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 WINDOWJun 17, 2019
EXPIRY SESSIONJun 21, 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 | +11.92% | +5.76% | +17.68% |
| 3D | +15.75% | +5.76% | +18.39% |
| 5D | +35.63% | +5.76% | +45.51% |
| 7D | +29.68% | +5.76% | +45.51% |
| 14D | +15.46% | +1.26% | +45.51% |
| 30D | +11.12% | -4.83% | +45.51% |
| 90D | +7.80% | -4.83% | +45.51% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.