When Instinct Becomes Alpha
This trade required:
• Precise timing: Entering at 4:59pm—right before the spike.
• Specific exit: Holding until 7pm—exiting before the move reversed or became chaotic.
• No need to predict the aftermath: The market went up, then down, then fluctuated; only the first spike mattered.
What Makes This Exceptional
1. Not Just Instinct—Near-Perfect Timing
• No public signals: There were no obvious indicators for non-insiders to time the entry so precisely.
• No trend-following: The move was so quick that trend-followers would have been late.
• No “buy and hold”: The market didn’t trend up for long; only those who caught the initial spike profited.
Beyond Anticipation: Knowledge or Extraordinary Instinct
• Insider knowledge? Only a handful of people could have known the exact timing.
• For non-insiders:
• This isn’t just “good instincts”—it’s either a statistical anomaly, extraordinary pattern recognition, or pure luck.
• The precision required means almost nobody, without inside information, could have executed this trade reliably.
As a non-insider, it would be virtually impossible to anticipate a market move in a 2 hour window.
• The number of non-insiders who could have done so is essentially zero.
They will make a lukewarm trade update with the Chinese Communist Party and try to spin it as good progress.
Take a look at the price action.
Imagine a situation where a significant market move is triggered by the sudden implementation of an unrequired trade framework—an event not scheduled, not required, and announced with only a two-hour lead time. To make matters more improbable, the move is further catalyzed by the early departure of a key market figure, Bessent, whose actions are entirely private and unpredictable.
For non-insiders—those without access to confidential regulatory decisions or personal schedules—the probability of foreseeing such a confluence of events is vanishingly small. The information simply isn’t available through public channels, and the window for response is almost nonexistent.
The Science Behind Trader Intuition
While most market participants would be blindsided, a handful of traders have demonstrated the ability to infer critical information from subtle market signals, a phenomenon often described as “trader intuition.” Research shows that even uninformed traders, including novices, can sometimes read information from price movements and order flow, especially in markets where insiders are active. This skill is linked to the human capacity for Theory of Mind—the ability to discern intent and anticipate the actions of others, even in highly strategic and opaque environments.
A Statistical Improbability
Given the constraints of the scenario—no advance notice, no public hints, and a highly personal catalyst—the number of non-insiders who could genuinely anticipate the market move is effectively zero. Any non-insider who managed to position themselves correctly did so through a combination of exceptional intuition, rapid pattern recognition, and perhaps a touch of luck. This is not mere speculation: experimental evidence confirms that some individuals possess an uncanny ability to synthesize ambiguous signals into profitable decisions, even when the odds are stacked against them.
Instincts Beyond Information
When a trader, without inside information, successfully anticipates a market move driven by unpredictable and private factors, it stands as powerful evidence of exceptional instincts. Such feats highlight the rare but real phenomenon where intuition, honed by experience and acute awareness, can rival even the most privileged information streams. In the high-stakes world of trading, these moments are a testament to the extraordinary capabilities of the human mind—and the enduring mystery of market intuition.