RETPCT < -10
BTCUSDT · spot · 1d· 2020-01-01 → 2026-10-01· 2,466 bars· published 2026-10-19
This scan was saved before episode counts existed, so the page shows the bar-level study only: every bar the condition held on counts, and one long stretch counts many times. Re-run the scan for episode counts and signal dates.
After 30 bars (30d) · 2020-01-01 → 2026-10-01
Signal bars
13
12 independent
Higher after 30d
69.2%
random entry 55.9%
Median after 30d
+4.0%
random entry +2.1%
Worst 5%
-15.9%
best 5% +58.4%
Net edge
+4.44%
q 0.705 · 8 bps costs
Every bar the condition held on counts here, so one long stretch counts many times. Random entry is every bar of the same period.
| Every signal bar | Random entry | |||||
|---|---|---|---|---|---|---|
| Horizon | n | Higher | Median | Worst 5% | Higher | Median |
| 1 bar (1d) | 13 | 76.9% | +3.0% | -2.6% | 50.9% | +0.0% |
| 7 bars (7d) | 13 | 69.2% | +3.5% | -15.5% | 53.6% | +0.5% |
| 30 bars (30d)headline | 13 | 69.2% | +4.0% | -15.9% | 55.9% | +2.1% |
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