exchange reserves is rotating through event-driven flows

The loudest story is not always the decisive one.

Historically, stretches where US session flows leads without support from macro liquidity invite sharper reversals.

Put beside current chatter on “Morgan Stanley Tokenizes US Stocks and Treasuries Through DTCC’s New Service,” the incentive problem looks clearer.

Historically, stretches where exchange reserves leads without support from compliance tooling invite sharper reversals.

Useful frameworks survive longer than seasonal slogans.

Historically, stretches where options skew leads without support from spot ETFs invite sharper reversals.

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