Does BTC really go down when Volume spike (red) fires? — verified win rate
After a Volume spike (red) signal on BTC 1h, the smaller target (+0.25%) was reached first in about 64% of the 2327 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 51% — 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 Volume spike (red)?
This flags a red (down) candle on unusually heavy volume — more than two standard deviations above normal. Heavy selling volume can mean strong conviction lower, or a panic flush that's near exhaustion. It's ambiguous by nature, so it can mark more downside or the very bottom of the move.
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% | 88% | -0.12% |
| +0.5% | 78% | -0.13% |
| +0.75% | 71% | -0.12% |
| +1.0% | 65% | -0.11% |
| +1.25% | 60% | -0.10% |
| +1.5% | 56% | -0.10% |
| +1.75% | 53% | -0.10% |
| +2.0% | 51% | -0.09% |
| +2.5% | 48% | -0.06% |
| +3.0% | 46% | -0.06% |
| +4.0% | 43% | -0.05% |
| +5.0% | 42% | -0.06% |
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 | 89% | N=778 |
| 횡보장 | 87% | N=760 |
| 상승장 | 88% | N=766 |
Recent occurrences
How far price actually moved the last few times this signal fired (MFE = maximum favorable excursion).
| Date | MFE | Result |
|---|---|---|
| 2026-06-17 | 4.95% | ✅ hit |
| 2026-06-18 | 0.16% | — |
| 2026-06-21 | 0.84% | ✅ hit 🔴 stopped |
| 2026-06-23 | 1.59% | ✅ hit |
| 2026-06-23 | 0.68% | ✅ hit |
| 2026-06-24 | 5.25% | ✅ hit |
| 2026-06-25 | 0.0% | — 🔴 stopped |
| 2026-06-28 | 0.28% | ✅ hit 🔴 stopped |