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 11, 2019
EXPIRY SESSIONMar 15, 2019
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 | +3.53% | +1.22% | +4.76% |
| 3D | +3.02% | +1.22% | +4.76% |
| 5D | +4.62% | +1.22% | +4.95% |
| 7D | +3.37% | +1.22% | +5.25% |
| 14D | +6.15% | +0.11% | +6.42% |
| 30D | +34.00% | +0.11% | +42.40% |
| 90D | +113.78% | +0.11% | +135.86% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.