Macro

A breakdown of the drivers behind Bitcoin’s sharp November pullback — on-chain STH selling, a looming death cross, volatile ETF flows and a critical macro week — plus actionable signals and three risk-management strategies for traders and PMs.

Large allocations to spot Bitcoin ETFs by institutional players are changing how BTC reacts to macro shocks and liquidity stress. This feature explains the mechanics of IBIT-like funds, why Harvard and Avenir matter, and lays out scenarios for BTC over the next 6–12 months.

Harvard’s reported 257% jump in iShares Bitcoin Trust (IBIT) holdings to $442.8M this quarter is more than headline noise — it’s a signal about how elite endowments are approaching BTC exposure, product preference, and portfolio risk management. This piece unpacks the purchase, why ETFs win over direct custody for some allocators, and what it means for other endowments, pensions, and BTC’s macro hedge case.

A focused market note on the recent Bitcoin stress episode: large ETF outflows (including the $860M event), price slipping under $100k, and mixed institutional messaging. Actionable near‑term scenarios, support zones, and tactical risk-management ideas for intermediate traders and CIOs.

A sharp Bitcoin correction has lit technical alarms, driven large ETF outflows and institutional selling, and sparked forced liquidations. This article breaks down the technical setup, flow data, macro backdrop and a prioritized 30–90 day risk-management playbook for traders and portfolio managers.

Bitcoin’s rapid fall under $100,000 in mid‑November stunned traders — a mix of ETF outflows, long‑term holder selling and a liquidation cascade amid a risk‑off macro pulse. This piece breaks the timeline, technical levels, and 2–6 week tradeable scenarios for intermediate traders and portfolio managers.