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).
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 |
|---|---|---|---|---|---|
| 2025-10-11 | 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