Research · Validation
The technical indicators traders commonly watch, tested rather than assumed to work. RSI, moving averages, MACD and volatility compression are shown live and evaluated against historical baselines. A signal matters here only if outcomes after the trigger were meaningfully different from outcomes after comparable random days.
Reading the daily snapshot.
TODAY'S READINGS
| Family | What it answers | Reading now | State |
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Participation and positioning — open interest, funding, options skew, ETF flows and CME positioning — are deliberately not repeated here; they are measured on the Flows and Positioning page. Exchange volume, cumulative delta and liquidations are absent from the whole site because the snapshot has no free, keyless, primary source for them; on-chain transfer value is not a substitute and is not presented as one.
| Signal | Triggers | 1 month | 3 months | 1 year | Verdict |
|---|
Each cell is the difference, in percentage points, between the return after the signal and the return after a randomly chosen day. Beneath each is a ninety per cent bootstrap interval for that difference, a robustness estimate under the stated dependence structure rather than a model-based probability, obtained by resampling both sides in blocks — the baseline as contiguous calendar days, the triggers as blocks of the ordered event sequence so that neighbouring overlapping episodes stay together — marked with an asterisk where it excludes zero under all three seeds. A verdict of evidence requires that mark; the five-point rule only colours the figure. Full returns are in the table below.
| Signal | Horizon | After the signal | After any eligible day | Historical difference | Times it rose |
|---|
Fibonacci retracements depend on which high and low the analyst chooses. Change those points and every level changes. Without a precise rule for choosing the swing points, the method cannot be tested consistently. The same principle applies to trend lines, channels and many chart patterns: if a rule can be specified precisely enough to program, it can be tested: there is no rule this page could code, run over the history, and report a hit rate for. The same objection applies to trend lines, channels and most chart patterns. They are omitted not because they are unpopular but because nothing here can be measured, and this site does not publish what it cannot measure. If a reader can state such a rule precisely enough to program — which swing points, over what window, with what tolerance — it can be added to this table and tested like the rest.
All series are computed in the browser from the daily closes in the snapshot. Relative strength uses Wilder's smoothing over fourteen days; the moving averages are simple; the MACD is the twelve and twenty-six day exponential averages with a nine-day signal line, as originally specified. A trigger is the day a condition first becomes true, and repeat triggers within ninety days are counted once for the moving-average and relative-strength rules and within thirty days for the MACD, which fires far more often. Forward returns are simple price changes.
The baseline column is the median return over the same horizon measured from every day on which the rule could have fired: the days on which its inputs existed, with a completed forward window. It is the return a reader would have got by choosing one of those days at random, and it is high because Bitcoin rose enormously over the period. That median describes a badly skewed distribution rather than a typical outcome, and it is sensitive to where the history starts: roughly half of it comes from 2010 to 2012, when Bitcoin moved from cents to dollars, and measuring only from 2017 lowers it substantially. The full history is used because it sets the harder benchmark for any signal to beat, and every comparison applies the same baseline to both sides. The baseline is eligibility-matched: the moving-average rules cannot fire before day 200 and the squeeze rules before day 750, so their baselines exclude those days rather than compare a rule with days it could not see. The unmatched full-history median is shown in the banner for context only. Any signal must beat it to have said anything at all, and this is where most published back-tests quietly fail: they report the return after the signal without reporting the return without it.
The page shows: these are the historical records of each rule on this data, reproducible from the snapshot. It does not claim: that any of them will behave the same way again, or that the edges shown are statistically significant. Trigger counts here run from twelve to a hundred and fourteen as of 2 September 2026 and the windows overlap heavily: every consecutive pair of triggers in this sample has overlapping one-year windows. The intervals shown resample both sides of the comparison: the baseline is the daily series of forward returns and is drawn as contiguous calendar blocks, which is a moving-block bootstrap in the strict sense, while the trigger side is drawn as blocks of the ordered event sequence, which is not one and is not called one. Resampling both means the interval describes uncertainty in the difference of two estimated medians rather than in the signal median alone. Where a signal has fewer than twenty completed windows no interval is computed at all. Read the direction and the size, not the decimal.
Sources: the Crypto Exponentials daily snapshot (Blockchain.com daily close). Signal definitions: J. Welles Wilder, New Concepts in Technical Trading Systems, 1978, for relative strength; Gerald Appel for the MACD. Nothing here is investment advice.