What followed crypto RSI extremes across up to 90 days?

Current source-backed snapshot

This page measures subsequent price behavior after a disclosed simple rolling RSI(14) reaches 30 or below, or 70 or above, on hourly Binance Spot closes. It uses sums of the last 14 gains and losses, not Wilder's smoothed RSI, and must not be confused with CoinNudge's live technical-alert implementation. Oversold, overbought and middle-range controls are reported separately. The purpose is to examine the common reversal assumption with explicit evidence, not to turn an oscillator threshold into a buy or sell instruction.

Input documentation: Binance Spot candle field documentation · CoinNudge methodology

Observation window: Requested windows and actual coverage are recorded separately

Calculation cadence: Auto-refresh about every 21600 seconds

Calculation version: historical-evidence-1.2

Download current dataset: JSON · CSV · Matching candidates (6291) Raw values retain the dataset's published precision. Free fair-use limit: 60 requests per minute per IP, shared across all Research JSON and CSV endpoints.

Actual candle coverage

Requested history is not guaranteed coverage. Missing bars remain counted.

Observation evidence

First 30 of 372 observations. JSON and CSV contain all published evidence. CSV dataset_section distinguishes summary and observation rows.

Historical reconstruction is not proof of information available then or an executed return.

How to read this page

• Did prices rebound after low RSI, or keep moving in the same direction?
• BTC, ETH, SOL, BNB, XRP and DOGE Binance Spot; simple rolling RSI, not Wilder RSI.
• Read actual coverage and missing values before comparing outcomes.
• Download the evidence; distinguish historical reconstruction from locally recorded events.

What can this page tell you quickly?

Best for

Did prices rebound after low RSI, or keep moving in the same direction?

Measured scope

BTC, ETH, SOL, BNB, XRP and DOGE Binance Spot; simple rolling RSI, not Wilder RSI.

Update schedule

Recalculated every six hours; completed-window studies exclude the ongoing UTC day.

Do not infer

No guaranteed trading edge, complete point-in-time history or automatic entitlement to every data family.

Why specify the RSI formula so prominently?

Different smoothing conventions can produce different readings from the same close series. A user comparing a chart's Wilder RSI with this simple rolling ratio should not expect identical trigger hours. The disclosed formula makes the study reproducible without pretending to validate every indicator implementation.

This initial study intentionally tests a precisely defined historical condition. It does not measure notification delivery accuracy and does not claim that production RSI alerts occurred at these reconstructed timestamps.

Verify: Binance Spot candle field documentation

Does oversold mean a reversal has started?

Oversold describes an imbalance in recent price changes. It does not prove that sellers have stopped, that buyers have taken control or that a bottom exists. A strong decline can produce repeated extreme readings while price continues lower.

Read the oversold group's positive-return frequency together with adverse excursion. Even a positive later close may have been preceded by further losses. For overbought rows, a negative asset return is not a short-trade profit because entry, borrow, leverage and exit rules are absent.

What would make a more convincing next-stage RSI study?

The next step is to predefine trend and volatility strata, then evaluate a separate future sample rather than tune thresholds until an attractive historical result appears. This page does not yet publish regime-conditioned results, so it cannot support claims about which regime makes RSI reliable.

Keep matched controls and incomplete outcomes in the evidence ledger. Groups with fewer than 20 completed events receive no percentages. Larger groups remain descriptive because matching cannot remove every confounder, the current-universe selection is retrospective, and execution costs are outside the study.

How can I audit and cite this measurement?

What is measured, and what is not?

Method and data boundary

Compute simple rolling RSI as 100 × sum(positive close differences) divided by sum(absolute close differences) over 14 hourly changes; a flat window is 50, oversold is at most 30 and overbought at least 70. Space events by 24 hours and require all 24 future bars. Statistics require 20 complete events. The 95% CI is a 1,000-resample circular moving-block bootstrap of the median with block size 3, published uint32 xorshift32 seeds and linear interpolation at (999 × q). Controls match symbol and UTC hour-of-week exactly, then minimize the published equally weighted normalized L1 distance over prior 24h return/5, prior volatility/2 and BTC prior return/5. Missing components cost 10; caliper is null; controls are selected without replacement in symbol/time order. Same-symbol event-window overlaps are excluded; ties use distance, absolute time gap, then earliest control time. The JSON links the complete candidate pool and a SHA-256 digest of its ordered observation IDs.

BTC, ETH, SOL, BNB, XRP and DOGE Binance Spot; simple rolling RSI, not Wilder RSI. Historical results are descriptive, not executed profits or guaranteed future behavior.

Read the complete CoinNudge methodology

Sources and verification

• Binance Spot candle field documentationField definitions; statistical selection and outcome formulas are CoinNudge's own disclosed methods.
• CoinNudge methodologyShared boundaries, data time semantics and calculation contracts.

Frequently asked questions