Post-earnings patterns are often misread. $Intel(INTC)$  Day one brings shock, day two sees digestion, day three marks reduced volatility. The drop reflected structural shifts, not hourly news updates. Price accelerated through low-volume zones before meeting historical support where institutional buyers emerged. This shifts holdings from emotional sellers to algorithmic buyers purchasing weakness per quantitative models. Retail investors frequently misconstrue that "not terrible" post-earnings results can still trigger declines, as stocks were priced for perfection. The initial move represents valuation reset rather than reward. Tactical capital finds defined-risk mean reversion opportunities here, while core positions require rechecking fundamentals amid market stress. Having paid for dreams at peaks, the market now audits costs. Focus on structure over slogans.