Here's something worth noting: since mid-October, the pattern's been pretty clear. Most significant downward moves? They're clustering during U.S. hours. Not a coincidence—liquidity concentration and institutional activity during American trading sessions are reshaping volatility patterns. The data since October 10th tells a consistent story about where selling pressure actually materializes.

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NftRegretMachine

· 12-02 08:44

The US stock market started to crash as soon as it opened? I saw it coming a long time ago; there is indeed a pattern.

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SignatureDenied

· 12-01 20:06

I've noticed the dumping during the US stock market hours for a long time; institutions love to stir things up at the opening in New York.

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InscriptionGriller

· 12-01 06:56

Hi, I saw through this routine since mid-October. The Americans are the most ruthless during trading hours, and once the institutions take action, they start dumping. If you don't have real skills, you can't avoid it at all.

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probably_nothing_anon

· 11-29 14:53

Dumping during the U.S. stock market hours has long been an old trick, and institutions have their way of sucking blood.

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ZKProofster

· 11-29 14:52

yeah, so technically speaking... the us market hours correlation isn't exactly groundbreaking. institutional liquidity concentration is basically protocol-level market mechanics at this point. what's actually interesting is whether this pattern holds as a mathematical guarantee or just another statistical artifact.

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On-ChainDiver