Ever notice how the biggest players move markets like chess, not chance?

Institutional money tells a story through their positions. When the "elite tier" traders start unwinding longs, retail gets a front-row seat to price discovery—usually the hard way. The pattern repeats because it works: accumulate quietly, exit loudly, and let FOMO handle the rest.

There's zero gambling in how smart capital operates. They don't hold because they believe; they hold because the math works. The moment momentum shifts or conditions tighten, they're already moving to the exits. No hesitation. No heroic conviction holds. Just disciplined risk management.

The crash that follows? That's not accident. That's consequence. When whales unload, liquidity dries up faster than you'd think. Positions that were paper gains become realized losses for everyone else.

The real lesson isn't about timing the top—it's recognizing that institutional distribution follows a playbook. Patient accumulation. Strategic exit. Market capitulation. The script doesn't change because it remains profitable for those executing it.