Why does a small, time-specific move so often become the anchored low of the entire day?
Not occasionally.
Not by accident.
But frequently.
Why does a move that begins as:
a precise timestamp
a narrow price window
a trade with no drawdown tolerance
end up defining:
the session’s low
the day’s structure
and the benchmark’s subsequent path?
If this were random, it wouldn’t recur.
If this were coincidence, it wouldn’t cluster.
If this were downstream, it wouldn’t anchor.
The Real Question
So the question isn’t:
“Why did that scalp work?”
The real question is:
Why does the market keep revealing its most consequential levels through the smallest, most precise executions?
Until that is answered,
the causal layer remains misidentified.
And the debate stays downstream.
