Does BTC really go up when Volume spike (green) fires? — verified win rate
After a Volume spike (green) signal on BTC 1d, the smaller target (+0.25%) was reached first in about 97% of the 68 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 88% — 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 Volume spike (green)?
This flags a green (up) candle on unusually heavy volume — more than two standard deviations above normal. Heavy buying volume can signal real conviction higher, or a blow-off spike that's already spent. It's genuinely mixed, so it can lead to more upside or mark a short-term top.
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% | 85% | -0.60% |
| +0.5% | 84% | -0.47% |
| +0.75% | 82% | -0.34% |
| +1.0% | 81% | -0.17% |
| +1.25% | 76% | -0.24% |
| +1.5% | 76% | -0.05% |
| +1.75% | 75% | +0.04% |
| +2.0% | 74% | +0.13% |
| +2.5% | 66% | -0.03% |
| +3.0% | 65% | +0.18% |
| +4.0% | 62% | +0.53% |
| +5.0% | 57% | +0.61% |
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 | 70% | N=23 |
| 횡보장 | 100% | N=20 |
| 상승장 | 92% | N=24 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2024-11-06 | 23.41% | ✅ hit |
| 2025-01-20 | 4.87% | ✅ hit |
| 2025-04-07 | 2.15% | ✅ hit 🔴 stopped |
| 2025-04-09 | 0.0% | — 🔴 stopped |
| 2025-05-21 | 2.13% | ✅ hit 🔴 stopped |
| 2025-07-14 | 0.97% | ✅ hit |
| 2026-02-02 | 0.0% | — 🔴 stopped |
| 2026-02-06 | 2.4% | ✅ hit 🔴 stopped |