Historical rule simulator

Backtest: After a 3% One-Day Rise

Simulates one mechanical rule โ€” buy after a 3% one-day rise, 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

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).

Completed trades15
Win rate46.7%
Average return / trade+0.36%
Compounded total return+3.13%
Max drawdown-16.02%
Buy & hold, same period-35.63%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $118930.9551 $123342.9847 +3.71% 103.71
2025-10-13 2025-10-20 $115060.8842 $108655.5053 -5.57% 97.94
2025-11-27 2025-12-04 $90515.9436 $93428.5945 +3.22% 101.09
2025-12-20 2025-12-27 $88091.6957 $87303.0443 -0.90% 100.18
2026-01-14 2026-01-21 $95429.1573 $88416.8869 -7.35% 92.82
2026-02-07 2026-02-14 $70272.5222 $68837.5811 -2.04% 90.93
2026-02-14 2026-02-21 $68837.5811 $68002.9401 -1.21% 89.82
2026-02-26 2026-03-05 $67850.1052 $72752.3016 +7.23% 96.31
2026-03-05 2026-03-12 $72752.3016 $70028.9599 -3.74% 92.71
2026-03-24 2026-03-31 $70987.2519 $66691.2715 -6.05% 87.10
2026-04-08 2026-04-15 $71661.7637 $74297.3476 +3.68% 90.30
2026-06-08 2026-06-15 $63273.5374 $65709.3109 +3.85% 93.78
2026-07-15 2026-07-22 $64983.5191 $66520.9816 +2.37% 96.00
2026-08-20 2026-08-27 $69291.0104 $79018.0341 +14.04% 109.47
2026-09-04 2026-09-11 $81264.7015 $76554.9866 -5.80% 103.13

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 ยท Read the full methodology