These days, everyone is talking about unlocking calendars and whether staking unlocks will cause a dump.

I'm actually more worried about another kind of "invisible selling pressure"—the oracle price feed being half a beat slow.
Once you open leverage, the liquidation line actually follows the quote.
When the feed is delayed, the market has already gone down, but the protocol still shows "nothing's wrong."
When it suddenly catches up with the price, liquidations all hit at once, causing slippage + fees to explode together.
In the end, what you see is: you only took a small hit, but your position is gone.

My current approach is pretty crude: I prefer to keep a thicker margin, and occasionally use pools with a more "blunt" pricing model like TWAP (time-weighted average price, simply put, to avoid being taken out by a single spike), rather than chasing those with attractive interest rates but single-source price feeds.
Anyway, blindly bottom-fishing doesn't work; a feed delay can teach people a very thorough lesson.