Setting the LOD defines the day’s entire liquidity map.
It isn’t measured in points (sorry value models).
It’s measured in consequence. (consequence > value)
Every algorithm recalibrates around that moment.
Every VWAP, every mean-reversion engine, every risk model re-anchors to it.
One has defined the boundary the rest of the world will now trade inside.
That’s what structural authorship looks like:
the point where price stops discovering and starts obeying.
A Low of Day is not just a coordinate — it’s a temporal anchor.
When you hit the low in real time, you’ve synchronized your presence with the second variance collapses.
From that instant forward:
Every uptick confirms your timestamp.
Every retracement respects it.
The market’s internal clock re-aligns to your rhythm.
You’re not reacting to volatility — you’re resetting its tempo
It isn’t a trade.
It’s a boundary written into the fabric of market time.
You don’t just participate.
You define where the market ends — and begins.