March Market Structure: Resolution or Illusion of Stability? Markets entering March present an increasingly subtle challenge for decision-makers: distinguishing genuine regime resolution from adaptive calm. February’s market environment was characterized by fragmentation—unstable cross-asset correlations, compressed volatility transmission, selective liquidity withdrawal, and widening divergence between information velocity and decision coherence. March’s price behavior suggests partial stabilization,
February Market Structure Conditions: A Transitional Decision Environment Markets entering February are exhibiting a familiar but often misunderstood configuration: rising information velocity combined with declining decision coherence. While headline volatility remains episodic rather than persistent, underlying market structure metrics suggest increasing stress within cross-asset relationships, liquidity participation, and volatility transmission pathways. These conditions typically emerge
