Exit Rule (after a parabolic run)
Probability· DE: Ausstiegsregel (nach parabolischem Lauf)
A mechanical rule for when a parabolic run is over, measured from the day the run qualified: btc_trend — the ALT/BTC trend state is (or becomes) UP and then flips to BASING/DOWN; usd_sma50 — the USD close falls below its 50-day SMA; first — whichever of the two comes first; h30/h60/h90 — a fixed horizon as the null line. Per rule: return, distance below the high at the exit, days — against the same rule applied from every day and a placebo. Descriptive, not an exit recommendation.
Calculation
ret = close[exit]/close[t0] − 1; from_peak = close[exit]/max(close[t0..exit]) − 1; days = exit − t0. Rule never met before the series end ⇒ open (counted, not measured). Unconditional: same rule from every pool day (≥ day 200). Placebo: as many random pool days, 1,000 draws, seeded; two-sided p on |median − unconditional median|. n_paired: largest set of calendar-non-overlapping windows across all pairs.
Unit & source
distribution · tradingstrategies.work parabolic base rate (Korb B, spec-top-bottom-signale-b-v1 §4) methodology
Values: btc_trend, usd_sma50, first, h30, h60, h90
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.