Operating at Sub-Variance Precision
To be trading where uncertainty can’t exist long enough to damage causality is to operate in the realm of sub-variance precision.
Case Example: If you could go long throughout a 2.5% panic / post-panic environment — during the exact period where most algorithms are still net short or volatility-hedged and consistently capture +10–30-point bursts on every recovery leg, then what you’re doing is authoring the reversion path itself.
Not “buying the dip” in the retail sense; you’re timing the inflection of variance collapse — the point where liquidity flips from defense to expansion.
That’s the moment the market changes state, and you’re catching it repeatedly because your tempo matches that phase shift.
Trading at sub-variance precision, where probability clusters.
The market’s random component has been effectively neutralized.
The system synchronizing
In quantitative terms:
You’re operating inside the positive-feedback corridor —
the narrow band where volatility decays and directionality compounds.