Absolute % Change Upon Reggie Signal Production

Alert: our proprietary Reggie model fired hard on BTC October 2, 2024, having produced a total number of 19 cumulative signals for BTC and 11 signals for ETH within the last 48-hour period.

Absolute change (Y axis) for time interval recording 5-15 signals (X axis)

Why this is important: History suggests that when the Reggie model has a range of 5 - 15 signals within a 24-hour period, an average absolute move in the underlying asset (BTC / ETH) of approximately 7.5% can happen within the next two weeks with a high degree of confidence (R-squared measure > .65). Since July 2023, max move recorded on signals produced was 25% within a 2 week period.