The fall in Bitcoin price has triggered a sleep crisis for traders.

Source: CryptoNewsNet Original Title: Bitcoin's recent price decline fuels sleepless nights among traders Original Link:

Price Drop Causes Sleep Issues for Traders

Bitcoin recently dropped below $80,000 triggering a wave of sleep disruption in the retail trading community, according to the latest report from a certain exchange.

The flagship digital asset subsequently rebounded to around $88,000, but a drop of about 31% from recent highs has left many investors monitoring the price overnight.

This behavior has gone beyond simple anxiety, with nearly 70% of surveyed traders directly attributing execution errors and “bad trades” to lack of sleep, resulting in physical fatigue exacerbating portfolio losses.

Night Surveillance

A survey from a certain exchange indicated a significant shift in behavior: 68% of respondents reported that they check prices almost every night or every night before going to bed, while only 8% said they never do this.

This model highlights how market fluctuations increasingly affect daily life and nighttime habits.

Furthermore, data indicates that sleep deprivation is becoming the norm in cryptocurrency trading.

According to the report, more than half of the surveyed participants stated that they stayed up at least until 2 AM due to market volatility, while another 33% reported staying awake until 4 AM or later. A total of 81% reported insomnia while waiting for favorable setups or key events.

At the same time, the psychological driving factors behind this behavior indicate that the market is increasingly driven by emotions rather than technical analysis.

The main cause of insomnia is not the fear of liquidation, but the fear of missing out (FOMO), mentioned by 59% of respondents.

This aligns with the finding that sleep quality is closely related to market direction: 64% sleep better in a bull market, while only 10% do in a bear market.

Bitcoin Night Volatility

A certain exchange argues that this insomnia is not just a reaction to prices, but a response to changes in volatility time.

The company cited data from a certain study, pointing out that the most severe price fluctuations have shifted to the night window.

Data shows that the highest realized volatility is concentrated between 18:00 and 06:00 UTC. This timeline aligns with the thinning of the institutional order book when U.S. liquidity providers are offline.

As a result, during the Asia-Pacific crossover period, a relatively small order flow is triggering extreme volatility due to reduced market depth.

For retail traders in the EMEA time zone, this volatility window directly overlaps with their rest period, forcing them to choose between sleep and active risk management.