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Capcut is good but could do some errors in video.

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Hello, Thank you for your feedback and for taking the time to share it. We'd like to clarify our position on each point. 1. Vulnerability classification We acknowledge that the PoCs you provided demonstrated real issues — which is precisely why we fixed them. However, our classification was based not on the existence of the problem itself, but on its practical exploitability in the context of our product. Specifically, the "forgot password" scenario requires the attacker to know the victim's email address. This reduces the practical value of the vulnerability from our perspective — not because we don't understand OSINT, but because it doesn't create a mass attack vector for our service. We understand that in bug bounty this approach may raise questions, and we accept that. 2. Why we fixed it if we didn't classify it as a vulnerability The fix was preventive. Even if we didn't classify the issue as critical, the mere fact of its existence is sufficient reason to eliminate it. This is not a contradiction: we can disagree with the severity assessment while still removing the risk. Rolling back fixes just to prove a point would be irresponsible toward our users. 3. Reward The reward amount ($50) reflects our internal assessment of the combined criticality of the three issues, taking into account their practical exploitability in our environment. We understand this may seem low, and we accept the criticism. Separately, we'd like to note: we are a young service that is still growing. Unfortunately, we cannot afford to pay huge bounties for discovered vulnerabilities the way large corporations with multi-million-dollar security budgets do. Our payments are a sincere thank-you for helping improve the service, not a commercial valuation of your work. We value every contribution, but our financial capabilities are limited. 4. What we've taken from this Your feedback showed that our assessment criteria and communication with researchers need improvement. We are revising our approach to classification and will be clearer about why a given issue receives a particular rating. Thank you for your contribution — the fixes have genuinely improved the security of our service. Best regards, The SOCNET Team

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The legal side worries many, and it is worth being honest here. The service does not guarantee that coins have no criminal past, it gives something else: a break in the link between the incoming and outgoing flow. This means that after conversion the asset does not carry old history and is calmly used further. An exchanger without a selfie with a passport works in exactly this logic: it does not evaluate the user, it performs a technical operation. Responsibility for the legality of the source funds remains with the owner, and this is normal. Understanding the limits of the service's capabilities helps avoid false expectations and unpleasant surprises in the future.

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Found this discussion interesting. Hopefully more members will join the conversation.

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SuperEx Guide: 2026 Year-End Outlook #SuperEx #Guide #MarketOutlook There’s been a lot going on lately, hasn’t there? And all of this has dramatically changed our previous expectations for Q4 this year. It’s even made the outlook more pessimistic when it comes to whether the trillion-dollar AI tech bubble is about to burst. Democrats have regained control of both chambers of the U.S. Congress, leaving the Trump administration to face an opposition-controlled legislature. NVIDIA CEO Jensen Huang has become the subject of an investigation involving personal conduct, chip exports, and national-security concerns. The Nasdaq fell 5.56% in a single session following the election before rebounding sharply. Meanwhile, renewed U.S. inflation has brought the possibility of another Federal Reserve rate increase back into market discussions. As 2026 enters its final weeks, investors are no longer dealing with a conventional year-end rally. Political control, monetary policy, AI valuations, and crypto liquidity are all being repriced at the same time. As of November 11, 2026, Bitcoin was trading near $73,800 and Ether near $2,057, while the S&P 500 remained approximately 11.3% higher for the year. Risk assets have therefore not entered a broad collapse, but the period in which one dominant narrative could lift the entire market appears to be ending. The First Major Change: Trump’s Republican Party Loses Both Chambers Strictly speaking, Trump himself did not “lose both chambers.” His Republican Party lost control of the Senate and the House in the 2026 midterm elections. The Associated Press called Democratic control of the Senate on the evening of November 3 and the House early on November 4. Reuters reported that Democrats gained at least 39 House seats and flipped seven Senate seats. AP election results and Reuters market coverage Beginning in 2027, the United States will have a divided government: a Republican president facing a Democratic Congress. Democrats will not be able to override presidential veto power at will, but they will control congressional committees, investigations, budget negotiations, and the legislative agenda. Markets should focus less on the headline result and more on how it changes the policy path: AI data centers, electricity consumption, and major technology companies may face stronger scrutiny. Taxation, government spending, the debt ceiling, and annual budget negotiations may become more difficult. The Trump administration may have less room to implement new fiscal initiatives. Healthcare, clean energy, and consumer-protection sectors may undergo policy repricing. Congressional investigations may increase compliance and political risk for major technology companies. The first market reaction was severe. On November 5, the Nasdaq Composite fell 5.56%, its largest one-day decline in 19 months. Investors were concerned that tighter Democratic oversight of AI infrastructure and data centers could weaken the capital-expenditure cycle that had supported technology stocks. However, Democratic control of Congress does not automatically mean that U.S. stocks must continue falling. As lower oil prices eased inflation concerns, the S&P 500 rebounded 2.35% and the Nasdaq gained 2.74% on November 9. The market is pricing policy uncertainty, not a confirmed recession. Reuters market data The Second Major Change: The Jensen Huang Controversy Challenges the AI Trust Premium What has been confirmed is that Huang admitted to an extramarital relationship, while subsequent reports connected the controversy to NVIDIA’s China chip business and a potential foreign-intelligence effort. NVIDIA’s board has established an investigation overseen by independent directors and external counsel. However, NVIDIA’s board has stated that it currently has no reason to believe national security or company secrets were compromised and continues to support Huang and his leadership team. Huang has also said that he will cooperate with the investigation and remains committed to leading the company. Huang’s public message and NVIDIA board statement The real year-end questions are therefore not the resignation rumors circulating on social media, but three verifiable issues: Whether the independent investigation identifies issues involving company secrets, export approvals, or national security. Whether the U.S. government imposes additional restrictions on NVIDIA’s advanced-chip exports to China. Whether customers alter procurement or data-center investment plans because of political risk. The consequences extend beyond NVIDIA. The company sits at the center of the AI capital-expenditure chain. If investors begin questioning its governance stability, export opportunities, or customer demand, semiconductor, server, power-equipment, cloud-computing, and data-center stocks may all be repriced. As of November 11, NVIDIA shares closed at $173.73, rising 2.94% during the session. This suggests that investors have not adopted a consensus view that Huang will resign, although event risk and volatility have clearly increased. The Third Major Change: The Federal Reserve May Matter More Than Politics On October 28, the Federal Reserve maintained its federal-funds target range at 3.75% to 4.00%. Importantly, two committee members voted for a 25-basis-point rate increase, showing that renewed tightening is no longer merely a market rumor. October FOMC statement U.S. CPI rose 0.4% month over month in October, while core CPI increased 0.3%. Nonfarm payrolls grew by 165,000 and unemployment stood at 4.1%. Because the 2025 government shutdown prevented the collection of part of the October price data, the Bureau of Labor Statistics could not publish reliable year-over-year figures for most categories. Investors should therefore avoid manufacturing an unofficial October annual inflation rate. BLS CPI report and employment data This creates an uncomfortable combination for risk assets: The economy and labor market are not weak enough to force rate cuts. Inflation remains strong enough to keep another rate increase possible. Higher rates may continue pressuring high-valuation technology stocks and crypto assets. Another increase in energy prices could intensify inflation pressure. The final FOMC meeting of the year will take place on December 8–9, while November CPI will be released on December 10. The Fed may therefore need to make its decision before receiving the next complete inflation report, increasing the importance of its policy statement, economic projections, and press conference. Federal Reserve calendar U.S. Stock Outlook: Not Universally Bearish, but Increasingly Selective The key year-end question is not simply whether U.S. stocks can rise, but whether earnings can continue supporting current valuations. AI and Semiconductors AI demand has not disappeared because of one political event. NVIDIA’s latest reported quarterly revenue reached $96.2 billion, up 106% year over year, while data-center revenue rose 117% to $89.0 billion. Fundamentals remain strong, but political investigations, export restrictions, electricity costs, and valuation concentration are increasing the required risk premium. NVIDIA financial results A more practical year-end approach is not to abandon AI exposure indiscriminately, but to distinguish between: Companies with real orders, cash flow, and pricing power. Companies whose valuations depend mainly on distant growth narratives. Businesses directly exposed to chip-export restrictions. Companies benefiting from power, cooling, networking, and infrastructure demand. Defensive and Value Sectors When technology regulation, interest rates, and policy uncertainty rise together, sectors with stable cash flow, manageable debt, and lower valuations may gain a relative advantage. Healthcare, utilities, consumer staples, and selected financial assets may help investors reduce excessive technology concentration. However, “defensive” does not mean immune to losses. Highly leveraged utilities remain sensitive to interest rates, while healthcare companies may face pricing scrutiny from a Democratic Congress. Investors should examine individual assets rather than relying solely on sector labels. Crypto Outlook: Macro Liquidity Returns as the Dominant Variable Bitcoin did not behave as a fully independent safe-haven asset during the post-election technology selloff. During the November 5 decline, U.S. spot Bitcoin and Ether ETFs recorded combined net outflows exceeding $500 million, while more than $1 billion in leveraged crypto positions were liquidated within 24 hours. This again demonstrates that during periods of acute stress, Bitcoin may continue moving alongside the Nasdaq, high-beta technology stocks, and global liquidity rather than automatically acting as their opposite. Bullish Scenario If energy prices decline, monthly inflation slows, the Fed leaves rates unchanged, and ETF flows return to positive territory, Bitcoin may retest previous resistance areas. Ether and other liquid major assets would be more likely to attract follow-on capital after broader risk appetite improves. Neutral Scenario If the Fed maintains a hawkish stance without actually raising rates, while political and AI-related risks do not deteriorate further, Bitcoin may remain in a broad trading range. This environment may favor controlled position sizing, staged execution, and range strategies rather than chasing every rebound. Bearish Scenario If the Fed raises rates again in December, the AI sector experiences a second selloff, ETF outflows persist, or the NVIDIA investigation develops into a substantive national-security and export issue, Bitcoin may retest lower support levels. Less-liquid altcoins would generally be expected to suffer larger drawdowns than BTC and ETH. How Everyday Users Can Approach the Year-End Market The biggest year-end mistake would be committing an entire portfolio to one direction immediately after a major headline. Election results, corporate investigations, and monetary policy are not events that markets price only once. More practical approaches include: Separate long-term holdings, trading capital, and emergency funds. Do not increase leverage merely because investors expect a “year-end rally.” Reduce excessive concentration before major Fed decisions, inflation releases, and investigation outcomes. Evaluate U.S. equities through earnings, cash flow, and policy sensitivity rather than headlines alone. Monitor ETF flows, dollar liquidity, and technology stocks when evaluating crypto positions. Keep altcoin exposure smaller than allocations to more-liquid assets such as BTC and ETH. Define invalidation conditions for every position instead of setting only profit targets. Retain some cash or stablecoins to respond to opportunities created by volatility. Final Thoughts The central market conflict has changed as 2026 enters its final stage. At the beginning of the year, investors focused on how quickly AI could continue growing and whether crypto could attract more institutional capital. The market must now answer more difficult questions: How will a Democratic Congress regulate technology and AI? Could the NVIDIA investigation evolve from a personal controversy into a corporate-governance and national-security risk? Will persistent inflation force the Fed to raise rates again? Can Bitcoin develop a more independent capital-flow structure while technology stocks remain under pressure? The end of 2026 therefore looks more like a broad repricing of risk than a final, predetermined battle between bulls and bears. What matters most is not predicting every headline in advance. It is preserving the ability to adjust, exit, and reallocate when different scenarios actually occur. Disclaimer This article is provided solely for market education and informational purposes. It does not constitute investment, trading, legal, or financial advice. Prices and data are current as of November 11, 2026, and market conditions may change rapidly. Discussion of Jensen Huang and NVIDIA is based on publicly available information; as of publication, NVIDIA has not announced Huang’s resignation as CEO. Stocks, crypto assets, and leveraged products involve the risk of principal loss. Users should make independent decisions based on their financial circumstances, risk tolerance, and local regulations.

SuperEx Educational Series: Understanding Why Can Large-Scale Short Covering Push Prices Higher, While Mass Long Position Closures Accelerate a Decline?（I） #SuperEx #EducationalSeries Last Time We Explained the Breakout, Now Let Us Find Out Who Pushes It In the previous article, we examined a common market phenomenon: prices can remain range-bound with declining volatility, only to spike or plunge suddenly. We noted that after a breakout, short covering may create additional buying, while long position closures may add selling pressure. That leads to an important question. If a position is being “closed,” it sounds like something is simply disappearing. Why would that move the price? Why must a short buy to exit? Why must a long sell? If every contract has both a long and a short, how can we tell who is leaving? Many people equate buying with bullishness and selling with bearishness. In derivatives markets, however, a buy may represent a new long or an old short closing. A sell may represent a new short or an old long exiting. Understanding derivatives therefore requires two questions, not one: is the order buying or selling, and is it opening or closing a position? This article begins with that foundation by separating opening longs, opening shorts, closing longs, and closing shorts. Trade Direction and Position Direction Are Two Different Concepts In spot markets, buying generally means acquiring the asset, while selling means giving it up. Derivatives markets are different. Traders buy and sell price exposure and may not actually receive or deliver the underlying cryptocurrency. A contract requires two sides. One participant holds a long position and benefits from a price increase. The other holds a short position and may benefit from a decline or use the short as a hedge. They may have opposite views, but together they form the same contract. Derivatives activity must therefore be viewed through two dimensions: Is the order a buy or a sell? Is it creating a new position or closing an existing one? Combining those dimensions produces four basic actions. Buy to Open a Long Position A trader expects the price to rise and buys contracts to create a long position. This is the most intuitive case because the buy order aligns with a bullish view. Sell to Open a Short Position A trader expects the price to fall, or wants to hedge spot exposure, and sells contracts to establish a short position. This sale does not necessarily transfer tokens already owned. It creates derivatives exposure to a decline. Sell to Close a Long Position A long position was originally created through buying. To exit, the trader performs the opposite transaction by selling the corresponding number of contracts. Closing a long therefore creates selling demand. Buy to Close a Short Position A short position was originally created through selling. To exit, the trader performs the opposite transaction by buying back the corresponding number of contracts. This is short covering. It creates buying demand. The CFTC describes closing an existing futures position as entering an equal and opposite transaction. A long offsets its exposure by selling, while a short covers by buying. CFTC Futures Glossary Closing a position does not silently delete it from the system. It requires an actual trade with another participant on the opposite side. That offsetting trade is why position closures can affect market prices. Why Can Short Covering Push Prices Higher? Suppose a trader opens 100 short contracts at $100. The price later rises to $105. To stop the loss, the trader must buy 100 contracts and offset the existing short. If only limited sell orders are available near $105, the covering order may consume offers at $106, $107, and even higher levels. The trader originally held bearish exposure, but becomes a buyer when exiting. This is the counterintuitive part of short covering. A trader may still believe the price will decline in the long term, but may be forced to buy back contracts because of stop-losses, margin pressure, risk limits, or holding costs. A buy order does not necessarily come from newly bullish capital. It may come from someone who remains bearish but must end an existing position. Aggressive and Passive Covering Have Different Effects If a short places a passive limit buy below the market and waits for sellers, the immediate price impact may be limited. If the short urgently exits with a market order or repeatedly raises the bid, the order consumes the ask side and is more likely to push prices higher. The price impact of short covering depends on several conditions: How large the covering orders are; How urgently they seek execution; How much ask-side depth is available; Whether other shorts exit around the same level; Whether spot and other venues follow. One short closing may be only an ordinary buy. Large numbers of shorts covering together can create sustained buying pressure. Part II will examine how this can trigger short stops and forced liquidations. Why Can Mass Long Closures Accelerate a Decline? The mechanism for longs is the mirror image. A trader originally buys contracts to establish a long. Exiting requires selling. If many longs close around the same time, concentrated selling demand appears. Suppose a contract trades at $50 with the following bids: 2,000 contracts at $50; 3,000 contracts at $49.80; 5,000 contracts at $49.50. If longs close only 500 contracts, bids near $50 may absorb the sale. But if many longs sell 10,000 contracts together, the orders must consume several bid levels and the average execution price will decline. Long closures can accelerate a decline for more than one reason. Falling prices reduce unrealized gains and increase losses for other longs, potentially triggering additional risk controls. The first voluntary closures may therefore encourage another group of longs to exit. It is also important that selling to close a long is not the same as opening a new short. Both create sell orders, but they represent different behavior. Closing longs removes existing bullish exposure; Opening shorts creates new bearish exposure. Confusing the two may cause ordinary profit-taking to be misread as a broad bearish shift, or lead users to underestimate genuine new short pressure. If Every Buyer Has a Seller, Why Does Price Move? This is one of the most important questions in market mechanics. If every trade has both a buyer and a seller, does that mean buying and selling are always equal and prices should never move? Every completed trade indeed contains both a buyer and a seller. However, the urgency of each side differs. Price movement is often determined by which side is more aggressive. Suppose sellers offer contracts at $100, $101, and $102. A patient buyer can place a lower bid and wait. A buyer requiring immediate execution must accept available offers. As aggressive buyers consume higher-priced offers, the latest traded price rises. The same applies in the opposite direction. If longs urgently close by selling into available bids, they consume progressively lower-priced buy orders and push the latest trade downward. Price is not determined by whether buyers and sellers exist. It is determined by which side is more urgent, how far it is willing to cross the order book, and how much order flow available liquidity can absorb. In plain terms, every trade has two participants, but that does not mean both are equally comfortable with the price. One may be waiting patiently, while the other is rushing across the order book. Prices usually move in the direction of the more urgent side. How Do Opening and Closing Trades Affect Open Interest? Open interest is the number of contracts that remain active and have not been offset or settled. It differs from volume. Volume measures how much trading occurred, while open interest measures how many positions remain afterward. Every open contract has a buyer and a seller, but the contract itself is counted only once when calculating open interest. The change in open interest depends not only on one trader, but on whether both sides are opening or closing positions. Both Sides Open Positions, Open Interest Increases A new long buys to open while a new short sells to open. A new contract relationship is created, so open interest increases. Both Sides Close Positions, Open Interest Decreases An existing short buys to close while an existing long sells to close. Their positions offset, so one contract relationship ends and open interest decreases. One Side Opens and the Other Closes, Open Interest May Remain Unchanged For example, an existing short buys to close while a new short sells to open on the other side. The original short exits, but another short takes over the exposure. The total number of active contracts does not decline. This reveals an important point: Short covering does not guarantee that open interest will fall. Long closing does not guarantee it either. The counterparty may be opening a new position. Open interest helps determine whether total market exposure is expanding or contracting, but it cannot independently identify who made each trade or why. Why Can Volume Not Tell You Who Is Buying? Volume increases whenever a trade occurs, regardless of whether it represents opening a long, covering a short, opening a short, or closing a long. Volume alone cannot show whether traders are buying or selling, nor whether they are opening or closing positions. Suppose a token rises 10% while volume increases fivefold. This indicates much greater market activity, but it does not prove that five times as much long-term bullish capital entered. Volume during a rally may come from: New long positions; Voluntary short covering; Forced short closures; Market-maker hedging; Repeated high-frequency and arbitrage trades. Likewise, high volume during a plunge may combine long stop-losses, new shorts, liquidations, and spot selling. A high-volume rally reflects more participation than a low-volume rally, but volume alone still cannot explain participants’ motivations. How Should Price and Open Interest Be Read Together? Combining price and open interest can provide clues about position changes. However, these combinations are starting points, not buttons that automatically produce conclusions. Price Rises, Open Interest Falls This combination is often associated with short covering. Shorts buy to exit, contributing to the rally while existing contract exposure declines. However, long profit-taking, arbitrage closures, and other activity may also be involved. A more accurate statement is: Rising price with falling open interest is consistent with short covering, but these two data points cannot confirm the source of all buying. Price Falls, Open Interest Falls This combination is often associated with long closing or long liquidation. Selling to exit contributes to the decline while total derivatives exposure contracts. If funding was persistently positive, later normalizes, and substantial long liquidations occur, the long-deleveraging explanation becomes more convincing. Price Rises, Open Interest Rises This indicates that new contracts are being created during the rally. It may involve aggressive new longs, while corresponding shorts or hedgers also exist. Directional interpretation requires funding, futures premiums, aggressive order flow, and spot-market data. Price Falls, Open Interest Rises This indicates that new contracts continue entering during the decline. It may include aggressive new shorts, but hedging or market-neutral strategies may also contribute. The main value of these four combinations is distinguishing between existing positions leaving and new exposure entering. They do not replace complete analysis, but they improve upon the nearly useless observation that “someone is buying” or “someone is selling.” Why Can Derivatives Closures Affect Spot Markets? One might ask: if derivatives do not necessarily deliver actual tokens, why should short covering or long closing affect spot prices? The reason is that derivatives and spot markets are not isolated worlds. Arbitrage Transmits Price Changes If perpetual futures rise significantly above spot, arbitrageurs may sell futures and buy spot. If derivatives fall significantly below spot, they may buy futures and sell spot. These trades help pull the two markets back toward alignment. Market Makers Adjust Hedges After receiving substantial buying or selling in derivatives, market makers may hedge through spot assets, other contracts, or other exchanges. Concentrated derivatives closures can therefore spread into spot markets through hedging. Index and Funding Mechanisms Connect the Markets Perpetual futures commonly use index prices and funding mechanisms to keep contract prices connected to external spot markets. When the two diverge significantly, funding costs and arbitrage opportunities encourage participants to rebalance them. A wave of short covering may first lift derivatives prices and then affect spot through arbitrage and hedging. Mass long closures may spread in the opposite direction. A Mirror Case: The Same Market with Opposite Closing Flows Suppose the A token trades near $100 in both spot and perpetual markets with moderate liquidity. Derivatives open interest is $80 million, with many traders having opened shorts after a recent decline. Scenario One: Shorts Cover Together The project releases product data that is slightly better than expected, and spot buying lifts the price from $100 to $103. Some shorts decide that remaining in the trade is too risky and buy to close. When the price reaches $105, additional shorts exit voluntarily. Possible observations include: Prices continue rising; Derivatives buying increases; Open interest falls from $80 million to $60 million; Negative funding moves toward neutral; Spot prices rise through arbitrage and hedging. The rally contains real buying, but part of it comes from existing shorts exiting rather than new long-term demand. If no new spot demand appears after short covering ends, momentum may weaken. Scenario Two: Longs Close Together Now consider the opposite direction. Suppose A previously rose from $90 to $100 and many traders opened longs during the rally. A large spot sale then pushes the price to $97. Some longs take profit or stop losses by selling contracts to close. Possible observations include: Prices continue falling; Derivatives selling increases; Open interest falls from $80 million to $58 million; Positive funding declines rapidly; Spot markets weaken through hedging and sentiment. This decline also contains real selling, but some pressure comes from old longs exiting rather than new shorts entering. If deleveraging ends while spot fundamentals and real demand remain unchanged, prices may stabilize. If new shorts continue entering, the decline may persist. Both scenarios share one principle: closing positions does not happen without transactions. Shorts exit by buying. Longs exit by selling. The resulting price movement depends on size, urgency, and available liquidity. Three Common Misunderstandings Misunderstanding One: Every Buy Represents New Bullish Capital Incorrect. A buy may come from a new long, short covering, arbitrage adjustment, or market-maker hedging. Interpretation requires open interest, funding, spot activity, and market structure. Misunderstanding Two: Falling Open Interest Is Always Bearish Also incorrect. Rising price with falling open interest may indicate short covering. Falling price with falling open interest is more consistent with long deleveraging. Lower open interest means less derivatives exposure, not a guaranteed direction. Misunderstanding Three: A Short-Covering Rally Is Always “Fake” Short-covering buys and trades are real, and the resulting price increase is real. The question is not whether the rally is fake. It is whether new spot demand remains after the covering flow ends. Likewise, a decline driven by long closures is not a fake decline. Real traders are exiting, but the long-term value of the asset may not have changed by the same magnitude. Taking SuperEx as an Example: How Can Users Distinguish Position Opening, Position Closing, and Price Direction? Taking SuperEx as an example, perpetual futures include four basic actions: buy to open long, sell to close long, sell to open short, and buy to close short. SuperEx’s perpetual futures documentation distinguishes opening from closing: a bullish position is opened by buying and closed by selling, while a bearish position is opened by selling and closed by buying. SuperEx Introduction to Perpetual Futures This distinction matters for users. When prices rise and derivatives buying increases, users should not assume that all demand comes from new longs. When prices fall and selling increases, they should not assume that every seller is opening a new short. Funding rates, index prices, market depth, and margin conditions must also be considered. SuperEx perpetual futures use a funding mechanism to help anchor contract prices to spot markets, while margin and liquidation rules manage the risk of leveraged positions. SuperEx USDT-Margined Perpetual Futures Trading Rules These mechanisms and data cannot guarantee the next direction, but they can help users distinguish between new exposure entering and existing exposure leaving. Useful analysis does not declare a bull market after every buy or predict collapse after every sell. It first asks whether the trade is opening a door or closing one. Conclusion: Closing a Position Does Not Delete It; It Requires an Opposite Trade Large-scale short covering can push prices higher because shorts must buy contracts to exit. Mass long closures can accelerate a decline because longs must sell contracts to exit. But “buying” and “selling” describe trade direction, not necessarily the trader’s underlying view. A buy may represent new bullish exposure or an old short exiting. A sell may represent new bearish exposure or an old long leaving. Open interest helps show whether total derivatives exposure is expanding or contracting, but it is not a universal translator. A better interpretation requires price, open interest, volume, funding, spot demand, and market depth to be examined together. This article addressed the foundational question: why does closing a position create real buying or selling pressure? Part II will go deeper into how concentrated short or long exposure can turn ordinary position closures into stop-losses, liquidations, reduced liquidity, cross-market hedging, and ultimately a short squeeze or long squeeze. About SuperEx As the world’s first Web3-powered cryptocurrency exchange, SuperEx has remained committed to building the Web3 ecosystem. Over the years, it has introduced a comprehensive range of products and services, including SuperEx DAO, SuperEx Web3 Wallet, Super Start, SuperEx P2P, SuperEx Stock Markets, SuperEx Copy Trading, SuperEx Earn, and SuperEx DAO Academy, creating a full-spectrum ecosystem that spans every major sector of Web3. Today, SuperEx serves over 10 million users, with a social media community of more than 600,000 followers across 166 countries and regions worldwide. The platform supports 1,000+ cryptocurrencies for both spot and futures trading. Seamlessly integrated with Super Wallet, SuperEx provides decentralized asset custody while combining the trading efficiency of a centralized exchange with the security of a decentralized exchange. Click to register SuperEx Click to download the SuperEx APP Click to enter SuperEx CMC Click to enter SuperEx DAO Academy Space