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Exhibit D Investigation · 2026-08-02 · 2 min read

Is "Buy the Dip" a Strategy, or Just a Slogan?

Verdict: Insufficient Evidence
Buying any red day does nothing. Buying deep capitulation might — but the sample's too thin to bank on.

The charge. "Buy the dip" — three words that have launched a million bad entries. The claim is that a down day is a discount, and buying weakness beats buying at random. We put it to two years of Bitcoin.

The evidence

Start with the base rate: on any given day, Bitcoin closes up 49.8% of the time — a coin flip. Now condition on a dip and see if the odds improve:

You buy after… Next-day up Avg next day Sample
a single down day 49.0% +0.02% 361
an up day (for contrast) 50.7% +0.05% 357
two straight down days 48.4% +0.03% 184
three straight down days 57.9% +0.59% 95
a down week 52.2% 337

The slogan, as people actually use it — see red, buy — is worthless. Buying after one down day (49.0%) is, if anything, slightly worse than buying at random. Two down days: nothing.

The twist

But look at the bottom of the ladder. After three consecutive down days — real, sustained selling — the next day closed up 57.9% of the time, with a positive average. That's the shape of a genuine capitulation bounce: not "buy any dip," but "buy panic."

Cross-examination

Before you build a strategy on it: that's 95 instances. The margin of error is roughly ±5 points, so 57.9% is suggestive, not proven — it could still be a fluke, and it says nothing about how far the bounce runs or whether it survives fees. It's a lead, not a law.

The verdict

"Buy the dip" as a reflex is a slogan, and the data is blunt about it. But buried underneath is a real hint that deep selloffs mean-revert — and we won't debunk it or endorse it on 95 data points. This one stays open, and we'll keep watching it. Honest beats tidy.

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