Macro event research
MACRO EVENT STUDY

Quarterly US Derivatives Expiry — BTC Forward Returns

One observation per resolved quarterly U.S. equity-index derivatives expiry session; roll and expiry dates remain distinct.

Events54
Independent sample44
ConfidenceMEDIUM
BTC-USD · COMPLETED DAILY CANDLES

Forward-return distribution

HorizonNMedianMeanWin rate25th–75thMAEMFE
1D44-0.12%+0.48%47.7%-1.87% to +2.34%-0.95%+1.37%
3D44+0.34%+0.27%52.3%-3.83% to +3.11%-4.22%+2.63%
5D44+0.03%+0.34%50.0%-3.64% to +2.77%-4.55%+3.51%
7D44+0.12%-0.13%52.3%-5.41% to +4.26%-6.01%+3.80%
14D44-0.28%+0.84%47.7%-4.42% to +3.52%-6.26%+4.31%
30D44+2.26%+5.26%61.4%-3.41% to +11.36%-7.68%+10.30%
90D42+0.91%+25.43%50.0%-13.53% to +49.63%-16.29%+26.23%
METHODOLOGY

How to read this result

Returns use completed Coinbase BTC-USD daily candles. The base is the last close completed before the event timestamp. Each horizon uses a chronological non-overlapping sample; fees, slippage, intraday reactions, and causal claims are excluded.

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