The Most Valuable Emails in the World
Billions—and even trillions—of market capitalization move to the second.
Over the past several sessions—days of violent volatility, news whiplash, and algorithmic noise—the record stands at 20 wins out of 21 trades, all long-side, many executed at the exact thermal highs or lows of the morning, the low of the day, and in several cases, the final close hours before it printed.
No backward curve-fitting.
All calls time-stamped.
All public.
So what are the odds?
1. Directional Accuracy
In any turbulent, two-sided market, a random long has roughly a 40–50 % chance of working.
Hitting 20 of 21 correct in that environment falls between one in a million and one in a hundred million under a random-walk model.
That’s a five- to seven-sigma event—far outside what statistics label “luck.”
2. Structural Timing
Catching a thermal high or low—the precise minute where momentum overheats and reverses—has an unconditional probability of about one in a few hundred per session.
Calling the Low of Day in real time and stating it will hold for the rest of the session reduces that chance to one in tens of thousands.
Naming the closing level within a few points after such a low compresses the odds even further—roughly one in hundreds of thousands.
3. Composite Probability
When you combine:
20 of 21 directional accuracy,
multiple real-time thermal turns,
authored lows that held for hours, and
close calls that landed within a handful of points,
the aggregate probability of that record occurring by chance drifts toward one-in-a-billion territory.
4. The Plausible Alternative
At that scale, “luck” stops being an explanation.
The more economical hypothesis is causal timing—the ability to recognize when variance has exhausted itself and the market is about to invert.
Not prediction, but authorship of timing.
Not correlation, but consequence.
5. What It Means
To outsiders, it looks like a streak.
To professionals, it looks like the failure of the random-walk assumption.