Bitcoin Radar · Volatility · as of 01 Nov 2026 close
Bitcoin Keltner: 0.22 Close inside the channel
Keltner Channels (EMA 20, 2 x ATR 10) breaks above and below. This page shows the 1 week, 1 month and 3 months after every initial trigger for every Keltner trigger signal since 06 Sep 2011.
- Channel position
- 0.22
- BTC close
- $78,233
- Active signal
- Close inside the channel
- Median next 1 week
- +1.7%
- Median next 1 month
- +3.2%
- Median next 3 months
- +17.7%
What is the Keltner Channels?
Keltner Channels surround a 20-day EMA with bands two ATRs wide. Unlike Bollinger Bands they use true range, so they respond to gaps and intraday swings.
Formula. Middle = EMA(20); Upper = Middle + 2 x ATR(10); Lower = Middle - 2 x ATR(10).
How to read it
- Close above the upper channel: strong upward momentum.
- Close below the lower channel: strong downward momentum.
- Closes inside the channel are the normal state.
Why it matters for Bitcoin
Traders combine Keltner with Bollinger for the squeeze setup. Here each channel break is measured on its own.
Signals tracked on this page
- Close above upper channel Bearish First daily close above the upper Keltner channel.
- Close below lower channel Bullish First daily close below the lower Keltner channel.
- Close inside the channel Neutral First daily close back inside the Keltner channel.
As of the 01 Nov 2026 daily close, Bitcoin's Keltner Channels reads 0.22, which is the "Close inside the channel" signal. Since 06 Sep 2011, across 260 times this signal turned on, Bitcoin's median return over the next 30 days was +3.2% (mean +12.9%, 58% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was +1.7% and over 3 months +17.7%.
Bitcoin forward returns after each Keltner 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 upper channel Bearish | First daily close above the upper Keltner channel. | +3.1% | +12.3% | +25.7% |
| Close below lower channel Bullish | First daily close below the lower Keltner channel. | -0.2% | -1.1% | +10.5% |
| Close inside the channel active Neutral | First daily close back inside the Keltner channel. | +1.7% | +3.2% | +17.7% |
| Baseline: all Bitcoin daily closes | Unconditional median over the same horizons. | +0.7% | +2.9% | +10.0% |
Bitcoin price with Keltner (last 2 years)
Interactive chart requires JavaScript. All statistics are in the tables on this page.
Distribution of outcomes after "Close inside the channel"
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 | 260 | +1.7% | +2.8% | 57% | +70.9% | -44.5% | +0.7% | +1.0% |
| 1 month | 260 | +3.2% | +12.9% | 58% | +473.0% | -55.0% | +2.9% | +0.3% |
| 3 months | 256 | +17.7% | +45.5% | 66% | +759.1% | -64.9% | +10.3% | +7.4% |
Most recent "Close inside the channel" occurrences
| Close date | BTC close | Next 1 week | Next 1 month | Next 3 months |
|---|---|---|---|---|
| 23 Sep 2026 | $84,385 | -1.0% | -3.9% | pending |
| 04 Sep 2026 | $79,677 | -3.1% | +8.6% | pending |
| 30 Aug 2026 | $77,702 | +3.4% | +7.6% | pending |
| 28 Aug 2026 | $77,835 | +2.4% | +8.5% | pending |
| 11 Jun 2026 | $63,558 | -1.1% | +0.3% | +23.2% |
| 13 Feb 2026 | $68,812 | -1.2% | +5.8% | +17.8% |
| 08 Feb 2026 | $70,283 | -2.1% | -0.5% | +14.8% |
| 06 Feb 2026 | $70,531 | -2.4% | -6.5% | +13.4% |
| 15 Jan 2026 | $95,577 | -6.4% | -27.0% | -21.7% |
| 23 Nov 2025 | $86,803 | +4.1% | +0.7% | -21.7% |
| 18 Nov 2025 | $92,911 | -6.0% | -8.0% | -25.9% |
| 15 Nov 2025 | $95,539 | -11.4% | -9.6% | -28.0% |
Frequently asked questions
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.