MLK DAY MECHANIC

Markets are closed today.

That doesn’t stop decision-making. It just removes the scoreboard.

In public markets, every headline has to clear through price. If the story is wrong, the tape corrects it. If the story is right, capital confirms it.

Private markets work differently.

They absorb signals slowly, process them through committees, translate them into underwriting adjustments, and then deploy capital on a different clock.

That’s why MLK Day is a useful moment for allocators.

It highlights the key private market mechanic that most people underappreciate:

Private markets do not move in real time.

They move in batches.

Today is a batch-building day.

Tuesday is when the public market batch clears.

The rest of the week is when the private market batch begins to form.

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In public markets, holiday closures create narrative drift.

In private markets, narrative drift is not a temporary distortion.

It’s a structural feature.

Because there is no daily clearing price, private investors can hold beliefs longer. They can delay recognition. They can keep models stable even as the public market changes tone.

That is not a flaw.

It is part of the product.

The question is whether the lag is being compensated or punished.

And that is the allocator’s job: understand when lag is protection and when lag is risk.

Lag can be a feature when you’re underwriting long duration cash flows and the volatility is noise.

Lag becomes a liability when the cost of capital is shifting under your feet faster than your process can adapt.

The reopen matters because it reintroduces a forcing function.

Once markets reopen, you get a real-time expression of:

risk appetite
duration preference
earnings confidence
policy sensitivity

That’s not just information for traders.

It’s information for private markets, because public markets provide the first draft of what capital is willing to tolerate.

If public markets are calm, private investors feel permitted to stay constructive.

If public markets reprice sharply, private investors begin to tighten standards.

Not immediately.

But inevitably.

And the crucial point is this: private markets do not copy public markets. They translate them.

They translate them into:

required returns
leverage tolerance
structure demands
time-to-close assumptions
and the thickness of the diligence process

The tape moves daily. Private markets adjust through process.

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This is the first full liquidity week after a holiday lull, and it tends to create a clean set of signals that private investors should watch.

The cost of capital signal

If rates rise and equity markets still hold, that implies a market that can tolerate tighter financial conditions. If rates rise and equity markets flinch, that implies fragility.

The earnings confirmation signal

Earnings season is not just a public market event. It is a real economy signal. When companies guide down, private market underwriting changes. When margins hold, leverage appetite improves.

The dispersion signal

If public markets are stable but internally violent, it suggests selectivity is the rule. That tends to carry into private markets as narrower deal appetite.

The funding signal

Watch credit spreads. Private markets can ignore the tape, but they cannot ignore the cost of debt.

But there is a fifth signal that matters in private markets more than almost anything else.

The willingness of capital to finance time.

In an easy regime, time is cheap. Deals can slip, diligence can stretch, and bridges can get extended.

In a tighter regime, time becomes expensive. Not because anyone panics, but because carry costs rise, exit windows narrow, and the tolerance for uncertainty collapses.

That is where the private market lag stops being a harmless delay and starts being a real economic variable.

Private market activity often looks smooth until it doesn’t.

That is because the system builds momentum quietly:

investment memos are drafted
deal processes advance
soft circles form
allocations are penciled in

Then one public market shift changes the entire tone of the room.

The change is rarely emotional. It is procedural.

Leverage terms tighten.

Equity checks get smaller.

Time-to-close assumptions widen.

Valuation frameworks become less forgiving.

This is why the first full liquidity week matters.

It’s the week that sets the tone for committee decisions that will show up as execution several weeks from now.

Because private markets do not react on Tuesday morning.

They react at the next committee meeting.

Then again in the next lender conversation.

Then again in the next set of term sheets.

The lag is not denial. It is governance.

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The most useful allocator distinction is not “public vs private.”

It is “cash flow certainty vs financing sensitivity.”

Lag pays you in strategies where:

revenues are contractual
cash flows are durable
and mark-to-market volatility would only create noise

It hurts you in strategies where:

leverage is central to returns
refinancing is part of the plan
or exit timing is doing more work than operations

This is why the same macro week can mean two different things inside the same portfolio.

Infrastructure and asset-based cash flows can look attractive when uncertainty rises, because they monetize stability.

Growth equity and venture can tighten fast, because the discount rate shows up everywhere at once and the exit market is the oxygen supply.

Private credit can look resilient, but only until defaults rise or financing costs compress spreads.

The key is that private markets don’t reprice in a single day. They reprice through terms.

Private markets often look stable because the marks don’t move.

But stability in marks is not the same as stability in opportunity.

If public markets are repricing, private market marks may lag, but deal terms adjust faster than the marks do.

You will see it first in:

higher preferred return demands
tighter covenants
more diligence friction
wider bid-ask spreads

The market doesn’t have to crash for conditions to tighten.

It just has to become more selective.

And selectivity is the true governor of private deployment cycles.

In public markets, you feel it in price.

In private markets, you feel it in who can close.

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Today is not about what the market did.

It is about what the market has not yet priced.

Holiday closures create drift.

The reopen creates flow.

The first full week back creates signal.

Private markets won’t react instantly, but they will react.

The question for allocators is whether this week’s public market signals indicate a system that can fund growth cleanly, or a system that will demand more structure, more yield, and more discipline before it deploys.

That decision is rarely made on a headline.

It is made at the margin.

And it starts showing itself this week.