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

It’s 4 in the morning ET bro relax lmao

Brent Crude breached $126/barrel although I was only able to screenshot a slightly lower amount:
https://preview.redd.it/cynviqhwn9yg1.png?width=999&format=png&auto=webp&s=b90c26daa43f696a0c2321d6929bd1bd31c6cdbb

And yet in spite of this, I still expect green candles tomorrow morning. Maybe it'll shift to red by 11:00am ET, but who knows:
https://preview.redd.it/fvcs3d2qn9yg1.png?width=644&format=png&auto=webp&s=009ae595faeca070c3d56310f0e4cd20b16f7465

I've been tracking institutional options flow signals for the past 2 weeks (157 signals total). Each signal gets a post-open validation check at 10:15 AM ET.
The data:
* Signals WITH post-open validation: 64.3% win rate
* Signals WITHOUT validation (midday, no gate): 40.0% win rate
* CALLS: 50% win rate
* SHARES: 39.7% win rate
The confirmation gate adds 24 percentage points. That's the single biggest finding.
Other observations:
* High scores (8-10) actually performed worst at 28.1% win rate
* Score 6-8 was the sweet spot at 60%
* 100% bullish ratio signals underperformed mixed signals (65-75% bullish)
* One ticker (CAR) appeared 5 consecutive days during an earnings collapse and dragged the entire dataset
Anyone else tracking flow signal outcomes systematically? Curious how these numbers compare.

Just finished breaking down today's ET cover to cover. Here is the pure logic of what’s actually happening in the markets right now, stripping away the noise
1. The Macro Engine (Rupee at 94.85/$)
Oil is at $115 and the US Fed kept rates high. The result? FPIs just pulled out ₹1.8 lakh crore to chase safe US yields, and our dollar demand for oil is skyrocketing. High $ demand + high ₹ supply = Rupee crash. Imported inflation is going to hit hard.
2. The OMC Arbitrage Global bulk diesel is \~₹140/L, but retail pumps are capped at \~₹90/L. Bulk buyers (railways/defense) are exploiting this arbitrage by buying retail. OMCs are bleeding cash with negative marketing margins and their profitable bulk sales are getting destroyed.
3. "China + 1" Capex Tata Electronics just hit 75,000 employees, beating Foxconn as Apple's largest Indian manufacturer. This is a massive structural Capex shift from IT services to high-value hardware.
4. The Unsecured Credit Bubble We just hit 119 million credit cards. That is massive unsecured leverage. The RBI rejecting NBFCs' attempts to use intra-group loans as "public funds" is the regulator aggressively defending the banking system's moat before a slowdown triggers defaults.
5. Operating Leverage in IT Cognizant laying off people while buying a $600M AI firm proves the traditional IT pyramid (hire 10 juniors for every senior) is dead. AI is replacing the bottom tier. Short-term severance pain, but long-term operating leverage and margin expansion for IT giants.

https://preview.redd.it/ha5klfafw8yg1.png?width=1206&format=png&auto=webp&s=f31aaec11df6a85f0618030055cefb01151cb346
**📊 Key U.S. Economic Data — Thursday, April 30, 2026 (ET)**
**8:30 AM** | Advance GDP q/q | Forecast: 0.5%
**8:30 AM** | Core PCE Price Index m/m | Forecast: 0.4%
**8:30 AM** | Employment Cost Index q/q | Forecast: 0.7%
**8:30 AM** | Advance GDP Price Index q/q | Forecast: 3.7%
**8:30 AM** | Unemployment Claims | Forecast: 214K
⚠️ For informational purposes only. Not financial advice.
📌 #GDP #CorePCE

Welcome back, u/No_Sport_5473. Thanks for taking a moment to share your experience.
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Probably a pretty big ask. SUN and MLPX recovered recently, but EPD is still a bit below ATH and ET and WES have a long way to go. Ultimately, the underlying companies themselves aren't doing great (or at least not as great as they were doing in 2014; though they are doing way better than they were in 2016 or 2020).
Plus, with the CEFs specifically, the impact of leverage (they're all leveraged somewhat) made those crashes much more impactful. They CEFs were forced to sell assets at low prices due to regulations regarding asset coverage. That locked in the losses, meaning recovery wasn't going to happen along the same lines as the underlying companies themselves (which is why the CEFs, though recovering after 2020, aren't recovering the same amounts as AMLP or the underlying).

Hi there, u/hotpocketrob. We appreciate you stopping by the sub today and also for including a screenshot of the app page.
While we're not currently receiving widespread reports of 401(k) portfolio/holdings not displaying within the Netbenefits app, we would like to share some troubleshooting steps below.
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ET

All MLPs dropped badly after 2014. AMLP, KYN, SRV, etc. You can look at some of the larger individual MLPs like SUN, EPD, and ET and see the same performance.
MLPs took on a ton of debt to fund expansion because they were hugely profitable after the GFC (2009). But the price of crude collapsed by 70% between 2014 and 2016 (too much supply, too little demand, and OPEC was fighting the US and shale oil producers). Huge debt plus their clients having no money resulted in lower contract prices which resulted in having to cut distributions and from there it was a downward spiral.

Hi there, u/hotpocketrob. We appreciate you stopping by the sub today and also for including a screenshot of the app page.
While we're not currently receiving widespread reports of 401(k) portfolio/holdings not displaying within the Netbenefits app, we would like to share some troubleshooting steps below.
-Close and relaunch app
-Shut down the phone and restart
-Switch data connections between mobile and WiFi
-Check for phone operating system updates
-Remove and reinstall the app
Please note, we recommend viewing any Workplace Investing accounts within the Netbenefits app, instead of the Fidelity app for a holistic view of the account.
If you're unable to see a difference with this, we recommend reaching out to our Workplace Investing team directly. Representatives are available, Monday - Friday from 8:30 a.m. - 12 midnight ET. Please say "401(k)" when prompted by the automated system to be connected to the right group.
Should anything else come up, please don't hesitate to reach out.

Meta to Spend More on AI Data Center Buildout -- Market Talk
04/29/26 5:55 PM
1715 ET - Meta expects to spend more on building out AI data centers this year than it previously projected. The company now forecasts 2026 capital expenditures of $125 billion to $145 billion, up from its prior range of $115 billion to $135 billion. The updated guidance reflects the company's expectations for higher component pricing this year and, to a lesser extent, additional data center costs to support future year capacity, it says. (kelly.cloonan@wsj.com)

Naturally. I'd love to just buy ET and MPLX but I hate k1s and LP pass through structure.

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Please feel free to let us know if we can help with anything else.

If it remains below 210 until 5:30pm ET (I think) it will be exercised and you’ll be assigned shares. Assignment typically happens overnight, not immediately after close, as buyers of the put have time after close to modify their exercise decision.

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IRM,ET,🪺🍆

There's always a lot of debate on the daily thread about whether CME gaps actually matter or if it's just retail chart-astrology. I wanted to share some quantitative data we've pulled on weekend gaps and why institutional arbitrage actually makes them a highly exploitable setup.


The Mechanics:
Unlike native crypto spot markets that trade 24/7/365, the Chicago Mercantile Exchange (CME) Bitcoin Futures market closes on Friday afternoon and reopens on Sunday evening (ET). During this weekend window, spot Bitcoin prices often exhibit significant volatility driven by retail and weekend news.


When the CME market finally reopens on Sunday, the opening price is almost always different from Friday's closing price—creating the "Gap".


The Data (The Magnetic Pull):
In quantitative trading, gaps act as massive institutional magnets. Because large funds and institutional market makers are restricted to trading during CME hours, any weekend price movement creates an imbalance they are statistically incentivized to close.


Based on our backtesting across the last 4 years of CME data, the historical fill rate for CME Bitcoin gaps is approximately
**77%**
. Meaning roughly 3 out of every 4 weekend gaps eventually get filled.


How to trade it systematically:
1.
Gap Size Matters:
Gaps < 1% are noise. Gaps > 3% are high-conviction setups.
2.
Context:
A gap down during a raging bull trend is a highly probable buying opportunity (buy the dip to fill the gap upwards).
3.
Confluence:
The most powerful CME gap setups occur when a gap overlaps with a key support/resistance level or a major options max pain strike.


We built a live tracker for this and wrote a deeper guide on the institutional arbitrage loop that forces these gap fills if you want to check it out.


How many of you actually adjust your Monday morning positioning based on the Sunday night CME open?


---

Ok, Alex, sorry. Look, here it's X hours more than east coast where the NYSE is. So I just take away X ticks on the watch or deduct X, right? I dont know your time zone but just figure the difference and do the same.
Core Trading Session: 9:30 to 16:00 ET
9:30 ET - Core Open Auction
15:50 to 16:00 ET - Closing Imbalance Period
16:00 p.m. ET - Closing Auction