Does BTC really go up when Stoch oversold fires? — verified win rate
After a Stoch oversold signal on BTC 1d, the smaller target (+0.25%) was reached first in about 94% of the 200 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 77% — 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 Stoch oversold?
The Stochastic is a 0-100 gauge that shows where price closed relative to its recent range; under 20 means it's been closing near the lows. Traders read this as "oversold" and watch for a possible bounce. But a low reading can stay low in a strong downtrend, so price often keeps falling instead of turning.
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% | 78% | -0.96% |
| +0.5% | 76% | -0.85% |
| +0.75% | 75% | -0.71% |
| +1.0% | 74% | -0.58% |
| +1.25% | 72% | -0.52% |
| +1.5% | 70% | -0.47% |
| +1.75% | 68% | -0.43% |
| +2.0% | 64% | -0.51% |
| +2.5% | 60% | -0.42% |
| +3.0% | 58% | -0.26% |
| +4.0% | 54% | -0.10% |
| +5.0% | 48% | -0.16% |
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 | 73% | N=94 |
| 횡보장 | 84% | N=70 |
| 상승장 | 80% | N=35 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-02-23 | 14.53% | ✅ hit |
| 2026-03-26 | 0.52% | ✅ hit 🔴 stopped |
| 2026-05-16 | 0.58% | ✅ hit |
| 2026-05-22 | 3.36% | ✅ hit 🔴 stopped |
| 2026-05-27 | 0.19% | — 🔴 stopped |
| 2026-06-01 | 0.0% | — 🔴 stopped |
| 2026-06-09 | 9.01% | ✅ hit |
| 2026-06-25 | 1.92% | ✅ hit |