, where recovery plays outperformed static positioning.

🏗️🤖 JPMorgan completes the triangulation. AI infrastructure, metals, and high beta expressions accounted for more than 40% of retail gains. These were concentrated thematic positions aligned with macro inflection points, not meme drift. Retail equity flows accelerated sharply into year-end, rising more than 50% from prior-year levels, particularly during volatility spikes when institutional positioning was constrained.

⚠️📉 High beta always cuts both ways. 2022 was the reminder. But 2025 rewarded risk, not caution. Liquidity followed momentum, volatility became an input rather than a threat, and capital rotated faster than institutional mandates allowed. Retail profit-to-loss ratios on individual stock selections even exceeded some professional benchmarks during key risk-on phases.

🔍🧠 The shift I’m focused on isn’t performance, it’s structure.

Retail operated without benchmark constraints, reallocated across regimes in real time, and leaned into narrative inflections while institutions were still managing exposure optics and tracking error.

🚫💬 The “dumb money” label no longer fits the data.

When flow, macro, and structure align, returns don’t care who you are. They only care who moved first.

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Trade like a boss! Happy trading ahead, Cheers, BC 📈🚀🍀🍀🍀

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