Does BTC really go down when MACD bear cross fires? — verified win rate
After a MACD bear cross signal on BTC 1h, the smaller target (+0.25%) was reached first in about 61% of the 2968 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 50% — 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 MACD bear cross?
MACD is a momentum tool from two moving averages, and its histogram crossing down through zero means short-term momentum has turned negative. This bearish cross is usually read as momentum shifting lower. Because it lags price it can whip back fast, and price sometimes rises right after.
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% | 87% | -0.12% |
| +0.5% | 77% | -0.14% |
| +0.75% | 69% | -0.13% |
| +1.0% | 63% | -0.13% |
| +1.25% | 58% | -0.15% |
| +1.5% | 54% | -0.14% |
| +1.75% | 51% | -0.15% |
| +2.0% | 49% | -0.13% |
| +2.5% | 46% | -0.12% |
| +3.0% | 45% | -0.10% |
| +4.0% | 43% | -0.07% |
| +5.0% | 42% | -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 | 88% | N=930 |
| 횡보장 | 86% | N=983 |
| 상승장 | 88% | N=1022 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-06-21 | 1.43% | ✅ hit |
| 2026-06-22 | 0.17% | — 🔴 stopped |
| 2026-06-22 | 3.72% | ✅ hit |
| 2026-06-24 | 5.25% | ✅ hit |
| 2026-06-25 | 0.0% | — 🔴 stopped |
| 2026-06-26 | 0.0% | — 🔴 stopped |
| 2026-06-27 | 1.51% | ✅ hit |
| 2026-06-28 | 1.95% | ✅ hit |