To what leverage were the shorts liquidated?

Kosta OuzasCEO Minotaur Trading Systems

Don't Be a Sheep. This Is What to Do Now.

22 Dec 2025 · 1 min

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Short excerpt from a YouTube video by Kosta Ouzas explaining recent activity in liquidity pools and how forced liquidations moved the market. The speaker clarifies that what appears as one composite liquidity pool is actually two separate pools, notes there were a large number of short positions ("ton of shorts") that were forced buyers, and explains that after liquidating shorts up to 3x leverage they "reciprocate" by liquidating longs to offset the move. The speaker indicates the price remains above prior lows and frames the sequence as uniform/expected behavior.

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This was one pool here. This is one pool, and this is another one here. So it's not. We're kind of looking at this as one composite liquidity pool, but it's not. It's actually two. So having cleared that up, so now we. Ton of shorts. These were forced buyers, so we gotta offset that. Right. So it only makes sense that when you do that. Come over here. You can see it over here. When we liquidate a ton of shorts, then we reverse back and liquidate the longs to offset that. Right. So we liquidated a ton of shorts all the way to 3x. So then you reciprocate and you take out the longs. Just makes sense. It's nice, it's uniform. We're still above these lows. Everything's looking good.