RE: Strategic Positioning Ahead of Market Events
During the final moments of Monday's shortened session, I noticed something that caught my eye - a distinct pattern of institutional selling pressure. The order flow wasn't your typical end-of-day action; there was a methodical build-up of selling, with contracts stacking at key price levels. This wasn't retail - this was bigger money positioning.
I took my short position just before the close, with the S&P 500 E-mini futures already showing weakness at 6145.25, well off the day's high of 6174.25.
What happened next was almost textbook. After 6:00 PM, minor wave after wave of selling pressure. The first leg down confirmed my thesis, but it was the follow-through that really made this trade special. Over just a three-minute period, the market cascaded lower with each new wave showing stronger momentum than the last.
Sometimes you can see the smart money moving before the news catches up. It's not about predicting news; it's about reading the footprints of those who might know something you don't.
Looking back at my trading screens now, the precision of that setup still brings a smile to my face. It's trades like these that remind me why I spent years studying institutional trading patterns. When you can read the market's language fluently, sometimes it tells you exactly what's about to happen.
