Advanced International Journal for Research

E-ISSN: 3048-7641   •   Impact Factor: 9.11

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Volume 7 Issue 1
January-February 2026

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Could the Silver Market Be Engineered?

Author(s) Mr Varun Gadia
Country India
Abstract The 2025 silver rally, which propelled prices from approximately $30 per ounce to nearly $117 within a compressed timeframe, represents one of the most structurally extreme commodity repricings in recent history. While conventional explanations emphasize industrial demand growth, macroeconomic conditions, or inflationary hedging, the velocity and convexity of the move suggest a deeper structural mechanism at work.

This paper presents a fictional yet technically plausible case study exploring how modern silver market architecture — particularly the interaction between thin effective float, ETF creation mechanics, vault allocation dynamics, and systematic momentum capital — can amplify relatively modest capital deployment into nonlinear price escalation. Rather than alleging coordinated wrongdoing, the analysis focuses on structural vulnerabilities embedded within the market’s plumbing.

By distinguishing gross inventory from tradable float and examining the reflexive feedback loop between ETF inflows and physical sourcing constraints, this study demonstrates how a float-fragile system can generate parabolic price behavior without requiring traditional forms of manipulation. The findings underscore a critical insight: in markets where liquidity is mechanically constrained and capital flows are algorithmically responsive, structure itself can produce outcomes that resemble engineered squeezes.
Keywords Silver, finance, gold, commodity, comes, London vault, Troy ounce
Field Business Administration
Published In Volume 7, Issue 1, January-February 2026
Published On 2026-02-12
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E-ISSN 3048-7641
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