One could say that trust is something that is a basis for a trade. That is, one trusts that one has made a purchase such that over the ensuing time, it will return in your favor. Whether there was any basis for this trust, or simply random events construed this outcome is not necessarily important, except for the fact one may want to make another trade and another. What I could say is that the basis for such trust, if it exists, is contextual.
One can look at fear and greed in terms of trust, that is one deviates away from trust with fear and with greed. But of course can one in any sense trust a trading market. If trust is highly limited, then the effects of fear and greed may become amplified.
Which comes back to systematic approaches of some kind, because one has no alternative to act in the market. One can find trust here, by saying that a given systematic approach may have some validity in market function, or past performance (in both cases that validity, if it exists, can change).
But what is a non-systematic market stance without fear and greed like. Market driven, perhaps.
If one could use a trading market a bit more like an investing market, that is loosen the time factor which decides exits of trades (that is, the extent of the move against your position overwhelms the opportunity within the position) one may have a different perspective, if one can find an apparently counterintuitive basis for such trust.
It is interesting to ask if equities have a different time factor than other instruments, ignoring issues of leverage and is this related to that growth. That exists in forex for example, market participants may seem to effectively grow a forex pair, but without that stability from company structure, except perhaps in the way markets may interact.
But, again, is there something else in that space between trust and simply doing. If one considers responsiveness, one can say that the human brain, as long as it deals with fear and greed can respond (this is what it does, it was designed to do so, within the limits of such design). Assuming there is something to respond to.
There is nothing one can do about or with the news event, it happened somewhere else just as one cannot really do anything about what is happening about the market, especially markets like forex. The consequence of responding in forex is not not necessarily really growing, just a collection of responses. That points to the question in markets, do valuations really grow in some sense, or is it just trader response which may make for changes.
Is there something real in the way information changes over time, what structures it or even appears to structure it. It possibly comes down to a sense of predictions of accuracy being made, that is the way these are collectively done. This points perhaps to the importance of making such predictions to the generation of information.
In the case of forex, there may be something that at least guides those predictive statements. In the case of equities this may be more the case, in some circumstances.
