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High-impact data prints like CPI and NFP create massive candle spikes, but for most retail traders, trying to trade the initial reaction is the fastest way to blow an account. In this episode of The Franks Report, we break down the underlying market mechanics behind red-folder news events and why the math heavily favors waiting for the dust to settle.

In this episode, we cover:

• Liquidity Voids & Slippage: How order books thin out before major releases and why market orders get crushed on execution.
• The 8:30 AM Trap: Why the initial directional move is frequently a liquidity grab engineered to trap aggressive breakout traders.
• Institutional Positioning: How algorithms and institutional desks manage risk around macroeconomic prints versus retail speculation.
• Execution Rules for News Days: How to approach high-volatility sessions with structured risk parameters, protect prop firm drawdown limits, and identify high-probability setups after price discovery stabilizes.

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