Looking through the market data of major exchanges, the current situation of $RIVER is quite interesting. Although the ratio of active buying and selling is roughly around 1:1, a closer look at the large holder positions reveals a clear divergence—quite obvious. Some exchanges' institutional top holders indeed hold substantial long positions, but retail traders' enthusiasm for longs is even higher, creating a scenario of "retail chasing wildly while big players stay on the sidelines."

Who benefits most from this pattern? The main force does. During this sideways period, the positive fee rate in the futures market has caused long positions to bleed continuously, while the main players are also creating fake trades through wash trading, misleading trend-following retail traders into thinking buying pressure is strong. But all of this is just surface-level.

As the 10-day unlocking period approaches, the main force's motivation to push prices higher has long been exhausted—pushing further up would only make it harder for them to cash out. Currently, the short positions are scarce, and the main players can't recover their costs by "harvesting the shorts." The situation has reached a critical point.

At this moment, think in reverse: instead of following retail traders into long traps, it’s better to preemptively set up short positions, waiting for the main force's impending sell-off.

$BTC $ETH's situation is also worth paying attention to.