This episode examines the institutional forecast failures following Bitcoin’s October tenth flash crash, which triggered nineteen billion in liquidations and invalidated consensus year-end price targets from JPMorgan, Standard Chartered, and other major analysts. We break down how leverage unwind mechanics drove Bitcoin more than thirty percent below its all-time high, exposing gaps in ETF-era volatility modeling. The briefing also covers the structural divergence between silver and gold driven by Chinese supply legislation, and cross-asset technical setups in the Russell two thousand and META as year-end positioning resolved across equities and commodities.
