Historical rule simulator
Backtest: After a 10% One-Day Rise
Simulates one mechanical rule — buy after a 10% one-day rise, hold a fixed number of days, then exit — using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.
Rule results for Bitcoin Cash
5 historical signal(s) detected for Bitcoin Cash; 5 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-22 | 2025-11-29 | $533.5993 | $549.3021 | +2.94% | 102.94 |
| 2025-12-20 | 2025-12-27 | $624.6620 | $593.5910 | -4.97% | 97.82 |
| 2026-02-07 | 2026-02-14 | $520.5123 | $563.9888 | +8.35% | 105.99 |
| 2026-02-14 | 2026-02-21 | $563.9888 | $562.4408 | -0.27% | 105.70 |
| 2026-08-22 | 2026-08-29 | $288.1096 | $247.9810 | -13.93% | 90.98 |
How this backtest works
Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.
View the full study for Bitcoin Cash · Read the full methodology