Bitcoin after a successful Weekly Bearish Retest
Performance after Bitcoin revisits a confirmed breakdown level and closes back below it.
median forward return
Context before conviction.
After removing overlapping forward windows, N=3 independent observations remain from 4 raw events. Their 26W median return was +36.2% with a 66.7% win rate and -9.66% 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 |
|---|---|---|---|---|---|---|---|---|
| 4W | Independent | N=4 | +19.3% | +14.9% | 75% | +7.8% | +26.3% | -6.2% |
| 4W | Raw events | N=4 | +19.3% | +14.9% | 75% | +7.8% | +26.3% | -6.2% |
| 8W | Independent | N=4 | +31.3% | +22.7% | 75% | +17.6% | +36.4% | -6.2% |
| 8W | Raw events | N=4 | +31.3% | +22.7% | 75% | +17.6% | +36.4% | -6.2% |
| 13W | Independent | N=4 | +43.3% | +30.3% | 75% | +15.4% | +58.2% | -6.2% |
| 13W | Raw events | N=4 | +43.3% | +30.3% | 75% | +15.4% | +58.2% | -6.2% |
| 26W | Independent | N=3 | +36.2% | +36.4% | 66.7% | +12.9% | +59.8% | -9.7% |
| 26W | Raw events | N=4 | +46.8% | +41.6% | 75% | +24.6% | +63.8% | -6.2% |
| 52W | Independent | N=3 | +20.4% | +283.2% | 66.7% | +0.2% | +434.7% | -27.2% |
| 52W | Raw events | N=4 | +83.7% | +249.1% | 75% | +10.3% | +322.5% | -15.0% |
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 |
|---|---|---|---|---|---|---|
| 4W | N=4 | — | — | — | — | Insufficient Data |
| 8W | N=4 | — | — | — | — | Insufficient Data |
| 13W | N=4 | — | — | — | — | Insufficient Data |
| 26W | N=3 | — | — | — | — | Insufficient Data |
| 52W | 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 |
|---|---|---|---|---|---|---|
| Breakout buffer 0.5% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 0.5 · Retesttolerancepct 1.5 | N=4 | N=3 | +36.2% | 66.7% | Too small |
| Canonical detectorPublished | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | +36.2% | 66.7% | Baseline |
| Breakout buffer 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 2 · Retesttolerancepct 1.5 | N=5 | N=4 | +12.9% | 50% | Too small |
| Pivot strength 2 | Pivotstrength 2 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | -10.4% | 33.3% | Too small |
| Pivot strength 4 | Pivotstrength 4 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | +36.2% | 66.7% | Too small |
| Retest tolerance 1% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1 | N=3 | N=3 | +57.3% | 100% | Too small |
| Retest tolerance 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 2 | N=4 | N=3 | +33.9% | 66.7% | Too small |
| Failure buffer 0.5% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 0.5 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | +36.2% | 66.7% | Too small |
| Failure buffer 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 2 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=5 | N=4 | +12.9% | 50% | Too small |
| Retest window through week 6 | Pivotstrength 3 · Retestendweek 6 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=3 | N=3 | +57.3% | 100% | Too small |
| Retest window through week 10 | Pivotstrength 3 · Retestendweek 10 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | +36.2% | 66.7% | 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.
Weeks 2–8 · high within −1.5% · close ≤ breakdown level
The signal is evaluated only with information available at the event close. Future observations are used solely to calculate outcomes.
The source breakdown must be a completed weekly close at least 1% below a confirmed pivot low.
A retest may qualify from the second through eighth completed week after breakdown.
The weekly high must come within 1.5% below the pivot level or trade through it, then close at or below the level.
A close 1% above the level fails the lifecycle before a later retest can qualify.
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 26W 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.