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, 2024
EXPIRY SESSIONMar 15, 2024
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 | -8.56% | -9.24% | -1.84% |
| 3D | -5.26% | -9.61% | -1.84% |
| 5D | -4.91% | -14.84% | -1.84% |
| 7D | -10.58% | -14.84% | -1.84% |
| 14D | -2.05% | -14.84% | +0.60% |
| 30D | -7.83% | -14.84% | +1.98% |
| 90D | -6.48% | -20.83% | +1.98% |
Base price is the last Coinbase BTC-USD daily close completed before the event. These outcomes do not prove the event caused the move.