Does BTC really go down when 5 bars up fires? — verified win rate
After a 5 bars up signal on BTC 1h, the smaller target (+0.25%) was reached first in about 52% of the 874 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 51% — 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% | 89% | -0.08% |
| +0.5% | 80% | -0.09% |
| +0.75% | 69% | -0.15% |
| +1.0% | 64% | -0.16% |
| +1.25% | 60% | -0.13% |
| +1.5% | 55% | -0.14% |
| +1.75% | 53% | -0.14% |
| +2.0% | 51% | -0.13% |
| +2.5% | 48% | -0.12% |
| +3.0% | 47% | -0.11% |
| +4.0% | 44% | -0.12% |
| +5.0% | 43% | -0.14% |
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=267 |
| 횡보장 | 88% | N=284 |
| 상승장 | 92% | N=318 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-05-05 | 0.46% | ✅ hit |
| 2026-05-05 | 0.74% | ✅ hit |
| 2026-05-09 | 0.45% | ✅ hit |
| 2026-05-13 | 0.97% | ✅ hit 🔴 stopped |
| 2026-05-30 | 0.72% | ✅ hit |
| 2026-05-31 | 1.25% | ✅ hit |
| 2026-06-09 | 4.04% | ✅ hit |
| 2026-06-09 | 2.26% | ✅ hit |