Does BTC really go up when 20-bar high breakout fires? — verified win rate
After a 20-bar high breakout signal on BTC 1h, the smaller target (+0.25%) was reached first in about 72% of the 71 past cases. That may look high, but it is only because the target is small — the expected value (EV) is negative, so it does not pay off over the long run. Widen the target to +1% and the win rate falls to about 56% — close to a coin flip. In short, this signal does not reliably call an upside move — it is a historical probability, not a prediction.
Win rate and expected value by target
Win rate and EV shift with the target (the % that must be hit first). A higher win rate is not better — you have to read it together with EV.
| Target | Win rate | EV |
|---|---|---|
| +0.25% | 89% | -0.11% |
| +0.5% | 85% | +0.04% |
| +0.75% | 77% | +0.07% |
| +1.0% | 73% | +0.12% |
| +1.25% | 68% | +0.07% |
| +1.5% | 66% | +0.15% |
| +1.75% | 62% | +0.11% |
| +2.0% | 59% | +0.10% |
| +2.5% | 55% | +0.11% |
| +3.0% | 52% | +0.10% |
| +4.0% | 51% | +0.22% |
| +5.0% | 49% | +0.29% |
Broken down by market regime
The same signal shows different win rates in bull vs bear markets — so no signal “always works”.
| Regime | Win rate (+0.25%) | Sample |
|---|---|---|
| 하락장 | 88% | N=16 |
| 횡보장 | 88% | N=17 |
| 상승장 | 89% | N=36 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2025-02-03 | 0.61% | ✅ hit 🔴 stopped |
| 2025-02-09 | 0.02% | — 🔴 stopped |
| 2025-05-01 | 2.33% | ✅ hit |
| 2025-08-10 | 3.09% | ✅ hit |
| 2025-08-13 | 3.3% | ✅ hit |
| 2025-09-01 | 1.09% | ✅ hit |
| 2025-09-28 | 3.81% | ✅ hit |
| 2025-11-07 | 0.68% | ✅ hit |