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 Litecoin

35 historical signal(s) detected for Litecoin; 23 non-overlapping trade(s) taken at a 7-day hold (12 skipped because a position was already open).

Completed trades23
Win rate43.5%
Average return / trade-2.43%
Compounded total return-48.36%
Max drawdown-57.96%
Buy & hold, same period-54.80%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $115.2913 $118.5840 +2.86% 102.86
2025-10-10 2025-10-17 $125.9563 $91.7573 -27.15% 74.93
2025-10-27 2025-11-03 $99.9599 $99.5156 -0.44% 74.60
2025-11-06 2025-11-13 $89.4461 $97.5405 +9.05% 81.35
2025-11-16 2025-11-23 $101.5451 $82.1451 -19.10% 65.81
2025-12-03 2025-12-10 $82.8478 $86.0245 +3.83% 68.33
2025-12-20 2025-12-27 $77.4827 $76.8272 -0.85% 67.75
2025-12-28 2026-01-04 $80.2012 $81.9787 +2.22% 69.25
2026-01-14 2026-01-21 $78.3122 $67.2305 -14.15% 59.45
2026-01-27 2026-02-03 $69.6502 $59.9764 -13.89% 51.20
2026-02-07 2026-02-14 $54.8135 $55.0431 +0.42% 51.41
2026-02-14 2026-02-21 $55.0431 $55.2270 +0.33% 51.58
2026-02-21 2026-02-28 $55.2270 $54.5804 -1.17% 50.98
2026-03-05 2026-03-12 $56.7829 $54.8536 -3.40% 49.25
2026-03-17 2026-03-24 $58.5464 $55.7546 -4.77% 46.90
2026-03-24 2026-03-31 $55.7546 $53.2797 -4.44% 44.82
2026-04-08 2026-04-15 $55.5205 $54.3436 -2.12% 43.87
2026-05-09 2026-05-16 $58.3187 $57.4912 -1.42% 43.24
2026-06-08 2026-06-15 $42.8114 $45.3777 +5.99% 45.84
2026-07-04 2026-07-11 $44.7926 $44.7481 -0.10% 45.79
2026-07-15 2026-07-22 $45.3863 $46.8235 +3.17% 47.24
2026-08-20 2026-08-27 $46.7607 $50.5035 +8.00% 51.02
2026-09-04 2026-09-11 $51.4784 $52.1078 +1.22% 51.64

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 Litecoin ยท Read the full methodology