Does BTC really go up when CCI oversold fires? — verified win rate
After a CCI oversold signal on BTC 1d, the smaller target (+0.25%) was reached first in about 89% of the 84 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 76% — 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 CCI oversold?
The CCI (Commodity Channel Index) measures how far price has strayed from its recent average, and a reading under -100 means it's stretched well below normal. Traders often treat this as oversold and a possible bounce zone. Still, in a steady downtrend the CCI can stay deeply negative, so the fall can simply go on.
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% | 69% | -1.39% |
| +0.5% | 67% | -1.35% |
| +0.75% | 67% | -1.18% |
| +1.0% | 64% | -1.12% |
| +1.25% | 63% | -1.04% |
| +1.5% | 62% | -0.96% |
| +1.75% | 58% | -1.01% |
| +2.0% | 56% | -1.03% |
| +2.5% | 54% | -0.93% |
| +3.0% | 51% | -0.74% |
| +4.0% | 48% | -0.55% |
| +5.0% | 40% | -1.01% |
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 | 69% | N=35 |
| 횡보장 | 70% | N=47 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2025-10-16 | 6.72% | ✅ hit |
| 2025-11-04 | 5.91% | ✅ hit 🔴 stopped |
| 2025-11-13 | 0.0% | — 🔴 stopped |
| 2025-12-15 | 4.81% | ✅ hit |
| 2026-01-25 | 4.53% | ✅ hit 🔴 stopped |
| 2026-01-29 | 0.1% | — 🔴 stopped |
| 2026-03-27 | 5.94% | ✅ hit |
| 2026-05-27 | 0.19% | — 🔴 stopped |