Does BTC really go up when Below lower Bollinger fires? — verified win rate
After a Below lower Bollinger signal on BTC 1d, the smaller target (+0.25%) was reached first in about 92% of the 72 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 74% — 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 Below lower Bollinger?
The lower Bollinger Band marks how far price usually stretches below its recent average, so closing below it means price is unusually low. Some read this as weakness, others as overstretched and ready to bounce. It works both ways — price can slide along the band or spring back up.
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% | 65% | -1.65% |
| +0.5% | 64% | -1.56% |
| +0.75% | 62% | -1.48% |
| +1.0% | 58% | -1.58% |
| +1.25% | 57% | -1.52% |
| +1.5% | 56% | -1.47% |
| +1.75% | 56% | -1.33% |
| +2.0% | 53% | -1.34% |
| +2.5% | 49% | -1.32% |
| +3.0% | 47% | -1.12% |
| +4.0% | 44% | -0.96% |
| +5.0% | 43% | -0.78% |
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 | 63% | N=38 |
| 횡보장 | 67% | N=27 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2025-11-04 | 5.91% | ✅ hit 🔴 stopped |
| 2025-11-06 | 6.07% | ✅ hit 🔴 stopped |
| 2025-11-14 | 2.38% | ✅ hit 🔴 stopped |
| 2025-11-20 | 0.0% | — 🔴 stopped |
| 2025-12-15 | 4.81% | ✅ hit |
| 2026-01-31 | 0.87% | ✅ hit 🔴 stopped |
| 2026-02-04 | 0.0% | — 🔴 stopped |
| 2026-05-22 | 3.36% | ✅ hit 🔴 stopped |