So, we are following recent forecasts precisely... The ‘bear-power’ in the lowest ranges was fully exhausted within Jan 13-14, increasing the prob for the upward subtrend change, and the “turning point” was actually formed (see last week posts on p/v/t-distributions in lower ranges). The “heavy hammer” - bullish reversal signal on Jan 15 - gave rise to a new short-term up(sub)trend.
Probably you realize that a "good timing" (for well “orchestrated back-looking rumors”) was just a trivial “supporting tool” for a necessary (due to objective structure of p/v/t-distributions) sub-trend change (read last week posts).... More precisely, a certain “trading pattern”, detected in p/v/t-distributions, already contained (still hidden) market-info on most probable future price formations... (this is just, so-called, “market efficiency theory” proving that the prices at time “t” aggregated (and contain) all fundamental-info driving prices' formations at time “t+1”)
Another hypothesis often used by traders (but not proved) is that the volume changes often precede the price-formation (though not necessary to be always true), so that the price-volume divergences with some prob. may indicate “fake/real trends/price-formations”. For instance, since mid Jan 15 the fund saw systemic “cash-inflow” (still continues)..., even if prices were actually falling down from ~2.51 (at ~16:00 Jan 15) to ~2.46 (at ~11:00 Jan 16)