How's this for a theory??, page-83

I don't use stop losses in the traditional sense and don't trade on margin. Fact is though, many do, and that's all they need to know.

Sure big shorters get burnt, but it's incredibly difficult to know when and how badly. The loose and delayed data that's available on outstanding shorts makes it hard to know specific trading performance - at best we have a rough idea. The point was, the triggering/forcing of additional sell volume (despite whether "personal responsibility" should prevent that or not) is happening, and that does not automatically happen (in an opposite sense i.e. auto buying) when the price rises. Imo it logically follows that there is an unfair advantage for shorters compared to us mere mortals going long.

By "they" I meant the financial institutions playing these games - where the Super Fund Manager may even manage the Hedge Fund that is doing the shorting - they essentially lend the shares to themselves to make money "on the side" via shorting, and not for the members.

I guess the basic question is - If the members were aware of this lending, would they like it or not? It seems to have no benefit to the members at all, and if the fund is actively "investing" i.e. trading, then it may work against the members by forcing some sells at prices lower than they otherwise would be...?

If the super fund is passively investing the fund's member $$, then I guess it has little effect i.e. just creates volatility in the short term..?

Just some thoughts - not claiming to be an expert - using some logic to get my head around it.

Cheers