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Bitcoin Radar · Trend · as of 01 Nov 2026 close

Bitcoin Parabolic SAR: Bearish SAR above price (short)

Parabolic SAR (0.02 step, 0.20 max) direction and reversals. This page shows the 1 week, 1 month and 3 months after every initial trigger for every Parabolic SAR trigger signal since 19 Aug 2011.

Direction
Bearish
BTC close
$78,233
Active signal
SAR above price (short)
Median next 1 week
+0.4%
Median next 1 month
+0.9%
Median next 3 months
+8.0%

What is the Parabolic SAR?

Parabolic Stop and Reverse plots a trailing dot that accelerates toward price as a trend matures. When price touches the dot the system reverses.

Formula. SAR(t+1) = SAR(t) + AF x (EP - SAR(t)); AF starts at 0.02, rises by 0.02 per new extreme to a 0.20 cap; reversal when price crosses the SAR.

How to read it

  • Dots below price: long; dots above price: short.
  • Each reversal is a trade signal in the original system.
  • Works well in trends and whipsaws in ranges.

Why it matters for Bitcoin

On Bitcoin's daily chart the SAR reverses frequently. The reversal statistics quantify how often those flips were followed by moves in the new direction.

Signals tracked on this page

As of the 01 Nov 2026 daily close, Bitcoin's Parabolic SAR reads Bearish, which is the "SAR above price (short)" signal. Since 19 Aug 2011, across 197 times this signal turned on, Bitcoin's median return over the next 30 days was +0.9% (mean +7.3%, 51% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was +0.4% and over 3 months +8.0%.

Bitcoin forward returns after each Parabolic SAR 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.

Bitcoin forward returns after each Parabolic SAR trigger signal (first daily close after the condition turned on, close-to-close, Bitstamp daily closes). Median return; hover for mean, win rate and edge versus baseline.
Signal Reading Median 1 weekMedian 1 monthMedian 3 months
SAR below price (long) Bullish First daily close with SAR dots flipping below price. -0.5%n=199 · 46% win +0.5%n=198 · 52% win +7.3%n=194 · 58% win
SAR above price (short) active Bearish First daily close with SAR dots flipping above price. +0.4%n=199 · 52% win +0.9%n=197 · 51% win +8.0%n=194 · 56% win
Reverses to long Bullish SAR flips below price. -0.5%n=198 · 46% win +0.6%n=197 · 52% win +7.5%n=193 · 59% win
Reverses to short Bearish SAR flips above price. +0.4%n=199 · 52% win +0.9%n=197 · 51% win +8.0%n=194 · 56% win
Baseline: all Bitcoin daily closes Unconditional median over the same horizons. +0.7%n=5513 · 55% win +2.9%n=5490 · 57% win +10.0%n=5430 · 60% win

Bitcoin price with Parabolic SAR (last 2 years)

Interactive chart requires JavaScript. All statistics are in the tables on this page.

Distribution of outcomes after "SAR above price (short)"

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

Count

Forward return (compressed scale)

1 month

Count

Forward return (compressed scale)

3 months

Count

Forward return (compressed scale)

Summary statistics for "SAR above price (short)" trigger signals (first close after the condition turned on).
HorizonnMedianMeanWin rateBestWorstBaselineEdge
1 week199+0.4%+0.6%52%+70.9%-44.5%+0.7%-0.3%
1 month197+0.9%+7.3%51%+327.7%-49.2%+2.9%-2.0%
3 months194+8.0%+30.4%56%+759.1%-75.3%+10.3%-2.2%

Most recent "SAR above price (short)" occurrences

Latest 12 trigger dates (first close after the condition turned on) and the realised Bitcoin return afterwards. "Pending" means the horizon has not elapsed yet.
Close dateBTC closeNext 1 weekNext 1 monthNext 3 months
24 Oct 2026$80,772-4.1%pendingpending
07 Oct 2026$83,275-2.0%pendingpending
10 Sep 2026$76,529-0.2%+8.4%pending
01 Sep 2026$77,397+1.4%+9.6%pending
13 Aug 2026$63,418+15.1%+21.8%pending
24 Jul 2026$64,087-2.0%+21.3%+26.9%
23 Jun 2026$62,651-6.6%+3.8%+38.2%
27 May 2026$74,330-13.8%-19.3%+5.7%
13 May 2026$79,284-2.3%-19.9%-19.9%
20 Apr 2026$75,870+2.0%+2.1%-14.7%
22 Mar 2026$67,860-2.8%+12.5%-5.3%
24 Feb 2026$64,059+6.7%+7.4%+20.6%

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.