Does BTC really go down when CCI overbought fires? — verified win rate
After a CCI overbought signal on BTC 1h, the smaller target (+0.25%) was reached first in about 58% of the 2370 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 47% — 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% | 89% | -0.10% |
| +0.5% | 79% | -0.13% |
| +0.75% | 71% | -0.14% |
| +1.0% | 64% | -0.17% |
| +1.25% | 60% | -0.17% |
| +1.5% | 57% | -0.15% |
| +1.75% | 54% | -0.16% |
| +2.0% | 52% | -0.14% |
| +2.5% | 50% | -0.12% |
| +3.0% | 49% | -0.12% |
| +4.0% | 47% | -0.10% |
| +5.0% | 47% | -0.08% |
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=726 |
| 횡보장 | 88% | N=782 |
| 상승장 | 90% | N=842 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-06-14 | 0.56% | ✅ hit 🔴 stopped |
| 2026-06-19 | 0.57% | ✅ hit |
| 2026-06-20 | 0.78% | ✅ hit |
| 2026-06-20 | 0.67% | ✅ hit |
| 2026-06-20 | 1.6% | ✅ hit |
| 2026-06-22 | 1.24% | ✅ hit |
| 2026-06-22 | 4.21% | ✅ hit |
| 2026-06-27 | 0.75% | ✅ hit |