What Follows a Bitcoin Surge?

Archived study

Explores a method for studying Bitcoin returns 30 days after a large single-day price increase, using a predefined surge threshold and event-based return analysis. The session records the proposed methodology and analysis script.

Interpretation and limits

The archived question and analysis plan do not by themselves establish profitable post-surge returns. Data availability, event thresholds, overlapping windows, fees, and market regime must be checked before interpreting a backtest. This introduction does not present an independently validated trading result.

Package and provenance

The original .science export and matching poster are preserved byte-for-byte from Hugging Face snapshot b0218fea4fc3fc9aa37ac616aba20e619e242c1e. The package contains the archived conversation, session metadata, and resources listed in its internal manifest. This introduction summarizes the archived record; the research, external sources, and model evaluations were not rerun for this reorganization.

Case files

• Session export
• Case poster