ET
Energy Transfer LP Common Units representing limited partner interests
stock NYSE

At 9:00 AM ET, the corporate entity behind the KOVAR architecture formally confirmed a massive infrastructure pivot, fundamentally altering its valuation profile from a legacy digital broker to a physical compute asset operator. Following an aggressive pre-market sweep of 615,857 shares, the release detailed a target of 100+ MW of operational high-performance computing capacity by 2028. This buildout is supported by an active development pipeline exceeding 1 GW across low-cost grids in the US, Europe, and sub-Arctic regions. Concurrently, the company announced an agreement with EvolveQ to integrate FinQ quantum computing algorithms directly into its enterprise routing software.
This physical data center expansion bridges the gap between their audited $28.05M top line, which grew 895% YoY, and an exponentially larger addressable market. While retail algorithms still categorize the firm as a software middleman, nearly 80% of current revenue ($22.2M) is already driven by enterprise AI cloud routing. By stepping into a 1 GW power pipeline and securing a sovereign central bank settlement license, the company is directly capturing workloads within an enterprise AI infrastructure market projected to exceed $300B globally by 2030, alongside an untapped $5.0T Islamic finance ecosystem.
The morning tape action confirmed that institutional capital is fully aware of this valuation disconnect. After an initial liquidity surge to a session high of +6.34%, the intraday action absorbed standard profit taking and established firm support at $2.080, leaving the early morning accumulation intact.
**Takeaway**
The market continues to price it like a sleepy retail brokerage, completely missing the audited $22.2M cloud revenue engine and the shift toward physical data center assets. With the $2.04 to $2.080 support range heavily defended on the tape, the technical structure is coiled to test overhead supply at $2.25 and $2.31 as the enterprise compute thesis goes mainstream.

>Now what if this had happened on Dec-31?
This is one of those arguments that people have with Schwab every year. I close all my box spreads before Dec 31.
Quick question - did you see this before 4pm or before 4:15pm (SPX options regular session ends at 4:15pm ET)? just curious.
It used to be pretty common back in the TDA days where before market open between 9:15am to 9:30am - marks would be wildly off and netliq's would go all over the place and into ridiculous negative. Same thing as during maintenance periods.

Thanks for reaching out.
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Of course, we're here to help with any follow-up questions, so feel free to reply here, and a Mod will get back to you.
I'd like to leave you with a few articles from our website pertinent to your situation. As a starting point, this article provides a helpful overview of common 401(k) withdrawal considerations:
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Here is another one I'd say is right up your alley. It covers what to consider in your 60's as you plan for retirement:
[Retirement Playbook: What to consider in your 60's](https://www.fidelity.com/learning-center/personal-finance/retire-better-60s)

"The halt was triggered at approximately **6:58 AM ET** under the code **"News Pending,"** ahead of a major corporate announcemen"

Hi. Correlation regime detection often relies directly on the raw Pearson method, which is problematic. It is unsuitable for financial instruments by definition—since financial instruments do not follow a normal distribution, Pearson becomes invalid—and it yields an overly sensitive coefficient. In this case, the Meta-GOOGL correlation coefficient is calculated using the logarithmic values ​​of 4-hour candle closing data. The correlation coefficient itself is a composite score incorporating Pearson, Spearman, and EWMA; I actually outlined the methodology in the post.
I assume you wouldn't claim that the Meta-GOOGL correlation failed to diverge. So, I am unclear on why you consider the correlation analysis flawed. I don't mean to sound condescending, but I hold a degree in econometrics; I graduated in January and have been focusing specifically on correlation ever since. If you have a superior calculation method that guards against "incorrect filtering," I would be interested to learn about it.
As for the timing... as I understand it, you are claiming that this news—or this regime shift—dates back to September 9th. If you re-examine the post, the algorithm actually entered a downtrend on September 8th at 12:00 PM ET. In other words, I received the alert about the Meta-Google regime shift even earlier than you expected (the system sends out emails). The reason I mentioned in my previous reply that I posted it late was simply that \*I\* was late posting it to the subreddit; I didn't feel like doing it right away, I was trying to format it for the sub, I had other things to attend to, and so on. I could have published the post at 12:01 PM ET on September 8th—that probably would have made for a happier outcome. All the best.

Who's Jaxolutions?
Inspired.. so i tried to blackbox the strategy.
Couldnt replicate it cause im missing the special sauce (makeup of confidence score)
However in the process i did come up with this for anyone to try out.

\- NQ or MNQ futures, 5-minute bars
\- Time is 10:00 AM ET or later (no trades before 10)
\- The previous bar closed below VWAP
\- The current bar closes above VWAP (the cross is the trigger)
\- The 9 EMA is above the 50 SMA (trend is up on the fast and medium moving averages)
\- Volume on the signal bar is at least 1.1× the 20-bar average volume
Trade management (once in)
\- Stop loss: low of the signal bar
\- Target: entry + 2× the distance from entry to stop (fixed 2R, no partials)
\- Max hold: 60 bars (5 hours) — exit at close if neither stop nor target hit
\- One contract at a time, no pyramiding
\- Long only

For American oil, I maintain positions in CVX and EOG. My largest position is a Canadian company - CNQ. I also maintain positions in the following midstreams: ET, EPD, WES and MPLX. This isn’t just to capitalize on the wars - these stocks are also data center plays. CVX is building a large campus to supply power for MSFT data centers. ET provides power to ORCL data centers and MPLX has a deal to do the same for MARA.

Problem with VWAP is it can look completely different depending on whose data you're using and when the premarket trading "starts".
VWAP in ToS for SPY can look very different than it does on Tradingview because ToS/Schwab shows 24/5 price data for SPY, Tradingview does not.
I like VWAP more on futures, because everyone shows the 5p ET close for 1 hour, then they re-open at 6p. VWAP reset for the day will happen there too. It's more consistent across all sources.
I mostly try to keep to SPX options trading, but SPX doesn't actually have volume to accurately calculate VWAP, and also most sources only show data starting at market open at 6:30, no pre-market info. On tradingview, some of the SPX displays do show completely fabricated volume data, so you can get things like VWAP, but it will look completely different than the /ES VWAP and volume info.
SPREADEX:SPX on Tradingview is interesting because it's effectively taking the /ES futures info, volume and all, but price normalizing it to SPX. So, VWAP actually has worked quite well on that one specifically, because it is the futures data, just showing SPX equivalent price. All the rest of the SPX displays either don't have volume or they have completely fabricated volume and only show RTH.
That being said, last week, VWAP appeared to be very important to /ES. Tuesday through Thursday, we effectively rejected and sold off every time we tapped VWAP from underneath. Friday, that changed. We popped above it, came back down to it, found support there and then bounced up--until we didn't in the dying minutes of the day.
Don't rely on that happening as cleanly as it did last week all the time, though... When you recognize the market appears to be respecting VWAP more than normal (like last week), sure, pay attention and trade with that. But it absolutely is not something to trade with by itself most of the time, IMO.

I love them and hold ET, EPD, WES and MPLX in my brokerage. They do K-1s, so wouldn’t recommend them for a Roth. WMB and ENB don’t do K-1s, so you won’t have that issue. Another option would be a midstream ETF like AMLP…

**📊 Key U.S. Economic Data (ET)**
No high- or medium-impact USD economic events scheduled.
⚠️ For informational purposes only. Not financial advice.
https://preview.redd.it/pnzg48y9wdph1.png?width=1920&format=png&auto=webp&s=e0db06ebd8689ef323e7d5e8d50ebade80784318

Happy to further clarify.
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Regarding the titling on the various accounts, we'd like our Retirements team to take a closer look. Associates are available Monday through Friday from 8:00 a.m. to 8:30 p.m. ET through the link below.
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GME warrants (GME.WS) expire Oct 30, 2026 @ 5PM ET, strike price $32.00.
Halloween lands the very next day — Sat, Oct 31, 2026.
COHENCIDENCE?
The 13D of Roaring Kitty will come 👀
https://x.com/TheRoaringKitty/status/1791121430836584789/video/1?s=46

View in your timezone:
[Oct 30, 2026 at 5PM ET][1]
[1]: https://timee.io/20261030T2100?tl=Bear+beware%2C+you%27re+in+for+a+scare

The correlation regime between META and GOOGL entered a weakening trend on 08 Sep 12:00 ET at +0.38, and is **still ongoing** (14 candles · 56 trading hours). Over this period META rose 5.06%, GOOGL fell 0.04%. **The two pairs decoupled.**
The composite correlation has since fallen from +0.38 (04 Sep) to **-0.084 now** (last data: 11 Sep 20.00 ET) the weakening the regime flagged, playing out.
**READING — META–GOOGL at** WEAK × Weakening *(this pair's own last 3)*: for this pair it has been **a durable decoupling (hedge / spread)** — **3** past runs, median **19 candles · 76 trading hours** (range 16–32), 3 lasted 2+ days. So the play has real, multi-day room before the turn the **ANTITHESIS** warns of.
**Option Strategy: The play — long but defined-risk: a META Oct 16 650/680 call debit spread (long 650 \~0.53Δ \~$30, short 680). Roughly half the cost of the naked call, nets out most of the 37% IV, capped loss if they re-couple. No earnings in the expiry, theta \~1.5%/day. My exit isn't a price stop — it's correlation turning back positive (that's the divergence closing).**
*Methodology: Four-hour candle closes are used while the markets for both instruments are open (00:00, 04:00, 08:00, 12:00, 16:00, 20:00 ET).*
*The correlation coefficient is a composite score derived not only from the Pearson method but also from Pearson, Spearman, and EWMA calculations.*

Hello, and thanks for stopping by the sub for the first time today.
When it comes to net unrealized appreciation (NUA) for company stock in a 401(k) or similar qualified workplace retirement plan, we recognize there are important decisions regarding tax treatment when moving the company stock. Below is an article that dives deeper into the NUA strategy, including a couple of scenarios, to help you both determine if this is the right strategy to take.
[Make the most of company stock in your 401(k)](https://www.fidelity.com/learning-center/personal-finance/retirement/company-stock)
We also recommend speaking with a tax professional to review your situation's specifics and determine whether and when to make a move.
Additionally, please note that while ACAT is an electronic system built exclusively for retail brokerage accounts, it cannot pull assets directly out of an institutional workplace plan.
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We appreciate you reaching out to the community and the Mods are always here to help when we can.

Happy Sunday!
I understand the importance of getting this filled out correctly. With that, I recommend contacting our Health Savings Account (HSA) team directly for guidance with this. Our associates will be able to walk you through the form, and they can be reached Monday through Friday 8:30 a.m. to 8:00 p.m. ET using the link below.
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Im up substantially, not even including dividends. Average costs being ET at $16.05, T at $16.89, and WMB at $32.63
So no, it’s not a poor choice

Anyone can ask anything - but as of 4pm ET on 9/11, the lowest ask was $28. No one is selling.

Tesla Roadster Unveil 10.01
PUMP ET

Biggest fear right now is just a huge market pullback, but ET, ALM, and BLBD are my holds I could see making massive jumps before year end.