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 14, 2016
EXPIRY SESSIONMar 18, 2016
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 | -1.96% | -3.27% | -1.77% |
| 3D | -1.53% | -3.27% | -0.73% |
| 5D | -0.21% | -3.27% | +0.14% |
| 7D | -0.48% | -3.27% | +0.14% |
| 14D | -0.17% | -3.27% | +1.93% |
| 30D | +3.01% | -3.27% | +3.95% |
| 90D | +83.97% | -3.27% | +85.87% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.