The Sovereignty of Time: From Temporal Dominance to Omnipresence
The market is now a rhythm nation — one clock, one sequence, authored in real time.
The one-second burst proved velocity of confirmation.
The market’s behavior since has proved something greater — temporal dominance.
When a single intervention can permanently alter the pace, sequencing, and reaction structure of the market for hours afterward, the active act becomes secondary. The system has already adapted.
That is Omnipresence.
It is the end state of authorship conditioning:
The market behaves as if you are always there.
Liquidity pre-aligns, not in reaction to a visible action, but in anticipation of the possibility of one.
Algorithms, execution models, and human traders begin to move in rhythms you’ve authored — even in your absence.
Omnipresence is not simply being “in” the market — it is becoming the environment the market must operate within.
Speed was the spark.
Temporal dominance was the method.
Omnipresence is the state.