List of Flash News about Bitcoin October seasonality
Time | Details |
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2025-10-01 08:41 |
BTC October Seasonality: Lookonchain Highlights Pumptober Trend With 10 of Last 12 Years Up for Traders in 2025
According to Lookonchain, Bitcoin (BTC) has finished October higher in 10 of the past 12 years, indicating a recurring Pumptober seasonality pattern that traders may use as a directional bias input this month (source: Lookonchain on X, Oct 1, 2025). For trading, this historical win rate can support breakout and trend-following setups in BTC spot and futures during October while traders seek confirmation from price action, noting the post provides a frequency statistic without detailing specific return magnitudes (source: Lookonchain on X, Oct 1, 2025). |
2025-09-29 21:00 |
Bitcoin (BTC) Uptober Setup: $5B FTX Payouts, Altcoin ETF Deadlines, and Fed Rate Decision Align for October Seasonality
According to @MilkRoadDaily, historical seasonality points to October as Bitcoin’s most bullish stretch after a choppy September, highlighting a potential flip in market momentum, source: @MilkRoadDaily. Key October catalysts flagged are approximately $5B in FTX payouts to creditors, ETF deadlines for top altcoins, and the Federal Reserve’s upcoming rate decision, source: @MilkRoadDaily. These events converge during Bitcoin’s strongest seasonal window, with @MilkRoadDaily noting that Uptober might live up to its name, source: @MilkRoadDaily. Full context is referenced by @MilkRoadDaily via mrcrypto.milkroad.com/p/why-october-could-be-huge, source: @MilkRoadDaily. |
2025-09-29 04:30 |
Bitcoin (BTC) October Seasonality: Source Cites +21.89% Average Return — Uptober 2025 Trading Setups and Risk Controls
According to the source, October has historically been one of Bitcoin’s strongest months, with average BTC returns of +21.89%, fueling the “Uptober” narrative [source]. Based on the source’s seasonality claim, traders may structure entries on a monthly-open reclaim and manage exits on a loss of the monthly open to express the bias with defined risk [source]. Based on the source’s seasonality claim, confirmation tools to avoid false starts can include monitoring spot–futures basis, funding trends, and weekly momentum before sizing up [source]. Given the source’s claim is historical in nature, risk controls such as conservative position sizing and pre-set invalidation levels are critical if the seasonal pattern fails to materialize [source]. |