General Event to Host Flower AI Summit from March 26 to 27, 2025

28th is a good day, I thought it was the baseless 29th haha, I was stunned by the big move. Today I saw that the four major exchanges are all trading pairs centered around pi, with the top three and the last nine, and it's the same in the code repository. Pioneers, we are so blessed 😄😄😄✊✊✊🛫🛫🛫🛫#Pi

Crypto Daily Report #深度创作营 02.28(: Bitcoin Consolidation Under Pressure, Institutional Losses Widen, US PPI Suppresses Rate Cut Expectations I. Short-term Price Fluctuations and Market Risks for Bitcoin 1. The total liquidation amount in the 24-hour cryptocurrency market reached $275 million, including $195 million in long positions and $79.82 million in short positions. Bitcoin liquidations totaled $89.11 million, ETH liquidations $89.59 million, with 102,817 people liquidated. 2. Short-term market forecasts show an 83% probability on Polymarket that "Bitcoin will rebound to $75,000 this year," but only a 17% chance of reaching $75,000 within two months, indicating market caution about short-term volatility. 3. Bitcoin is currently consolidating in the $62,000–$72,000 range. Open interest in options is approaching a record high, and the market has declined for five consecutive months, facing a potential directional choice. 4. A 15-minute short-term prediction platform shows market disagreement on Bitcoin's short-term rise or fall, requiring attention to real-time market sentiment changes. 5. When Bitcoin temporarily retraces below $66,500, support levels are sequentially at $64,800, $63,500, and $62,000. A rebound requires stabilization within the $66,500–$67,000 range. II. Mid- to Long-term Trends and Institutional/Mining Company Dynamics 1. After the February crash, market analysis indicates that Bitcoin is in the "dark before dawn" phase. Core factors such as liquidity, attention, and chip structure suggest a bottom is near, with key support levels to watch. 2. Bitcoin mining company MARA announced Q4 2025 results, with revenue down 6% year-over-year to $202.3 million, a net loss of $1.7 billion. During the quarter, it mined 2,011 BTC, with a single electricity cost rising to $48,611, holding 53,822 BTC at year-end. III. Impact of Macroeconomic and Regulatory Factors on the Market 1. US January Producer Price Index (PPI) data exceeded expectations, rising 0.5% month-over-month (vs. 0.3%), with core PPI up 0.8% (vs. 0.3%), leading to market expectations for a rate cut by the Federal Reserve in March falling below 4%. Bitcoin prices declined under pressure. 2. About 30% of the US government-held Bitcoin reserves (94,643 coins) are related to the 2016 BitHacker attack. If courts rule that victims must be compensated, the reserves will shrink, potentially affecting market sentiment. IV. Cryptocurrency Mining Industry Developments (Including Mobile Cloud Mining Applications) 1. By 2026, Hashbitcoin Bitcoin is recommended as the best choice among mobile cloud mining applications, offering various mining plans and daily rewards, supporting BTC, DOGE, and other cryptocurrencies. 2. Other recommended apps include StormMine Pro (user-friendly for beginners), HashWave Mobile (advanced analytics), NordHash Lite (green energy), each with its own features.

$PI Still a little red 👊👊👊, the circulation has been increasing, the market has been falling, Pi is still very stable, but on the other hand, I hope Pi can drop now because I want to buy more chips at a low price. Air force members, give me some support, thank you 🙏🏻🙏🏻🙏🏻

#BuyTheDipOrWaitNow? 1. Current Structural Context As of early February 28, 2026 (UTC), Bitcoin trades near $65,800–$66,000 following a ~47–48% correction from the late-2025 peak near $126,000. This places the market in: A high-volatility consolidation regime Deep technical oversold territory Post-deleveraging stabilization phase Macro-uncertain but structurally intact cycle The central question is no longer emotional (“Buy or wait?”) — it is probabilistic: Is this a mid-cycle reset with asymmetric upside, or the beginning of a deeper structural unwind? 2. Technical Regime Assessment Short-Term (1–4 weeks): Daily RSI ~31–33 (oversold) Bullish divergence visible on lower timeframes Momentum deceleration (MACD histogram compression) Volatility compression suggesting expansion ahead Probability-weighted outcome: 45–55% chance of 8–15% relief rally if $63k–$64k holds. Medium-Term (1–3 months): Price remains below 50D and 200D dynamic resistance Trend technically bearish until $68k–$70k reclaimed Conclusion: Oversold bounce conditions exist, but structural confirmation requires higher-level reclaim. 3. Liquidity & Market Microstructure Critical price zones: Immediate support: $64k–$65k Structural pivot: $62k–$63k High-conviction demand: $58k–$60k Resistance stack: $67k–$70k Order book depth reveals thinner liquidity below $63k, increasing risk of temporary vacuum if breached. However, open interest contraction suggests cascading liquidation risk is lower than during late-2025 leverage extremes. The market is fragile, but not structurally unstable. 4. Derivatives & Leverage Environment Funding rates remain mildly negative — indicating defensive positioning and short bias. Open interest is materially reduced (20%+ below peaks), signaling deleveraging largely complete. Options skew shows downside hedging still dominant. Interpretation: Leverage excess has been flushed. Reflexive collapse risk diminished. Volatility expansion likely directional, not disorderly. 5. ETF Flow & Institutional Behavior Recent spot ETF inflows have reversed a multi-week outflow streak, led primarily by BlackRock products. Flow-based valuation modeling implies a fair value closer to $95k under sustained inflow conditions — placing current price roughly 40% below flow-implied equilibrium. Key variable: Are inflows persistent or temporary? If sustained above $400–$600M daily pace, probability of structural recovery increases materially. 6. On-Chain & Supply Dynamics Indicators suggest: SOPR <1 (capitulation behavior) Long-term holder distribution slowing Exchange reserves structurally declining Whale accumulation clusters near $60k–$65k Miner stress signals remain absent. This resembles mid-cycle reset behavior more than terminal bear capitulation. 7. Macro Correlation Framework Bitcoin remains highly correlated with: Nasdaq (~0.7–0.8 beta) Real yields (inverse sensitivity) USD strength (DXY drag when elevated) Primary macro risk: No confirmed global liquidity expansion yet. Primary macro catalyst: Clear rate-cut pivot or easing cycle could accelerate capital rotation into risk assets. Macro remains neutral-to-tight, not aggressively contractionary. 8. Cross-Cycle Statistical Positioning Historical analogs (2017, 2021 post-halving mid-cycle resets): At 45–50% drawdowns: Average 6-month forward return ≈ +30% Median ≈ +25% Worst macro-adjusted case ≈ −18% Current drawdown statistically aligns more with mid-cycle reset than structural top formation. 9. Probabilistic Scenario Tree Short-Term (2–8 weeks): Bullish Relief (48%): $63k holds → reclaim $68k–$70k → extension toward $80k zone. Range Compression (27%): $62k–$70k multi-week consolidation. Bear Extension (25%): Decisive break below $63k → liquidity sweep toward $58k–$55k. Medium-Term (3–6 months): Recovery toward $85k–$95k (≈42%) Extended base formation (≈38%) Deeper corrective regime (<$55k, ≈20%) 10. Capital Allocation & Risk Discipline Model Rather than binary decision-making: Structured scaling approach: Partial exposure in oversold compression zone Additional allocation on structural confirmation above $70k Reserve liquidity for asymmetry below $60k Maintain hedging flexibility Risk Management Parameters: Controlled position sizing Avoid full allocation pre-confirmation Preserve 25–40% liquidity buffer Protect against macro event volatility Volatility is opportunity only when sized properly. 11. Asymmetry & Expected Value Framing At ~$66k: Downside to structural stress zone (~$55k): −17% Upside to flow-implied valuation ($95k): ~+44% Risk/reward skew moderately positive — conditional upon $63k structural defense. The edge lies not in prediction, but in disciplined probabilistic positioning. Final Institutional Conclusion The #BuyTheDipOrWaitNow question dissolves under structured analysis. This is not a binary choice. It is a regime evaluation. Current regime characteristics: Deep oversold technicals Leverage reset largely complete Early ETF flow stabilization No miner capitulation Macro uncertainty unresolved Volatility compression near expansion The decisive structural pivot remains $63k. If defended: Asymmetric upside probability increases meaningfully into Q2. If lost: Short-term liquidity vacuum likely tests $58k–$55k before stabilization. The advantage belongs to disciplined capital allocators — not emotional participants. Volatility is the mechanism. Liquidity is the catalyst. Structure defines timing. Risk control defines survival.

#JaneStreet10AMSellOff JaneStreet 10AM Sell-Off — A Deep Dive Into Systematic Market Pressure, Institutional Behavior, Liquidity Dynamics, and Strategic Trading Insights From my perspective, the recurring “JaneStreet 10AM sell-off” represents more than just a routine price dip; it reflects the underlying mechanics of systematic market behavior and institutional trading strategies. Historically, markets exhibit patterns when large participants execute trades in a structured and predictable manner. In this case, the 10AM sell-off appears to be a form of algorithmic distribution, where Jane Street, or similar liquidity providers, gradually offload positions at a scheduled time to minimize slippage and reduce market impact. This type of pattern creates a subtle but consistent downward pressure that can influence market sentiment, suppress short-term price growth, and shape volatility in otherwise bullish periods. The implications of such systematic selling are significant. When predictable sell pressure exists, retail and institutional participants alike are forced to navigate around it. Buyers attempting to enter during this period encounter resistance not because of natural supply-demand imbalance, but due to structured liquidity operations. Recognizing these patterns allows strategic participants to anticipate and plan entries more effectively. For example, a trader who understands the timing of the sell-off may choose to accumulate positions before or after the window, rather than competing directly with large, automated sellers. This understanding transforms an otherwise risky trading period into an opportunity for calculated positioning. From a structural perspective, recurring sell-offs like this are part of broader market mechanics. Large institutions often use such timed selling to manage risk, maintain portfolio balance, or comply with internal liquidity mandates. While these actions may temporarily suppress price, they also ensure orderly market behavior, preventing sudden shocks that could destabilize broader trends. Over time, repeated sell-offs can even contribute to healthier market structures, as they transfer positions from less informed or weaker participants to those who are strategically prepared. Essentially, the market uses these patterns as a mechanism to redistribute supply efficiently without creating abrupt volatility spikes. Liquidity dynamics are critical in interpreting these events. During the sell-off window, market liquidity is temporarily absorbed by institutional selling. If buyers remain passive or insufficient, the price dips naturally. However, once the structured selling completes, excess supply is absorbed, allowing the market to stabilize and potentially rebound. Observing volume and order book behavior during these periods provides insight into which participants are active, where liquidity clusters exist, and how much market depth is available for upward price movements. Traders who monitor these metrics closely gain an edge by timing their participation effectively. Psychology also plays a role. Recurring patterns condition market participants to expect declines at specific times. This expectation can lead to preemptive selling by weaker hands, amplifying the effect of the institutional sell-off. Conversely, strategic participants may use this predictability to their advantage, buying during periods of artificially induced weakness and positioning for rebounds after the selling window closes. Understanding both the structural and psychological components allows traders to navigate the market more effectively, reducing risk while enhancing opportunity. From EagleEye strategic perspective, the key takeaway is that knowledge of systematic patterns can transform perceived risk into a tactical advantage. Instead of avoiding the market during the 10AM window entirely, a disciplined approach would involve identifying support levels, monitoring liquidity flow, and gradually accumulating positions once the bulk of selling pressure has subsided. Timing, patience, and observation are more valuable than reactive trading in such structured environments. In conclusion, the JaneStreet 10AM sell-off is a predictable yet strategically important phenomenon. It reflects structured institutional behavior, systematic liquidity management, and the interplay between supply absorption and market psychology. While it temporarily depresses prices, it also provides a unique window for disciplined participants to observe, analyze, and strategically position themselves. Understanding this pattern, monitoring volume and liquidity, and executing incremental trades can transform what appears to be a routine dip into an opportunity for long-term advantage, particularly as the market absorbs supply and prepares for subsequent directional moves.