Prix de DentDENT

Altcoins, stablecoins, and tokenized assets fueled a 13% market cap jump in July, and that momentum hasn’t slowed. $BTC , $SOL , and $LDO are still showing strong volume, making Diamond Thursday the perfect chance to trade sqmart and earn more. With 50,000 $BGB up for grabs weekly, it’s become a key part of my strategy during volatile markets. Mid-week moves now come with real rewards. $ALT $PRIME $RIFSOL $JUP $DENT $METIS $ONDO

$ETH 2017 vs 2025… Same accumulation. Same fakeout. Same breakout setup. In 2017: +5,000% gains. In 2025: Add institutions, ETFs, and trillions in liquidity to the mix. The bear trap is set , ignition underway. $NFP $CORE $ONDO $JASMY $ARB $DENT

Aug 11–15, 2025 rundown of U.S. spot Bitcoin ETF flows, with a special focus on BlackRock’s iShares Bitcoin Trust (IBIT). pulled the daily figures from Farside Investors’ consolidated flow table and cross-checked standout prints against SoSoValue/CoinShares headlines. The charts and a CSV are included for you to download. Total flows chart • IBIT flows chart Executive summary (Aug 11–15, 2025) Total U.S. spot BTC ETFs (all issuers): +$547.6M net on the week. Strong net buying Monday–Thursday was slightly trimmed by a small Friday outflow. IBIT (BlackRock): +$887.7M net on the week, led by a huge +$523.7M on Thu, Aug 14. IBIT’s inflow exceeded the week’s aggregate market net intake, implying other issuers—especially GBTC—saw outflows that partially offset IBIT’s buying. IBIT captured ~162% of weekly net market flows (because negative flows elsewhere reduced the total). Context: CoinShares’ weekly fund-flows note (week ending Aug 10–11 window) flagged a return to inflows after policy headlines around U.S. retirement plans; midweek tape then confirmed strong daily prints into ETH/BTC products, with SoSoValue highlighting the Aug 14 surge (IBIT ≈ $524M; market ≈ $231M total after netting). Daily breakdown (US$m, net) Mon, Aug 11 Market total: +178.1 IBIT: +138.2 Kickoff day printed a solid positive, with IBIT contributing the bulk of inflows. Tue, Aug 12 Market total: +65.9 IBIT: +111.4 IBIT remained a buyer; modest netting across peers reduced the market-wide total vs. IBIT’s own pace. Wed, Aug 13 Market total: +86.9 IBIT: 0.0 A rare pause for IBIT while peers posted small positives; still a constructive day in aggregate. Thu, Aug 14 Market total: +230.8 IBIT: +523.7 The standout session. IBIT drew a massive single-day inflow while sizeable redemptions in other products (notably GBTC) pulled down the market total to ~$231M despite IBIT’s $524M buy. This aligns with third-party tallies citing the same split. Fri, Aug 15 Market total: −14.1 IBIT: +114.4 IBIT remained positive; small end-week outflows elsewhere flipped the group to a slight net negative on the day. What the charts show US Spot Bitcoin ETFs — Daily Total Net Flows (US$m): You’ll see four straight positive sessions into Thursday, then a small dip Friday. The shape underscores steady demand early week, an acceleration into Thursday, and modest end-week profit-taking/rotations that didn’t meaningfully dent the week’s cumulative positive. (Open the image: “Total flows chart”) IBIT (BlackRock) — Daily Net Flows (US$m): IBIT was the flow engine—three strong positive prints, one zero, no red days—capped by the Aug 14 surge (>$500M). (Open the image: “IBIT flows chart”) (Underlying daily values in the charts and CSV are taken directly from Farside’s “Bitcoin ETF Flow – All Data” table.) Interpreting the week 1) Dominance concentration IBIT’s +$887.7M versus the market’s +$547.6M demonstrates ongoing concentration: large creations at IBIT can mask net selling in legacy or smaller funds. This week again featured offsetting GBTC outflows, which is why total market net was far smaller than IBIT’s own tally. 2) Microstructure + liquidity The Thursday spike likely reflects block creations and dealer inventory balancing around spot and futures hedges. Even with cross-ETF netting, creations at a low-fee giant like IBIT tighten ETF-to-spot basis and typically deepen on-screen liquidity for BTC. 3) Narrative + macro drip CoinShares’ weekly commentary pointed to policy headlines (retirement-plan eligibility) helping reverse earlier outflows. That macro-policy “green light” effect tends to funnel into brand-name ETFs first—again consistent with IBIT leading flows. 4) Price impact nuance Remember that net inflow ≠ immediate price spike; flows are one input alongside order-book depth, derivatives positioning, and cross-asset volatility. Still, persistent multi-day creations (esp. >$100M clips) are supportive for spot liquidity and can dampen downside wicks. IBIT vs. the pack (key takeaways) Share of net flows: ~162% of the market’s weekly net (because outflows elsewhere offset IBIT’s buying). Consistency: 4/5 sessions were non-negative for IBIT, including one blockbuster day. Competitive dynamics: Zero-fee/low-fee scale plus secondary-market liquidity continue to make IBIT the default venue for larger tickets, with peers playing catch-up or servicing niche mandates. Risks & watch-outs for next week Rotation risk: If GBTC or other funds accelerate redemptions, they can mute headline market totals even when IBIT is printing creations. Event risk: Regulatory headlines and macro prints (inflation, jobs) can swing creations/redemptions day-to-day (as seen in CoinShares’ note tying flows to policy developments). Tape liquidity: Sustained >$300M single-day creations are great for depth, but sharp reversals can also materialize around options expiry or large arbitrage unwinds. Data & sources Primary daily flow table (per-ETF and aggregate): Farside Investors, “Bitcoin ETF Flow – All Data (US$m).” Aug 11–15, 2025 entries used for calculations and charts. Headline cross-checks: SoSoValue/aggregators noting Aug 14 net +$231M market total with ~$524M to IBIT. CoinShares weekly fund-flows wrap giving macro context for renewed inflows.

Risk-On Rules as CPI Fails to Dent Rally: Crypto Daybook Americas

According to DeFiLlama’s latest data, the crypto space has witnessed a staggering 27 hacking incidents since the beginning of April, leading to over $500 million in stolen funds. 📊 The chart tells a chilling story - 2025 has already seen one of the highest monthly losses on record, rivaling peak DeFi chaos from 2022–2023. Despite market maturity, protocol exploits, bridge vulnerabilities, and poor key management continue to plague the industry. Each exploit isn’t just a headline - it’s lost trust, frozen user funds, and another dent in mainstream adoption. Here's why this matters: 🔐 Security isn't a feature - it’s a foundation. 🔍 Audits aren't optional anymore - they must be standard. 🚧 The ecosystem doesn’t just need innovation. It needs resilience. As capital floods back into the market and hype returns, bad actors do too. Let’s build smarter this time. Not just faster.