Macro event researchMACRO EVENT STUDY
Bitcoin after weekly RSI recovery with supportive macro
Weekly BTC RSI crossed above 50 while revised U.S. net liquidity had risen over 30 days and the 10-year Treasury yield had fallen over 30 days.
Signals2
Independent sample2
ConfidenceVERY_LOW
BTC-USD · COMPLETED DAILY CANDLES
Forward-return distribution
| Horizon | N | Median | Mean | Win rate | 25th–75th | MAE | MFE |
|---|---|---|---|---|---|---|---|
| 1D | 2 | -1.29% | -1.29% | 0.0% | -1.54% to -1.04% | -2.59% | +0.96% |
| 7D | 2 | +4.38% | +4.38% | 50.0% | +1.60% to +7.16% | -5.98% | +7.44% |
| 30D | 2 | +17.66% | +17.66% | 100.0% | +17.40% to +17.92% | -5.98% | +23.84% |
| 90D | 2 | +19.37% | +19.37% | 50.0% | +1.43% to +37.31% | -31.04% | +44.52% |
METHODOLOGY
How to read this result
The technical activation is the existing point-in-time weekly RSI cross above 50. Macro filters use the latest stored revisions available for each historical observation date, so this is not a vintage-clean backtest. Returns use completed Coinbase BTC-USD daily candles and chronological non-overlap by horizon.
Research integrity
These observations describe association after selected events. They are not a causal estimate, trading recommendation, or promise of a similar future outcome.
Open JSON data