Bitcoin Radar · Volume · as of 01 Nov 2026 close
Bitcoin YTD VWAP: +6.0% Close above YTD VWAP
Volume-weighted average price anchored at the first day of each calendar year. This page shows the 1 week, 1 month and 3 months after every initial trigger for every YTD VWAP trigger signal since 18 Aug 2011.
- Close vs YTD VWAP
- +6.0%
- BTC close
- $78,233
- Active signal
- Close above YTD VWAP
- Median next 1 week
- -1.0%
- Median next 1 month
- +1.3%
- Median next 3 months
- +8.2%
What is the Anchored VWAP (year to date)?
Anchored VWAP is the volume-weighted average price since a chosen anchor, here the first day of each calendar year. It approximates the average entry price of everyone who traded during the year.
Formula. VWAP = cumulative sum(Typical Price x Volume) / cumulative sum(Volume) since 1 January; Typical Price = (High + Low + Close) / 3.
How to read it
- Close above YTD VWAP: the average participant this year is in profit.
- Close below: the average participant is under water, which often increases selling pressure.
- Crosses of the anchored VWAP are watched as regime changes.
Why it matters for Bitcoin
Year-to-date VWAP resets each January, so early-year readings are noisy. The table counts the first close of each above-VWAP or below-VWAP spell across years of Bitstamp volume.
Signals tracked on this page
- Close above YTD VWAP Bullish First daily close at or above year-to-date VWAP.
- Close below YTD VWAP Bearish First daily close under year-to-date VWAP.
- Close crosses above VWAP Bullish Close reclaims the anchored VWAP.
- Close crosses below VWAP Bearish Close loses the anchored VWAP.
As of the 01 Nov 2026 daily close, Bitcoin's Anchored VWAP (year to date) reads +6.0%, which is the "Close above YTD VWAP" signal. Since 18 Aug 2011, across 100 times this signal turned on, Bitcoin's median return over the next 30 days was +1.3% (mean +2.5%, 54% positive) versus an unconditional baseline median of +2.9%. Over 1 week the median was -1.0% and over 3 months +8.2%.
Bitcoin forward returns after each YTD VWAP 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 YTD VWAP active Bullish | First daily close at or above year-to-date VWAP. | -1.0% | +1.3% | +8.2% |
| Close below YTD VWAP Bearish | First daily close under year-to-date VWAP. | -1.1% | -0.1% | +7.9% |
| Close crosses above VWAP Bullish | Close reclaims the anchored VWAP. | -1.0% | +1.3% | +8.2% |
| Close crosses below VWAP Bearish | Close loses the anchored VWAP. | -1.1% | -0.1% | +7.9% |
| Baseline: all Bitcoin daily closes | Unconditional median over the same horizons. | +0.7% | +2.9% | +10.0% |
Bitcoin price with YTD VWAP (last 2 years)
Interactive chart requires JavaScript. All statistics are in the tables on this page.
Distribution of outcomes after "Close above YTD VWAP"
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 | 100 | -1.0% | -0.8% | 45% | +30.9% | -46.6% | +0.7% | -1.7% |
| 1 month | 100 | +1.3% | +2.5% | 54% | +84.4% | -55.3% | +2.9% | -1.7% |
| 3 months | 99 | +8.2% | +17.2% | 59% | +143.0% | -72.5% | +10.3% | -2.1% |
Most recent "Close above YTD VWAP" occurrences
| Close date | BTC close | Next 1 week | Next 1 month | Next 3 months |
|---|---|---|---|---|
| 20 Aug 2026 | $73,008 | +10.0% | +11.3% | pending |
| 20 Apr 2026 | $75,870 | +2.0% | +2.1% | -14.7% |
| 15 Apr 2026 | $74,818 | +4.5% | +5.7% | -13.2% |
| 13 Apr 2026 | $74,447 | +1.9% | +6.5% | -14.4% |
| 13 Jan 2026 | $95,366 | -7.4% | -30.6% | -21.9% |
| 01 Jan 2026 | $88,728 | +2.6% | -11.4% | -23.2% |
| 09 Nov 2025 | $104,705 | -10.0% | -11.5% | -33.9% |
| 07 Nov 2025 | $103,275 | -8.5% | -12.5% | -39.2% |
| 05 Nov 2025 | $103,865 | -2.1% | -14.0% | -27.2% |
| 22 Apr 2025 | $93,481 | +0.9% | +19.5% | +25.6% |
| 03 Feb 2025 | $101,457 | -3.9% | -10.7% | -7.0% |
| 14 Jan 2025 | $96,523 | +10.0% | +0.1% | -12.4% |
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.