Historical rule simulator
Backtest: After a 5% One-Day Rise
Simulates one mechanical rule — buy after a 5% one-day rise, hold a fixed number of days, then exit — 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
7 historical signal(s) detected for Bitcoin; 7 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-03 | 2025-12-10 | $91320.0794 | $92686.1040 | +1.50% | 101.50 |
| 2026-02-07 | 2026-02-14 | $70272.5222 | $68837.5811 | -2.04% | 99.42 |
| 2026-02-26 | 2026-03-05 | $67850.1052 | $72752.3016 | +7.23% | 106.61 |
| 2026-03-05 | 2026-03-12 | $72752.3016 | $70028.9599 | -3.74% | 102.62 |
| 2026-04-14 | 2026-04-21 | $74481.6414 | $75858.0355 | +1.85% | 104.51 |
| 2026-08-20 | 2026-08-27 | $69291.0104 | $79018.0341 | +14.04% | 119.18 |
| 2026-09-04 | 2026-09-11 | $81264.7015 | $76554.9866 | -5.80% | 112.28 |
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.