Bitcoin Radar · Trend · as of 01 Nov 2026 close
Bitcoin Ichimoku: -5.8% Close inside the cloud
Ichimoku (9, 26, 52) with the cloud evaluated at the current bar: price versus cloud and Tenkan/Kijun crosses. This page shows the 1 week, 1 month and 3 months after every initial trigger for every Ichimoku trigger signal since 08 Oct 2011.
- Close vs cloud top
- -5.8%
- BTC close
- $78,233
- Active signal
- Close inside the cloud
- Median next 1 week
- +0.4%
- Median next 1 month
- +0.5%
- Median next 3 months
- +4.4%
What is the Ichimoku Cloud?
Ichimoku Kinko Hyo combines a 9-day conversion line (Tenkan), a 26-day base line (Kijun) and a cloud formed by two leading spans. Here the cloud is evaluated at the current bar so no future information leaks into the statistics.
Formula. Tenkan = (HH9 + LL9) / 2; Kijun = (HH26 + LL26) / 2; Span A = (Tenkan + Kijun) / 2 from 26 days ago; Span B = (HH52 + LL52) / 2 from 26 days ago. Cloud = area between Span A and Span B.
How to read it
- Price above the cloud: bullish regime; below: bearish; inside: transition.
- Tenkan crossing above Kijun is a bullish trigger, stronger when price is already above the cloud.
- A thick cloud acts as support or resistance; a thin cloud is easier to cross.
Why it matters for Bitcoin
Ichimoku is popular among crypto traders because Bitcoin's long trends produce extended stays above or below the cloud. The table measures the first close of each above-cloud, below-cloud or inside-cloud spell, not every day inside it.
Signals tracked on this page
- Close above the cloud Bullish First daily close above both Span A and Span B.
- Close below the cloud Bearish First daily close below both spans.
- Close inside the cloud Neutral First daily close between Span A and Span B.
- Tenkan crosses above Kijun Bullish Conversion line crosses up through the base line.
- Tenkan crosses below Kijun Bearish Conversion line crosses down through the base line.
As of the 01 Nov 2026 daily close, Bitcoin's Ichimoku Cloud reads -5.8%, which is the "Close inside the cloud" signal. Since 08 Oct 2011, across 195 times this signal turned on, Bitcoin's median return over the next 30 days was +0.5% (mean +5.2%, 52% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was +0.4% and over 3 months +4.4%.
Bitcoin forward returns after each Ichimoku trigger signal
Median close-to-close return after the first daily close where the signal turned on (trigger). Hover or tap a cell for the mean, win rate and edge versus the unconditional baseline. Click a signal for its dedicated page with recent occurrences.
| Signal | Reading | Median 1 week | Median 1 month | Median 3 months |
|---|---|---|---|---|
| Close above the cloud Bullish | First daily close above both Span A and Span B. | +0.2% | +2.2% | +10.1% |
| Close below the cloud Bearish | First daily close below both spans. | +0.6% | +2.9% | +2.5% |
| Close inside the cloud active Neutral | First daily close between Span A and Span B. | +0.4% | +0.5% | +4.4% |
| Tenkan crosses above Kijun Bullish | Conversion line crosses up through the base line. | +0.1% | +3.5% | +3.0% |
| Tenkan crosses below Kijun Bearish | Conversion line crosses down through the base line. | +0.8% | -0.6% | +2.5% |
| Baseline: all Bitcoin daily closes | Unconditional median over the same horizons. | +0.7% | +2.9% | +10.0% |
Bitcoin price with Ichimoku (last 2 years)
Interactive chart requires JavaScript. All statistics are in the tables on this page.
Distribution of outcomes after "Close inside the cloud"
Histogram of Bitcoin's forward returns for the active signal, one panel per horizon. The vertical axis is the number of triggers; the horizontal axis is close-to-close return, compressed so large outliers do not hide the typical range. Bars left of zero are losses, right are gains.
1 week
Forward return (compressed scale)
1 month
Forward return (compressed scale)
3 months
Forward return (compressed scale)
| Horizon | n | Median | Mean | Win rate | Best | Worst | Baseline | Edge |
|---|---|---|---|---|---|---|---|---|
| 1 week | 196 | +0.4% | +0.5% | 52% | +30.9% | -23.4% | +0.7% | -0.3% |
| 1 month | 195 | +0.5% | +5.2% | 52% | +96.7% | -46.7% | +2.9% | -2.4% |
| 3 months | 194 | +4.4% | +26.0% | 54% | +541.8% | -49.4% | +10.3% | -5.9% |
Most recent "Close inside the cloud" occurrences
| Close date | BTC close | Next 1 week | Next 1 month | Next 3 months |
|---|---|---|---|---|
| 22 Oct 2026 | $81,315 | -4.3% | pending | pending |
| 17 Aug 2026 | $64,485 | +22.5% | +18.1% | pending |
| 20 Jul 2026 | $65,213 | -2.3% | +6.3% | +25.7% |
| 27 May 2026 | $74,330 | -13.8% | -19.3% | +5.7% |
| 07 Apr 2026 | $71,940 | +3.1% | +11.2% | -11.0% |
| 05 Apr 2026 | $68,999 | +2.5% | +17.3% | -8.6% |
| 23 Mar 2026 | $70,883 | -5.9% | +10.3% | -10.8% |
| 15 Mar 2026 | $72,831 | -6.8% | +1.9% | -11.5% |
| 27 Jan 2026 | $89,135 | -15.1% | -24.3% | -13.2% |
| 21 Jan 2026 | $89,374 | -0.2% | -23.9% | -14.6% |
| 04 Jan 2026 | $91,501 | -0.7% | -17.3% | -26.5% |
| 26 Oct 2025 | $114,551 | -3.5% | -23.8% | -22.2% |
Frequently asked questions
Why is the cloud not shifted forward?
Traditional charts plot the spans 26 days ahead. For measuring outcomes we need the cloud value that applied on the close date, so spans are aligned to the current bar. The values are identical, only the display shift is removed.
How are these Bitcoin returns calculated?
Every statistic uses Bitstamp BTC/USD daily closes since August 2011. A signal is recorded only on the first daily close after the condition turns on, not on every later close while it stays on. From that trigger date we take the close 7, 30 and 90 calendar days later and compute close-to-close percentage returns. Tables show the median because Bitcoin returns are right-skewed; the mean is on hover. Win rates are compared with the unconditional Bitcoin baseline over the same horizons.
Why are these statistics based on initial triggers only?
Trigger statistics record only the first daily close when a condition is met, rather than every consecutive close during an ongoing regime. This eliminates overlapping, auto-correlated observations that dilute signal clarity and provides clean, independent forward returns.
Is this trading advice?
No. These are descriptive historical statistics, not forecasts. Past behaviour of an indicator on Bitcoin does not guarantee future results, and sample sizes for rare signals are small.
Methodology
- Data. Bitcoin (BTC/USD) daily closes from Bitstamp, 18 Aug 2011 to 01 Nov 2026 (5555 closes). One exchange, one series, no splicing.
- Trigger evaluation. Evaluated strictly on the initial daily close when the signal condition turns active (the first close after being inactive). Consecutive ongoing closes are excluded to prevent signal dilution and sample clustering.
- Forward return. For horizon h in {7, 30, 90} days:
close[t + h] / close[t] - 1, both daily closes. Indicators use data up to and including close[t], so there is no lookahead. - Statistics. Tables show the median return because Bitcoin's return distribution is right-skewed; the mean is on hover (and in the detailed columns). Also published: occurrence count n, win rate (share of positive returns), and the unconditional Bitcoin baseline over the same horizon. Edge = median minus baseline median. Signals with fewer than 3 occurrences are omitted.
- Caveats. Rare signals have small samples. External series start later than price (Fear & Greed 2018). Open interest and long/short ratios are excluded because no reliable multi-year history exists.
- Refresh. Recomputed once per day after the 00:00 UTC close. Last computed 2 Nov 2026 00:10 UTC.