Does BTC really go down when 5 bars up fires? — verified win rate
After a 5 bars up signal on BTC 1d, the smaller target (+0.25%) was reached first in about 92% of the 48 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 71% — close to a coin flip. In short, this signal does not reliably call a downside move — it is a historical probability, not a prediction.
What is 5 bars up?
This flags five or more green (up) bars in a row, a longer winning streak of higher closes. Some see this as strong momentum, others as a move stretched and due for a rest. It's not dependable — such a run can extend or reverse sharply once it ends.
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% | 77% | -1.03% |
| +0.5% | 77% | -0.84% |
| +0.75% | 75% | -0.76% |
| +1.0% | 67% | -1.08% |
| +1.25% | 65% | -1.04% |
| +1.5% | 65% | -0.88% |
| +1.75% | 62% | -0.86% |
| +2.0% | 62% | -0.70% |
| +2.5% | 52% | -1.11% |
| +3.0% | 48% | -1.19% |
| +4.0% | 42% | -1.28% |
| +5.0% | 38% | -1.16% |
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 |
|---|---|---|
| 횡보장 | 88% | N=17 |
| 상승장 | 68% | N=28 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2024-07-16 | 2.78% | ✅ hit 🔴 stopped |
| 2024-09-21 | 5.03% | ✅ hit |
| 2024-11-09 | 0.0% | — 🔴 stopped |
| 2024-11-22 | 8.19% | ✅ hit |
| 2025-01-04 | 9.13% | ✅ hit |
| 2025-04-23 | 2.17% | ✅ hit |
| 2025-06-10 | 7.19% | ✅ hit |
| 2025-10-05 | 17.4% | ✅ hit |