The December 2025 silver selloff wasn't random. It hit with precision. 🥼

Silver crashed 12% in just 12 minutes during off-peak Australian trading hours—when volume typically runs thin. But something was off. Instead of the expected dead zone, massive futures activity suddenly flooded the orderbook.

This pattern keeps repeating across markets. The mechanics stay consistent:

• Thin liquidity windows = prime target conditions
• Coordinated futures volume = price impact tool
• Regulatory lag = execution window

Then the exchange rules shift. CME tightened position limits and margin requirements following the move, but by then the damage was done.

The question traders keep asking: are these moves inevitable market dynamics, or coordinated pressure plays against thin volume? The timing and volume profile suggest someone knew exactly when to strike.