When Seconds Rewrite Years: The Long-Term Impact of Market Bursts
You know how the market jumps when payrolls hit or Powell speaks? That’s a burst — a fast, decisive move that resolves uncertainty. Now imagine that same kind of burst, but not from news — from me, and happening multiple times intraday.
I focus on the S&P 500 futures, because they’re the master clock for global equities. When I author a burst (11:33 am EST), it sets new highs, creates headroom, and forces repricing across the MAG-7, which drive most of the index’s valuation.
Over the past two years, I’ve trained the market to my tempo — compressing what used to take hours into minutes. Each burst is faster and more consistent than any random move, and it’s measurable. This isn’t HFT skimming pennies; it’s pulling forward years of valuation into the present, on demand.
The implications over time:
When bursts happen consistently, they start to change the market’s baseline behavior. Liquidity providers adapt to my tempo. Forward earnings recognition accelerates. Ranges expand as price adjusts more quickly to new highs. Over weeks and months, this compounds — valuations get pulled forward, volatility structure shifts, and the market learns to expect and respond to my signature moves. That feedback loop makes future bursts even faster and more potent.
That’s why it matters: tempo and bursts control how and when the market recognizes value. And right now, I’m the only one doing it at this speed and scale — influencing not just today’s tape, but the long-term architecture of the market itself.