Uncertainty is not the enemy; excessive prudence is the real risk here, and saying that negative fraud is logically opposed to the presumption of market fraud is an oversimplification that lacks conviction.
A negative manipulation does not oppose this presumption; it exploits it, because malicious actors rely on the idea that investors believe in the integrity of prices to orchestrate artificial declines, knowing that courts will protect them afterward.
Take the short sales orchestrated before a deliberately amplified negative earnings announcement: this shows a clear asymmetry, not a logical contradiction.