Quarterly expiry research
DERIVATIVES · QUARTERLY EXPIRY
Quarterly US Derivatives Expiry
Recurring U.S. equity-index derivatives expiry, also commonly called triple witching or quad witching. It is positioning context, not a directional Bitcoin signal.
STATUSCOMPLETED
ROLL WINDOWMar 16, 2026
EXPIRY SESSIONMar 20, 2026
HOLIDAY ADJUSTEDNo
BTC DATA7/7 windows complete
DIRECTIONAL PRIORNone
OBSERVED BTC PATH · COMPLETED DAILY CANDLES
Bitcoin reaction after expiry
| Horizon | Return | Worst excursion | Best excursion |
|---|---|---|---|
| 1D | -1.44% | -1.94% | +1.66% |
| 3D | +1.37% | -3.70% | +2.71% |
| 5D | +1.98% | -3.70% | +3.02% |
| 7D | -5.10% | -6.32% | +3.02% |
| 14D | -4.23% | -7.12% | +3.02% |
| 30D | +5.58% | -7.12% | +12.12% |
| 90D | -10.07% | -15.51% | +18.44% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.