In today’s episode, Brian breaks down one of the biggest market shifts swing traders have seen in years: the end of Quantitative Tightening (QT). After three years of the Federal Reserve draining ~$95B/month from the financial system, liquidity is finally coming back — and this changes everything.

Brian explains, in simple terms, how the end of QT affects volatility, trend formation, overnight risk, small-cap momentum, and the overall environment for 3–10-day swing trades. If you’ve been frustrated by stop-runs, fakeouts, and sloppy price action… this episode is your roadmap into a cleaner, calmer, more trend-friendly market.

What You’ll Learn:

• Why the end of QT reduce those sudden, blindside market flushes

• How increased liquidity stabilizes volatility and improves chart quality

• Why trends should start sticking again instead of reversing instantly

• What the end of QT means for small caps, biotech, and the Russell 2000

• How overnight gap-down risk changes in a higher-liquidity environment

• The macro shift that makes swing trading feel more like 2020–2021 or 2023

• How to position yourself for a more “normal,” follow-through-driven market

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