Historical rule simulator
Backtest: After a 3% One-Day Drop
Simulates one mechanical rule — buy after a 3% one-day drop, 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
20 historical signal(s) detected for Bitcoin; 15 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $109233.0504 | $120514.5779 | +10.33% | 110.33 |
| 2025-10-11 | 2025-10-18 | $113043.6759 | $106483.8914 | -5.80% | 103.93 |
| 2025-11-04 | 2025-11-11 | $106451.7065 | $105951.4960 | -0.47% | 103.44 |
| 2025-11-15 | 2025-11-22 | $94772.6144 | $85087.9526 | -10.22% | 92.87 |
| 2025-12-02 | 2025-12-09 | $86303.8977 | $90626.0373 | +5.01% | 97.52 |
| 2026-01-21 | 2026-01-28 | $88416.8869 | $89141.6504 | +0.82% | 98.32 |
| 2026-01-30 | 2026-02-06 | $84630.4207 | $62778.2176 | -25.82% | 72.93 |
| 2026-02-23 | 2026-03-02 | $65192.1887 | $65824.4217 | +0.97% | 73.64 |
| 2026-03-07 | 2026-03-14 | $68142.8831 | $70838.9323 | +3.96% | 76.55 |
| 2026-03-19 | 2026-03-26 | $71220.0473 | $71303.5855 | +0.12% | 76.64 |
| 2026-03-27 | 2026-04-03 | $68727.2123 | $66887.5106 | -2.68% | 74.59 |
| 2026-04-13 | 2026-04-20 | $70660.6396 | $73841.0217 | +4.50% | 77.95 |
| 2026-06-02 | 2026-06-09 | $71320.2931 | $63069.1478 | -11.57% | 68.93 |
| 2026-08-29 | 2026-09-05 | $77820.7643 | $79671.2577 | +2.38% | 70.57 |
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.