Does BTC really go down when Above upper Bollinger fires? — verified win rate
After a Above upper Bollinger signal on BTC 1h, the smaller target (+0.25%) was reached first in about 58% of the 2217 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 49% — 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 Above upper Bollinger?
The upper Bollinger Band marks how far price usually stretches above its recent average, so closing above it means price is unusually high. Some read this as strong momentum, others as overstretched and due to cool off. It cuts both ways — price can ride the band higher or snap back down.
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% | 88% | -0.12% |
| +0.5% | 77% | -0.17% |
| +0.75% | 70% | -0.17% |
| +1.0% | 63% | -0.19% |
| +1.25% | 59% | -0.19% |
| +1.5% | 56% | -0.17% |
| +1.75% | 54% | -0.15% |
| +2.0% | 53% | -0.13% |
| +2.5% | 50% | -0.11% |
| +3.0% | 49% | -0.10% |
| +4.0% | 48% | -0.08% |
| +5.0% | 47% | -0.07% |
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=668 |
| 횡보장 | 87% | N=755 |
| 상승장 | 88% | N=779 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-06-10 | 2.45% | ✅ hit |
| 2026-06-12 | 0.94% | ✅ hit |
| 2026-06-13 | 0.33% | ✅ hit |
| 2026-06-13 | 0.55% | ✅ hit |
| 2026-06-14 | 0.56% | ✅ hit 🔴 stopped |
| 2026-06-15 | 2.87% | ✅ hit |
| 2026-06-20 | 0.67% | ✅ hit |
| 2026-06-20 | 1.19% | ✅ hit |