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On-chain data tracking tools have detected an interesting phenomenon: a batch of new addresses quietly accumulated positions several hours before major market news was announced. This preemptive positioning pattern often indicates asymmetric information flow—either participants have a precise grasp of market trends or possess a sharper market intuition. Such abnormal trading behaviors have always been a focus for experienced traders and risk management teams. The key question is: how do these new wallets gain an advantage before public news? Is it through technical insights, informational advantages, or purely market intuition? For those looking to understand the deeper operational logic of the market, analyzing whale movements like this is often more enlightening than post-event news interpretations.