Wyckoff Spring
Chart Pattern· DE: Wyckoff-Spring
A bar that undercuts a confirmed support level and closes back above it — in Wyckoff lore the "final shakeout" before accumulation resolves upward. Our pre-registered, look-ahead-free test of a fully mechanical spring rule (10 survivorship-clean crypto pairs, daily candles, costs on the conditional arm) found NO detectable positive edge vs. the unconditional base rate — short-term measurably negative — and the rule did not beat a trivial RSI(14)-crosses-30 placebo. A measured base rate, not a trade signal.
Calculation
Level = confirmed 6/6 pivot low that is also the low of its 20-bar range; spring = bar with low < level and close > level, at the bottom of its 20-bar range, level broken ≤ 3 times before; entry = close of trigger bar; each level fires once. Measured as Δ = mean forward log return (net 0.20% round-trip) − unconditional base rate over the same window, horizons 5/10/20 days.
Unit & source
event · tradingstrategies.work Wyckoff-Spring pre-registered study (locked before first number)
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.