  A first attempt at obtaining market--directional information from a
non--stationary solution of the dynamic equation "future price tends to the
value that maximizes the number of shares traded per unit time" [1] is
presented. We demonstrate that the concept of price impact is poorly applicable
to market dynamics. Instead, we consider the execution flow $I=dV/dt$ operator
with the "impact from the future" term providing information about
not--yet--executed trades. The "impact from the future" on $I$ can be directly
estimated from the already--executed trades, the directional information on
price is then obtained from the experimentally observed fact that the $I$ and
$p$ operators have the same eigenfunctions (the exact result in the dynamic
impact approximation $p=p(I)$). The condition for "no information about the
future" is found and directional prediction quality is discussed. This work
makes a substantial contribution toward solving the ultimate market dynamics
problem: find evidence of existence (or proof of non--existence) of an
automated trading machine which consistently makes positive P\&L on a free
market as an autonomous agent (aka the existence of the market dynamics
equation). The software with a reference implementation of the theory is
provided.
