Bitcoin after a successful Weekly Bullish Retest
Performance after Bitcoin revisits a confirmed breakout level and closes back above it.
median forward return
Context before conviction.
After removing overlapping forward windows, N=4 independent observations remain from 6 raw events. Their 26W median return was +31.72% with a 75% win rate and -14.87% 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=7 | -3.8% | +11.8% | 42.9% | -8.3% | +32.6% | -6.0% |
| 4W | Raw events | N=7 | -3.8% | +11.8% | 42.9% | -8.3% | +32.6% | -6.0% |
| 8W | Independent | N=6 | +17.1% | +13.6% | 50% | -13.7% | +41.5% | -6.0% |
| 8W | Raw events | N=7 | -1.8% | +9.9% | 42.9% | -14.9% | +39.6% | -6.1% |
| 13W | Independent | N=5 | +17.7% | +89.0% | 60% | -3.2% | +28.6% | -6.0% |
| 13W | Raw events | N=7 | -3.2% | +57.2% | 42.9% | -14.6% | +23.1% | -9.4% |
| 26W | Independent | N=4 | +31.7% | +37.8% | 75% | -1.8% | +71.3% | -14.9% |
| 26W | Raw events | N=6 | +11.1% | +19.4% | 66.7% | -22.4% | +44.6% | -26.2% |
| 52W | Independent | N=4 | +15.1% | +55.4% | 50% | -47.4% | +118.0% | -54.4% |
| 52W | Raw events | N=6 | +15.1% | +82.1% | 50% | -53.4% | +204.5% | -66.2% |
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 |
|---|---|---|---|---|---|---|
| 4W | N=7 | — | — | — | — | Insufficient Data |
| 8W | N=6 | — | — | — | — | Insufficient Data |
| 13W | N=5 | — | — | — | — | Insufficient Data |
| 26W | N=4 | — | — | — | — | Insufficient Data |
| 52W | N=4 | — | — | — | — | 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=7 | N=5 | +54.9% | 80% | Too small |
| Canonical detectorPublished | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=6 | N=4 | +31.7% | 75% | Baseline |
| Breakout buffer 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 2 · Retesttolerancepct 1.5 | N=6 | N=4 | +31.7% | 75% | Too small |
| Pivot strength 2 | Pivotstrength 2 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=7 | N=6 | +25.4% | 83.3% | Too small |
| Pivot strength 4 | Pivotstrength 4 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=4 | +44.6% | 75% | Too small |
| Retest tolerance 1% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1 | N=6 | N=4 | +31.7% | 75% | Too small |
| Retest tolerance 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 2 | N=6 | N=4 | +31.7% | 75% | Too small |
| Failure buffer 0.5% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 0.5 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=6 | N=4 | +31.7% | 75% | Too small |
| Failure buffer 2% | Pivotstrength 3 · Retestendweek 8 · Reteststartweek 2 · Failurebufferpct 2 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=7 | N=5 | +54.9% | 80% | Too small |
| Retest window through week 6 | Pivotstrength 3 · Retestendweek 6 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=4 | N=3 | +54.9% | 66.7% | Too small |
| Retest window through week 10 | Pivotstrength 3 · Retestendweek 10 · Reteststartweek 2 · Failurebufferpct 1 · Breakoutbufferpct 1 · Retesttolerancepct 1.5 | N=6 | N=4 | +31.7% | 75% | 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 · low within +1.5% · close ≥ breakout level
The signal is evaluated only with information available at the event close. Future observations are used solely to calculate outcomes.
The source breakout must be a completed weekly close at least 1% above a confirmed pivot high.
A retest may qualify from the second through eighth completed week after breakout.
The weekly low must come within 1.5% above the pivot level or trade through it, then close at or above the level.
A close 1% below 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.