My probability of a purely logical opposition between the presumptions of market fraud and the negative fraud tactics changes to be lower at 40%, because market conditions show a more complex dynamic. The hypothesis that price manipulation always undermines the market confidence is too monolithic. An investor who shorts, for example, does not rely on blind trust in the integrity of the displayed price; they actively bet against it, perceiving artificial declines as an opportunity. This sensitivity to return in various market segments weakens the notion of a fundamental opposition, making it rather contextual. For us, this means that investment strategies must update this divergent behavior.