Does BTC really go up when 5 bars down fires? — verified win rate
After a 5 bars down signal on BTC 1h, the smaller target (+0.25%) was reached first in about 66% of the 732 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 52% — close to a coin flip. In short, this signal does not reliably call an upside move — it is a historical probability, not a prediction.
What is 5 bars down?
This flags five or more red (down) bars in a row, a longer losing streak of lower closes. Traders may read it as persistent weakness or as a spot stretched enough to rebound. Neither is a sure thing — a streak this long can keep going or snap back without notice.
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% | -0.09% |
| +0.5% | 80% | -0.08% |
| +0.75% | 72% | -0.10% |
| +1.0% | 65% | -0.12% |
| +1.25% | 61% | -0.14% |
| +1.5% | 57% | -0.15% |
| +1.75% | 54% | -0.16% |
| +2.0% | 51% | -0.18% |
| +2.5% | 48% | -0.18% |
| +3.0% | 47% | -0.13% |
| +4.0% | 45% | -0.15% |
| +5.0% | 44% | -0.17% |
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 | 90% | N=253 |
| 횡보장 | 87% | N=248 |
| 상승장 | 92% | N=225 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-06-06 | 3.94% | ✅ hit |
| 2026-06-09 | 2.82% | ✅ hit |
| 2026-06-15 | 0.71% | ✅ hit |
| 2026-06-17 | 2.37% | ✅ hit |
| 2026-06-21 | 3.65% | ✅ hit |
| 2026-06-22 | 0.51% | ✅ hit 🔴 stopped |
| 2026-06-23 | 0.37% | ✅ hit |
| 2026-06-24 | 3.53% | ✅ hit 🔴 stopped |