Bitcoin Radar · Momentum · as of 01 Nov 2026 close
Bitcoin Stochastic: 16.7 %K below 20 (oversold)
Slow stochastic (14, 3, 3): %K position and %K/%D crosses. This page shows the 1 week, 1 month and 3 months after every initial trigger for every Stochastic trigger signal since 02 Sep 2011.
- %K
- 16.7
- BTC close
- $78,233
- Active signal
- %K below 20 (oversold)
- Median next 1 week
- +0.1%
- Median next 1 month
- +2.7%
- Median next 3 months
- +3.6%
What is the Stochastic Oscillator?
The stochastic oscillator locates the latest close within the high-low range of the past 14 days. %K is smoothed over 3 days and %D is a 3-day average of %K.
Formula. Raw %K = 100 x (Close - Lowest Low 14) / (Highest High 14 - Lowest Low 14); %K = SMA(3) of raw; %D = SMA(3) of %K.
How to read it
- Below 20: closes are near the bottom of the recent range (oversold).
- Mid-range (20-80): %K is not at an extreme; this is the headline zone on the master table.
- At or above 80: closes are near the top of the recent range (overbought).
- %K crossing %D is the usual trade trigger, most meaningful when it happens in an extreme zone.
Why it matters for Bitcoin
Bitcoin's daily stochastic oscillates quickly and produces frequent crosses. That gives large sample sizes but also many false signals in trends, which the win-rate column exposes.
Signals tracked on this page
- %K below 20 (oversold) Bullish First daily close with slow %K under 20.
- %K mid-range (20-80) Neutral First daily close with slow %K between 20 and 80.
- %K above 80 (overbought) Bearish First daily close with slow %K at or over 80.
- %K crosses above %D Bullish %K crosses up through %D.
- %K crosses below %D Bearish %K crosses down through %D.
As of the 01 Nov 2026 daily close, Bitcoin's Stochastic Oscillator reads 16.7, which is the "%K below 20 (oversold)" signal. Since 02 Sep 2011, across 163 times this signal turned on, Bitcoin's median return over the next 30 days was +2.7% (mean +4.5%, 57% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was +0.1% and over 3 months +3.6%.
Bitcoin forward returns after each Stochastic 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 |
|---|---|---|---|---|
| %K below 20 (oversold) active Bullish | First daily close with slow %K under 20. | +0.1% | +2.7% | +3.6% |
| %K mid-range (20-80) Neutral | First daily close with slow %K between 20 and 80. | +1.0% | +2.2% | +8.2% |
| %K above 80 (overbought) Bearish | First daily close with slow %K at or over 80. | +1.3% | +5.1% | +17.8% |
| %K crosses above %D active Bullish | %K crosses up through %D. | +1.1% | +3.4% | +13.4% |
| %K crosses below %D Bearish | %K crosses down through %D. | +1.1% | +3.3% | +12.0% |
| Baseline: all Bitcoin daily closes | Unconditional median over the same horizons. | +0.7% | +2.9% | +10.0% |
Bitcoin price with Stochastic (last 2 years)
Interactive chart requires JavaScript. All statistics are in the tables on this page.
Distribution of outcomes after "%K below 20 (oversold)"
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 | 163 | +0.1% | +0.7% | 52% | +67.2% | -36.6% | +0.7% | -0.6% |
| 1 month | 163 | +2.7% | +4.5% | 57% | +118.5% | -45.3% | +2.9% | -0.3% |
| 3 months | 160 | +3.6% | +13.9% | 56% | +330.8% | -48.8% | +10.3% | -6.7% |
Most recent "%K below 20 (oversold)" occurrences
| Close date | BTC close | Next 1 week | Next 1 month | Next 3 months |
|---|---|---|---|---|
| 30 Oct 2026 | $77,187 | pending | pending | pending |
| 26 Oct 2026 | $80,006 | pending | pending | pending |
| 17 Sep 2026 | $76,355 | +10.5% | +6.6% | pending |
| 15 Sep 2026 | $75,577 | +14.1% | +8.7% | pending |
| 11 Sep 2026 | $77,212 | +4.7% | +8.4% | pending |
| 02 Aug 2026 | $63,500 | +2.1% | +21.9% | +21.9% |
| 30 Jun 2026 | $58,526 | +8.2% | +10.6% | +42.6% |
| 28 Jun 2026 | $59,473 | +6.9% | +7.4% | +42.0% |
| 28 May 2026 | $73,519 | -13.2% | -18.5% | +7.5% |
| 17 May 2026 | $77,412 | -0.6% | -15.2% | -18.6% |
| 28 Mar 2026 | $66,321 | +1.5% | +16.7% | -9.5% |
| 30 Jan 2026 | $84,130 | -16.2% | -21.8% | -9.3% |
Frequently asked questions
What settings are used?
Slow stochastic 14, 3, 3 on daily high, low and close.
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.