- Don's Trading Desk
- Posts
- Markets can move $120 while the expected move is $30
Markets can move $120 while the expected move is $30
Four-sigma event on the daily. Normal on the weekly. Welcome to 0DTE.

Here's the setup that wipes out most traders:
Weekly expected move: $100
Daily expected move: $30
Actual market move in a single session: $120
You know what that creates?
A four-sigma event on the daily timeframe... while being perfectly normal on a weekly basis.
This is the math that destroys people.
You think you're making a conservative bet within daily ranges.
But you're actually taking massive statistical risks.
The Compression Problem
Markets used to have memory.
News would influence trading for days or weeks.
Now? Everything gets processed and discounted within hours or minutes.
0DTE concentration plus social media-driven information flow creates markets that react violently to immediate stimuli... then forget them just as fast.
You Need a Framework
My first-ever, dedicated, 100% 0DTE-only training.
This is how you operate inside same-day expiration markets without getting your face ripped off.
You'll see:
• Why 0DTE feels chaotic — and how structure removes that feeling
• What actually matters on a same-day expiration trade
• How busy traders participate without living at their screens
Not theory. Not hype.
A process.
The calendar's about to flip.
Don't start 2026 using 2023 frameworks.
To your success,
Don Kaufman