Does BTC really go down when RSI overbought fires? — verified win rate
After a RSI overbought signal on BTC 1d, the smaller target (+0.25%) was reached first in about 88% of the 78 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 63% — 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 RSI overbought?
RSI (Relative Strength Index) is a 0-100 gauge of recent up versus down strength, and above 70 means the upside has run hot. Many read this as overbought and watch for a breather or dip. But RSI can stay above 70 through a strong rally, so price often keeps climbing regardless.
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% | 83% | -0.70% |
| +0.5% | 83% | -0.49% |
| +0.75% | 79% | -0.51% |
| +1.0% | 77% | -0.46% |
| +1.25% | 74% | -0.43% |
| +1.5% | 74% | -0.24% |
| +1.75% | 72% | -0.19% |
| +2.0% | 69% | -0.19% |
| +2.5% | 65% | -0.11% |
| +3.0% | 62% | -0.09% |
| +4.0% | 53% | -0.23% |
| +5.0% | 42% | -0.67% |
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 | 86% | N=14 |
| 상승장 | 83% | N=63 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2024-12-17 | 13.1% | ✅ hit |
| 2025-05-02 | 3.62% | ✅ hit 🔴 stopped |
| 2025-05-08 | 2.46% | ✅ hit |
| 2025-05-13 | 2.61% | ✅ hit 🔴 stopped |
| 2025-05-18 | 4.18% | ✅ hit 🔴 stopped |
| 2025-05-20 | 3.02% | ✅ hit |
| 2025-07-10 | 0.68% | ✅ hit 🔴 stopped |
| 2025-07-17 | 3.74% | ✅ hit |