Macro

Reflexivity

Soros's principle that market prices influence the fundamentals they are supposed to reflect, creating self-reinforcing or self-defeating feedback loops.

Definition

Reflexivity describes situations where investor expectations alter the underlying reality they're trying to forecast: rising stock prices ease a company's cost of capital, validating the rally; falling currencies trigger inflation that justifies the depreciation.

Reflexive episodes are unstable by construction — they accelerate until a constraint binds, then reverse with similar violence.

Why it matters

Reflexive trends are the source of the largest macro returns and the largest drawdowns. Recognizing one early is more valuable than any valuation framework.

Worked example

1992 Sterling crisis: short Sterling positions widened the credibility gap, forcing higher rates, slowing the UK economy, and validating the bearish thesis until the BoE exited the ERM.

Frequently asked

Is reflexivity the same as a feedback loop?
Feedback loops are the mechanism; reflexivity is Soros's term for the specific case where prices change fundamentals.
How do you trade a reflexive setup?
Position with the trend while the loop is reinforcing, but reduce gross exposure as the binding constraint approaches.
What ends a reflexive trend?
A policy response, a liquidity exhaustion, or the underlying constraint (debt capacity, reserves, political tolerance) being hit.
Why can't models predict reflexive moves?
Standard models assume prices reflect fundamentals; reflexive systems break that assumption.

Related terms

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