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The model of "pulling up short positions and completing the distribution through forced liquidation" is one of the common trading techniques used by market makers in the futures market. The core logic is to leverage the forced liquidation rules of margin trading to create extreme market conditions that force the counterparties to passively execute trades, thereby completing their own distribution of chips.

The specific operational logic can be broken down into 3 steps:

1. Accumulation and Layout: The market makers quietly establish long positions at low levels while guiding retail investors to form a "bearish" consensus through market sentiment and technical patterns, attracting a large number of retail investors to open short positions.

2. Lifting Trigger for Forced Liquidation: When the market's short positions are sufficiently concentrated, the market maker uses large funds to quickly raise the price, causing the losses of short position holders to reach the margin liquidation line.

3. Forced liquidation selling: Retail investors' short positions are forcibly liquidated by the system (i.e., "forced buy-in"), and these passive buy orders create a large amount of buying pressure. The market makers then take the opportunity to sell all the long positions they have built in advance, using the retail investors' forced buy orders to offload their goods.

It is important to remind that contract trading comes with high leverage characteristics, and there are significant risks in the market such as manipulation by large players and price spikes. Ordinary investors, due to information asymmetry and capital disadvantages, can easily become targets for being harvested, facing a high probability of serious losses, even to the point of losing their principal. It is strongly advised not to participate in such high-risk trading.