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 WINDOWSep 14, 2015
EXPIRY SESSIONSep 18, 2015
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 | -0.20% | -0.57% | +0.42% |
| 3D | -2.58% | -2.77% | +0.42% |
| 5D | -1.32% | -3.81% | +0.42% |
| 7D | +1.09% | -3.81% | +1.83% |
| 14D | +2.12% | -3.81% | +3.30% |
| 30D | +13.57% | -3.81% | +17.77% |
| 90D | +95.21% | -3.81% | +114.28% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.