Historical rule simulator

Backtest: After a 3% One-Day Drop

Simulates one mechanical rule โ€” buy after a 3% one-day drop, hold a fixed number of days, then exit โ€” 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

50 historical signal(s) detected for Bitcoin Cash; 28 non-overlapping trade(s) taken at a 7-day hold (22 skipped because a position was already open).

Completed trades28
Win rate39.3%
Average return / trade-3.01%
Compounded total return-61.39%
Max drawdown-61.39%
Buy & hold, same period-62.03%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-20 2025-09-27 $600.8175 $548.0226 -8.79% 91.21
2025-10-05 2025-10-12 $590.2635 $499.5693 -15.37% 77.20
2025-10-17 2025-10-24 $504.1658 $480.7075 -4.65% 73.61
2025-11-03 2025-11-10 $536.9693 $503.2144 -6.29% 68.98
2025-11-15 2025-11-22 $480.2803 $533.5993 +11.10% 76.64
2025-11-24 2025-12-01 $539.1411 $541.6478 +0.46% 76.99
2025-12-02 2025-12-09 $522.7769 $579.5225 +10.85% 85.35
2025-12-09 2025-12-16 $579.5225 $535.9420 -7.52% 78.93
2025-12-21 2025-12-28 $592.2760 $622.9931 +5.19% 83.03
2025-12-30 2026-01-06 $598.5278 $645.4854 +7.85% 89.54
2026-01-13 2026-01-20 $620.6221 $583.2801 -6.02% 84.15
2026-01-26 2026-02-02 $571.8263 $517.2449 -9.55% 76.12
2026-02-06 2026-02-13 $458.4375 $504.6694 +10.08% 83.80
2026-02-23 2026-03-02 $542.5587 $445.7691 -17.84% 68.85
2026-03-02 2026-03-09 $445.7691 $447.9648 +0.49% 69.19
2026-03-19 2026-03-26 $459.8387 $477.4360 +3.83% 71.83
2026-03-30 2026-04-06 $452.0911 $431.3714 -4.58% 68.54
2026-04-13 2026-04-20 $422.3674 $436.3393 +3.31% 70.81
2026-05-08 2026-05-15 $450.5591 $434.8927 -3.48% 68.35
2026-05-19 2026-05-26 $378.3588 $351.9784 -6.97% 63.58
2026-05-29 2026-06-05 $299.8617 $245.3537 -18.18% 52.02
2026-06-06 2026-06-13 $209.8091 $202.0616 -3.69% 50.10
2026-06-17 2026-06-24 $213.9333 $194.4452 -9.11% 45.54
2026-07-16 2026-07-23 $223.0598 $219.9245 -1.41% 44.90
2026-07-24 2026-07-31 $211.8353 $216.7873 +2.34% 45.95
2026-08-01 2026-08-08 $209.8023 $214.6539 +2.31% 47.01
2026-08-23 2026-08-30 $276.7345 $247.2022 -10.67% 41.99
2026-09-05 2026-09-12 $248.1215 $228.1197 -8.06% 38.61

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 ยท Read the full methodology