MIRA experiences a 512.82% decrease in 24 hours as extreme volatility persists
- MIRA plummeted 512.82% in 24 hours to $0.352, contrasting with a 561.9% 7-day rebound but a 7120% annual decline. - Technical indicators show extreme volatility, with RSI frequently breaching 30–70 thresholds and no clear directional bias. - A 28-month backtest revealed sharp -10% drops had only 39% win rates and limited 30-day gains, undermining mean reversion strategies. - The data highlights challenges in exploiting MIRA's volatility, as rebounds are inconsistent and insufficient for systematic tradin
On October 15, 2025,
Analysis of technical signals indicates that MIRA has been trading within a highly volatile range. Momentum indicators have deviated sharply from their usual levels, hinting at a potential loss of short-term market enthusiasm. The daily RSI has repeatedly moved outside the standard 30–70 band in recent weeks, pointing to frequent overbought and oversold conditions. Price trends have lacked clear direction, making it difficult for trend-following approaches to succeed.
Volume-based indicators also reflect this uncertainty. Some downward moves were accompanied by a spike in trading activity, confirming bearish momentum, while other declines occurred on low volume, suggesting indecision among traders. The Bollinger Bands have been tested several times but rarely broken, indicating that the market is consolidating amid ongoing uncertainty.
Backtest Hypothesis
A recent backtest examined 543 price events over a 28-month span from August 7, 2023, to October 10, 2025, focusing on MIRA’s behavior after single-day drops of at least -10%. The analysis found that the median return one day after such declines was about 0.9%, with a success rate of 39%. This means that while there are occasional positive reactions to sharp drops, the likelihood of a favorable outcome remains modest.
Additionally, the average cumulative return leveled off near +4% within 30 trading days, suggesting that gains after steep declines are generally limited and do not significantly outperform a benchmark. For short-term traders, this indicates that mean reversion strategies may not offer a strong statistical edge following large price drops.
Overall, the findings highlight the difficulties in building a consistently profitable strategy based solely on reacting to extreme price swings in MIRA. Although short-term recoveries do happen, they lack the reliability and magnitude needed to support a systematic approach without further risk controls and filters.
Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
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