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 12, 2018
EXPIRY SESSIONMar 16, 2018
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 | -4.87% | -6.16% | +1.09% |
| 3D | +3.98% | -11.50% | +6.02% |
| 5D | +7.65% | -11.50% | +11.07% |
| 7D | +8.08% | -11.50% | +11.07% |
| 14D | -17.09% | -20.10% | +11.07% |
| 30D | +1.15% | -21.91% | +11.07% |
| 90D | -19.63% | -25.73% | +20.44% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.