'The calm before the storm' may be the true reflection of the current global financial market - on September 3rd (Wednesday), a 'data nuclear explosion' covering Europe and the US, encompassing central bank dynamics and core economic indicators, is about to take place. Every variable may become a fuse to ignite market movements, especially in the areas we are concerned about, the hidden volatility risks require more vigilance!

First Wave Impact: 'Double Test' during European Trading Hours (Starting from 15:30)

The speech of European Central Bank President Lagarde will first set the market sentiment, while the final values of the service PMI from multiple countries including Germany and France are key to testing the resilience of the European economy. If the data conveys a clear signal of weakness, such as core countries' PMI falling short of expectations, the euro is likely to face downward pressure, and the demand for safe-haven assets may drive the US dollar stronger. It is important to note that the strength of the US dollar often suppresses high-risk assets, and we must anticipate this in advance.

Second Wave Impact: 'Intensive Bombing' during US Trading Hours (Night to Early Morning)

The 'string of statements' from Federal Reserve officials will become the focus - statements from big names like Musalem and Kashkari may contain policy inclinations. If they release 'hawkish' signals, the market's expectations for tightening liquidity will instantly heat up, and short-term volatility has almost become a certainty. Meanwhile, the release of the Fed's Beige Book will further reveal the true state of the US economy, with every detail potentially being amplified by the market's interpretation.

More critically, the two core data points released at 22:00 are: US JOLTs job openings and factory orders month-on-month. If the data is significantly stronger than expected, it indicates that the resilience of the US economy is still intact, and the timing for the Fed to cut interest rates may be delayed again. This signal is enough to trigger a sharp turn in market sentiment and may even become a 'weapon' for large funds to take advantage of the situation. Additionally, the API crude oil inventory data released in the early hours of the next day also hides variables - if inventories increase significantly, it may superficially alleviate inflation concerns and reduce policy pressure, but does it hide the truth of weak demand? The market's interpretation is often more complex than the data itself.

My prediction: the trend may present as 'first fluctuation, then determination of direction', beware of nighttime 'spike' risks.

Considering the current market rhythm, I judge that on September 3rd, there is a high probability of a market pattern of 'daytime fluctuation and energy accumulation, nighttime data determining direction'. Especially during the window period before and after the release of US data, there is a high likelihood of sudden 'spike' market movements - our circle is never short of surprises, what we lack is people who are prepared in advance.

It is important to remind that the real impact of data on the market often does not manifest immediately; many times, it only gradually ferments half an hour after the release. I plan to monitor the market until 4 AM the next day, not for frequent trading, but to accurately capture the turning points of market sentiment, as the change in sentiment is the core driving force behind subsequent trends.

Finally, I want to ask everyone: if this series of data ultimately triggers a panic sell-off in the market, will you choose to decisively buy the dip, or remain cautious, waiting for clear signals? Follow me, and on September 3rd, I will share my latest judgments and response strategies in real-time, to face this 'data storm' together!#上市公司囤币潮