$Chevron(CVX)$ $Exxon Mobil(XOM)$  $SPDR Gold ETF(GLD)$  🚀🛢️🥇🌍 Cross-asset repricing as geopolitics reset risk 🌍🥇🛢️🚀

I’m watching a genuine regime shift take hold across energy and precious metals as geopolitics, policy signalling, and options flow converge. The U.S. capture of Nicolás Maduro over the weekend, alongside Trump signalling deeper U.S. involvement in Venezuela’s oil industry, has materially reset political risk premia. This is not a fleeting headline reaction. It’s a macro shock landing on markets that were already structurally tight.

$CVX is the clearest momentum expression. Shares are up over +5% into the $164 zone, the highest level since April and pacing a fifth straight green session. On the 30-minute structure, price has reclaimed and is holding above the EMA 21 and EMA 55 stack that capped upside throughout December. Options flow confirms intent. Volume is running near 27x normal, concentrated in weekly 09Jan26 167.5 calls. That profile reflects directional conviction rather than passive yield or hedging activity.

$XOM is confirming the broader energy bid with slightly less torque but cleaner structure. Shares are up roughly +2.4% near $123 after tagging a fresh record close to $125.9 earlier in the session. The late-2025 bullish flag above $120 resolved cleanly, and price is back above the rising Keltner midline with Bollinger expansion starting to turn higher. Options volume sits near 6x normal, led by January 2026 125 calls, signalling this move is being positioned as structural rather than episodic.

A rare and important split is emerging between risk-on and risk-off across assets. Gold is up around +2% and silver closer to +4%, extending their strongest annual gains since 1979 as Venezuela adds fresh geopolitical impulse and revives haven demand. At the same time, equities are pushing higher, led by tech and chipmakers. Oil remains relatively calm, yields are dipping, and the message reads as rotation and repricing rather than broad de-risking. Attention now shifts to a heavy U.S. data week to determine whether this divergence resolves or persists.

The tape reads as alignment, not exhaustion. Geopolitics, crude sensitivity, volatility expansion, and leveraged positioning are all pointing in the same direction. When policy risk, structure, and flow align like this, markets tend to trend rather than mean-revert. This still looks like positioning in progress, not a crowded unwind.

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