Historical rule simulator

Backtest: After a 5% One-Day Drop

Simulates one mechanical rule โ€” buy after a 5% 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

22 historical signal(s) detected for Bitcoin Cash; 17 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades16
Win rate43.8%
Average return / trade-1.66%
Compounded total return-28.56%
Max drawdown-45.49%
Buy & hold, same period-51.74%

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 dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $514.1344 $470.1608 -8.55% 91.45
2025-10-18 2025-10-25 $470.1608 $503.0414 +6.99% 97.84
2025-11-04 2025-11-11 $505.3144 $517.2491 +2.36% 100.15
2025-11-15 2025-11-22 $480.2803 $533.5993 +11.10% 111.27
2025-11-30 2025-12-07 $521.6502 $583.8379 +11.92% 124.54
2025-12-21 2025-12-28 $592.2760 $622.9931 +5.19% 131.00
2026-01-30 2026-02-06 $555.0155 $458.4375 -17.40% 108.20
2026-02-06 2026-02-13 $458.4375 $504.6694 +10.08% 119.11
2026-02-24 2026-03-03 $498.4684 $448.2235 -10.08% 107.11
2026-03-30 2026-04-06 $452.0911 $431.3714 -4.58% 102.20
2026-05-19 2026-05-26 $378.3588 $351.9784 -6.97% 95.07
2026-05-29 2026-06-05 $299.8617 $245.3537 -18.18% 77.79
2026-06-06 2026-06-13 $209.8091 $202.0616 -3.69% 74.92
2026-06-19 2026-06-26 $199.5051 $192.8499 -3.34% 72.42
2026-07-16 2026-07-23 $223.0598 $219.9245 -1.41% 71.40
2026-08-29 2026-09-05 $247.9810 $248.1215 +0.06% 71.44

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