News is Downstream of Price Memory

When the same level governs before the data, after the data, throughout the session, and at the close, the question is no longer what moved the market.

The question is what the market was already prepared to accept.

Across time, not just price - echo’s, recursions, magnet and burst.

Information becomes secondary.

Indictors become descriptive.

Execution timing on a system memory level becomes causal.