Decoding Big Trades
Most traders operate inside a belief system built on drift.
They accept positive drift — the idea that if they hold long enough, prices will eventually rise.
They tolerate negative drift — the pain and randomness that must be endured along the way.
But what if you didn’t need to rely on time?
What if you didn’t need drift at all?
When I wrote The Big Trade, I was already stepping out of that system.
I used probabilities to measure repeatable edge — to identify when the market was most likely to resolve.
What I didn’t yet name was the deeper truth underneath those probabilities:
I was measuring structure — even if I didn’t call it that yet.
Later, in my book Decoded, I took that logic to a macroeconomic level.
I explored the structures that govern entire economies — especially how centralized economies evolve, control capital, and absorb imbalances.
I began to see that everything, from price to growth to collapse, could be explained by underlying structure.
That realization became foundational:
Structure is the first principle.
Everything else — time, drift, belief — is downstream.
So when I returned to the markets, I wasn’t just looking at setups.
I was engineering elastic zones — pressure chambers.
I was identifying reflexive loops — what George Soros called feedback-driven instability.
And I was timing structural failure points — the moment when price elasticity gives out and movement becomes inevitable.