Evidence BriefHL-E002Active
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What has extreme fear paid, one year later?

Historically, more than greed did. Days that read extreme fear were followed by materially stronger average one-year returns than days of greed or extreme greed — the reward showed over a year, not a week.

HalvingLens Research · Published 18 July 2026

SentimentFear & Greed
The evidence
+98%

average one-year Bitcoin return after a day of extreme fear

versus +66% after extreme greed

Extreme fear
+98%
Fear
+86%
Neutral
+108%
Greed
+63%
Extreme greed
+66%

Average Bitcoin return one year later, grouped by that day's sentiment.

Daily Fear & Greed · from 2018 · 508 extreme-fear days measured · recomputed live from source.

halvinglens.com · HL-E002
Context

This is the one-number version of research paper HL-R002. When the Fear & Greed Index reads extreme fear, the popular reading is that Bitcoin is breaking down — the record one year forward tells a different story.

It is a long-horizon effect, not a timing signal: over the following one to three months, fearful periods actually lagged greedy ones. Read the full paper for the short-horizon numbers and the caveats.

Limitations
  • The Fear & Greed Index only begins in February 2018 — roughly two and a half cycles. A small sample for cross-cycle claims.
  • Averages hide wide dispersion; individual extreme-fear episodes ranged from sharp rebounds to further deep drawdowns.
  • Descriptive history of a sentiment gauge — not a signal, a strategy, or advice.
Cite & Share

Reference this brief as HL-E002. Permanent URL: https://halvinglens.com/research/briefs/hl-e002

Related

HalvingLens Research is educational and historical in nature. It is not investment advice, not a prediction, and not a recommendation to buy or sell any asset. Figures describe how the historical record behaved, within the assumptions stated. Past behaviour is not a guide to future results.

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