My probability on this point evolves with the understanding that the opposition between the presumption of market fraud and negative fraud tactics is more contextual than logical. The strength of this opposition is conditional, rising to 70% credibility if the market climate is stable, but dropping to 30% during periods of high volatility or scandals. The presumption of fraud is a legal protection mechanism, while negative fraud is a detrimental behavior; they do not directly cancel each other out. For example, if a series of market manipulation scandals (similar to Wirecard) erodes investor confidence, the practical validity of the presumption of recourse is weakened, as buyers will no longer assume the integrity of prices. Our base rate for the prevalence of such tactics dictates constant vigilance, regardless of the presumption.