#比特币价格走势 Seeing Strategy's continuous two-week accumulation of over 21,000 Bitcoin, my first reaction isn't excitement but rather thinking: are these institutions really voting with real money?

From a data perspective, this wave of accumulation is quite interesting—they're not buying everything at the bottom in one go, but rather entering gradually. The average price has risen from 90,615 to 92,098. What does this rhythm indicate? It shows that even professional institutions are acknowledging market uncertainty. But more importantly, they choose to continue adding positions rather than wait and see. This signal cannot be ignored.

Cathie Wood's comments also confirm this point: Bitcoin experienced the strongest liquidity during the 1011 crash, being hit the hardest, which actually indicates clear bottom characteristics. She emphasizes that Bitcoin is the preferred starting point for institutional allocation. This is not bragging but an objective judgment based on capital flow—CoinShares data shows a net inflow of $796 million in the US market last week, with continuous outflows from Bitcoin short products.

My own copy-trading strategy has been adjusted at this stage: for those traders willing to add large positions during this time window, I have increased the copy amount and holding period. But the prerequisite remains—the risk management logic of each copy trader must be clear. Institutional accumulation does not mean unlimited chasing of the rise. Only after experiencing losses do I understand this.

Market bottom signals are obvious, but real gains come from accurately assessing personal risk tolerance and then choosing traders that match it for replication.