Market shocks, like sudden phase changes in a quantum system, can ripple through assets, disrupting trends. Dr. Glen Brown’s Law 3 of the Nine-Laws Framework counters this with DAATS ratcheting during VIX or credit-spread surges, inspired by quantum phase transitions. This article explores how GATS1 to GATS43200 navigate these shocks, adjusting stops and hedging risks across timeframes from minutes to months, ensuring robustness in turbulent markets.