We dipped to $3.5T.

Now we’re above $3.8T.

$ETH is moving. Solana is stretching. Shorts are bleeding.

But none of that was the signal.

The real signal?
What @Infinit_Labs' Intelligence agents were doing before price caught up.

The market didn’t bounce randomly.
It rotated; deliberately, tactically, and ahead of the curve.

This is what it looked like when I asked @Infinit_Labs bot...↓

i/ Swarm Flow Shifted into Volatility

Perps vaults turned back on. Risk appetite returned.

Capital allocation across agent strategies flipped early:

• Perps vaults started absorbing fresh inflows
• $ETH beta returned as the core directional play
• Strategies shortened their timeframes, ditched passives

Aarna’s “Liquidity Land” and Solv’s “BTC+” strategies?

Both saw meaningful inflows, not from vibes, but from structured vault deployments.

This wasn’t just greed returning.
It was agents recalibrating for volatility harvesting.

ii/ $ETH Became the Swarm Benchmark

The capital didn’t just chase $ETH. It structured around it.

Strategy fork rates showed something clear:
$ETH configs got forked more than any other stack this week.

Why?
Because $ETH is now the reference asset for directional alpha.

Also:

-> Institutional inflows (SharpLink: 14,697 $ETH, BlackRock: 4,778 $ETH)

-> Agent configs targeting $4K liquidation walls

-> Vaults clustering around $ETH-perps, call vaults, short-term leverage

This wasn’t just another $ETH bounce.
It was a coordinated capital migration.

iii/ Which Yield Configs Surprised the Market?

Pendle-based agents dominated the yield leaderboard.

You’d expect yield to lag in a volatility spike.
Instead, it morphed:

• USUALX on Ethereum: 100.02% APY, $49.7M TVL
• SKAITO on Base: 42.43% APY

What made these configs stand out?

• Boost-stacked vePENDLE mechanics
• Real yield pipes via Maple + Silo
• Exit logic defined by block ranges, not vibes

It’s no longer about raw APR.
It’s about composability. Yield, forked and modularized.

iv/ How Did Agents Manage Risk in Real Time?

The smartest agent strategies played offense with rules.

Re-entries were conditional.
Profit-taking logic was embedded.
No YOLOs. No blind conviction.

You could see:

• High-frequency execution logic in agent sequencing
• MEV risk minimized via transaction delay configs
• Drawdown re-entry thresholds disabled

Why?

Because even as capital rotated back in, the agents optimized for survivability.

-> $212M liquidated in 60 minutes
-> $400M in 4 hours

Risk was priced in. But it was also controlled.

v/ Where Did the Real Alpha Come From?

It came from the agents who moved before the story formed.

You didn’t need to guess what was coming.
You just had to track what was already deployed.

✅ $ETH was bid before retail caught on
✅ Perps configs were forked before the bounce
✅ Yield configs weren’t memecoins, they were structured returns

This is the unlock with INFINIT strategy intelligence:

-> You don’t trade against the market.
-> You follow what the swarm already decided.

Alpha isn’t theoretical anymore.
It’s composable, visible, and already onchain via @Infinit_Labs.