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 17, 2018
EXPIRY SESSIONSep 21, 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 | +3.30% | +2.08% | +5.08% |
| 3D | +1.37% | +0.97% | +5.08% |
| 5D | -0.58% | -2.66% | +5.08% |
| 7D | +1.95% | -2.66% | +5.08% |
| 14D | +1.55% | -2.66% | +5.08% |
| 30D | -1.19% | -7.08% | +5.08% |
| 90D | -37.24% | -51.81% | +5.08% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.