An interesting on-chain activity has attracted attention. A certain whale account, after a period of dormancy, suddenly became active and heavily entered a long position in LIT with $3.59 million. This position is currently at a floating loss of $1.26 million, appearing quite awkward.

But the story doesn't end there. A closer look at the timeline reveals clues—just six hours before entering LIT, the same account had just closed a short position in ASTER, locking in a profit of $537,000. In other words, after taking profits, the whale turned around and used the gains to establish a new long position.

This operational pattern is worth pondering. Generally speaking, the position switching behind large accounts often hides judgments about market rhythm. When a whale is willing to endure a million-dollar floating loss in a short period, it is either caught in a trap or using volatility to make bigger strategic moves.

From the data, the account's profit-taking in ASTER had not yet cooled off before switching to LIT, indicating that this rapid switch usually points to an active strategic adjustment rather than a passive stop-loss. How the market has recently performed for LIT might be worth tracking. After all, the flow of chips from large accounts often serves as a market sentiment indicator.