Entropy encoding at work in the economy

Political Calc usually runs their stock prediction model on future dividends expectations. However, after three attempts at oil price peaks, the economy encodes that result into its own model, using oil queues to predict future macro results. Here they quote a noise event that spooked investors:

Overseas Shipholding Group, the largest U.S.-based oil-tanker owner, fell to the lowest level in almost 29 months after the company cut its dividend. Other tanker companies including Frontline Ltd. also declined. 

Then conclude that this noise event signaled a new encoding:

As noise events go, the current scenario is about as scary as it gets. Our fear is that instead of presenting a buying opportunity, as many noise events do thanks to investor overreaction, investors may instead be correctly anticipating a declining situation, which would perhaps make this the rare case when falling stock prices may actually precede a decline in expected future dividends. Normally, it's the other way around....Political Calculations

See how this works, the economy is an adaptive Huffman encoder.  Underneath the encoder is a queue length restriction, the finite length of a queue humans will tolerate, about three customers in the line.  In this case it appears as three oil peaks.  Behaviorists interpret this as the learning time, but it is really the queue restrictions that cause us to learn.  We notice aggregates building up and respond by changing the -iLog(i) to make the distribution network minimal to a standard uncertainty.