Defining Bull, Bear, and Flat Markets for Historical Labels

Summary

The document raises the problem of assigning bull, bear, and flat labels to historical price data for automated analysis. It asks whether commonly accepted percentage-change thresholds exist, whether those thresholds should vary by asset, and what levels might be appropriate for Bitcoin priced in US dollars. It also asks whether classification should average price changes over recent candles and how to choose the lookback length.

No answers, definitions, thresholds, or labeling procedure are included in the supplied text. It therefore identifies practical design questions for building market-regime labels, but provides no evidence or method for resolving them. Any implementation would need to specify the return horizon, asset-specific thresholds, treatment of sideways movement, and lookback selection separately; those choices cannot be inferred from this document.

Key ideas

• The document frames bull, bear, and flat labels as a historical market classification problem.
• It asks whether price-change thresholds should be common across assets or asset-specific.
• It raises Bitcoin-dollar thresholds and candle lookback length as open questions.
• The supplied text provides no proposed thresholds, method, or evidence for selecting them.

Tags

# Bull/Bear/Flat Market mathematical definition


# Bull/Bear/Flat Market mathematical definition












I need to label historical dataset by market type and look for automated solution. I have couple related questions.

- Maybe there some ready solutions that I was not able to find?

- Is there some price change percentage range which is commonly accepted as "bull", "bear" and "flat" market? Does it depend on asset pair? If so, what are they for BTCUSD?

- Should the price change be averaged by amount of last candles? How do I figure out how many candles I should take?

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.