Bitcoin after Bottom-Zone Stabilization
Forward outcomes after a deep drawdown first regains completed daily trend and momentum confirmation.
median forward return
Context before conviction.
After removing overlapping forward windows, N=5 independent observations remain from 6 raw events. Their 180D median return was -33.34% with a 40% win rate and -36.17% median adverse excursion.
Outcome by horizon
Primary non-overlapping results are shown beside the complete raw event population.
| Horizon | Population | Sample | Median | Mean | Win rate | 25th percentile | 75th percentile | Median MAE |
|---|---|---|---|---|---|---|---|---|
| 30D | Independent | N=6 | -10.9% | -6.5% | 16.7% | -20.4% | -0.8% | -18.4% |
| 30D | Raw events | N=6 | -10.9% | -6.5% | 16.7% | -20.4% | -0.8% | -18.4% |
| 90D | Independent | N=5 | -1.0% | -1.7% | 40% | -20.7% | +11.9% | -28.3% |
| 90D | Raw events | N=6 | -6.6% | -3.5% | 33.3% | -18.6% | +8.7% | -31.5% |
| 180D | Independent | N=5 | -33.3% | +1.2% | 40% | -38.3% | +24.7% | -36.2% |
| 180D | Raw events | N=6 | -18.7% | +0.4% | 33.3% | -37.1% | +17.5% | -33.9% |
| 365D | Independent | N=3 | -43.8% | +175.5% | 33.3% | -54.3% | +295.6% | -69.2% |
| 365D | Raw events | N=5 | -59.3% | +80.1% | 20% | -64.8% | -43.8% | -69.2% |
Distribution and drawdown
Inspect the stored event-level outcomes behind the aggregate table.
Temporal validation
Chronological 70/30 holdouts and expanding-window folds use only independent observations. Later outcomes never influence event selection or thresholds.
| Horizon | Independent N | Train median | Test median | Direction | Stable folds | Assessment |
|---|---|---|---|---|---|---|
| 30D | N=6 | — | — | — | — | Insufficient Data |
| 90D | N=5 | — | — | — | — | Insufficient Data |
| 180D | N=5 | — | — | — | — | Insufficient Data |
| 365D | N=3 | — | — | — | — | Insufficient Data |
Sensitivity analysis
One detector setting changes at a time around the published configuration. Returns never determine which configuration is canonical.
At least 8 independent observations are required for the canonical and compared variants.
| Configuration | Parameters | Raw N | Independent N | Median | Win rate | Direction |
|---|---|---|---|---|---|---|
| Cycle entry at 25% drawdown | Minimumrsi 45 · Entrydrawdownpct 25 · Resetdrawdownpct 20 · Emaslopelookbackdays 5 · Capitulationdrawdownpct 50 | N=6 | N=5 | -33.3% | 40% | Too small |
| Canonical bottom-zone stabilizationPublished | Minimumrsi 45 · Entrydrawdownpct 30 · Resetdrawdownpct 20 · Emaslopelookbackdays 5 · Capitulationdrawdownpct 50 | N=6 | N=5 | -33.3% | 40% | Baseline |
| Cycle entry at 35% drawdown | Minimumrsi 45 · Entrydrawdownpct 35 · Resetdrawdownpct 20 · Emaslopelookbackdays 5 · Capitulationdrawdownpct 50 | N=5 | N=4 | -14.6% | 50% | Too small |
| Momentum recovery at RSI 40 | Minimumrsi 40 · Entrydrawdownpct 30 · Resetdrawdownpct 20 · Emaslopelookbackdays 5 · Capitulationdrawdownpct 50 | N=6 | N=5 | -33.3% | 40% | Too small |
| Momentum recovery at RSI 50 | Minimumrsi 50 · Entrydrawdownpct 30 · Resetdrawdownpct 20 · Emaslopelookbackdays 5 · Capitulationdrawdownpct 50 | N=6 | N=5 | -33.4% | 40% | Too small |
| EMA slope over 3 days | Minimumrsi 45 · Entrydrawdownpct 30 · Resetdrawdownpct 20 · Emaslopelookbackdays 3 · Capitulationdrawdownpct 50 | N=7 | N=5 | -31.5% | 40% | Too small |
| EMA slope over 10 days | Minimumrsi 45 · Entrydrawdownpct 30 · Resetdrawdownpct 20 · Emaslopelookbackdays 10 · Capitulationdrawdownpct 50 | N=5 | N=5 | -31.7% | 20% | Too small |
This is a robustness check, not model selection. Each row changes one assumption while every other detector rule remains fixed.
Cross-exchange benchmark
The published detector is replayed independently on each venue over the shared completed-candle window. Exchange populations are never mixed.
Both venues need at least 8 independent outcomes before direction is compared.
Coinbase remains the canonical research source. Bitstamp is an external robustness check; its candles, events, and forward-return population remain separate.
ATH drawdown ≥ 30% · close ≥ 20D EMA · EMA rising 5D · RSI ≥ 45
The signal is evaluated only with information available at the event close. Future observations are used solely to calculate outcomes.
A cycle starts when a completed daily close is at least 30% below the running all-time closing high.
The first completed close at or above its 20-day EMA qualifies only when that EMA is above its level five completed sessions earlier and RSI(14) is at least 45.
Only the first stabilization event is counted in a cycle; recovery to within 20% of the prior high resets eligibility.
The detector never uses the eventual low or any forward return to assign an event date.
Primary confidence and headline statistics use the earliest chronological non-overlapping sample for each horizon; raw events remain reported for audit.
Temporal validation uses the independent sample only: a chronological 70/30 holdout plus expanding-window folds with at least two later observations per fold and no threshold tuning.
Sensitivity analysis changes one detector parameter at a time around the published canonical configuration, compares independent 180D outcomes, requires at least 8 observations per comparable variant, and never selects a parameter from performance.
Cross-exchange robustness replays the canonical detector independently on Coinbase BTC-USD and Bitstamp BTC/USD over their shared completed-daily history. Each source keeps its own signal and non-overlapping outcome population, with at least 8 observations required per benchmark.
Research, not a recommendation. Live market data can be delayed or temporarily unavailable. Historical results are displayed only when they have been computed and stored by the database research pipeline.