Does BTC really go down when CCI overbought fires? — verified win rate
After a CCI overbought signal on BTC 1d, the smaller target (+0.25%) was reached first in about 97% of the 94 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 83% — 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 CCI overbought?
The CCI (Commodity Channel Index) shows how far price has strayed from its recent average, and above +100 means it's stretched well above normal. Traders often treat this as overbought and a possible pullback zone. Yet in a strong uptrend the CCI can stay high, so the rise can simply continue.
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% | 79% | -0.94% |
| +0.5% | 77% | -0.86% |
| +0.75% | 74% | -0.79% |
| +1.0% | 69% | -0.93% |
| +1.25% | 65% | -0.97% |
| +1.5% | 57% | -1.29% |
| +1.75% | 55% | -1.29% |
| +2.0% | 55% | -1.15% |
| +2.5% | 52% | -1.12% |
| +3.0% | 49% | -1.09% |
| +4.0% | 46% | -0.91% |
| +5.0% | 39% | -1.11% |
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 | 76% | N=50 |
| 상승장 | 85% | N=39 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2025-07-09 | 0.0% | — 🔴 stopped |
| 2025-08-11 | 5.62% | ✅ hit |
| 2025-10-02 | 15.37% | ✅ hit |
| 2026-01-04 | 2.42% | ✅ hit 🔴 stopped |
| 2026-01-13 | 8.54% | ✅ hit |
| 2026-03-05 | 7.44% | ✅ hit |
| 2026-03-13 | 0.86% | ✅ hit 🔴 stopped |
| 2026-03-15 | 7.49% | ✅ hit |