In the context of ongoing high inflation worldwide, relying solely on a short-selling strategy to pursue quick profits has become clearly outdated. The risk of this approach lies in ignoring the true liquidity environment within the current economic cycle. The process of Liu Yuan Phase II project from peak to zero was not an accidental event but reflects the fragility of aggressive leverage strategies during macroeconomic shifts. During periods of intensified inflation pressure and liquidity volatility, blindly shorting not only makes it difficult to profit but also easily leads to market counterbreaks. This case is worth deep reflection for all participants—under the backdrop of large cycles, risk management is always more important than profit expectations.