Historical rule simulator

Backtest: After a 5% One-Day Rise

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

17 historical signal(s) detected for Bitcoin Cash; 14 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades14
Win rate21.4%
Average return / trade-2.85%
Compounded total return-36.68%
Max drawdown-38.91%
Buy & hold, same period-58.16%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $592.6974 $583.4470 -1.56% 98.44
2025-10-13 2025-10-20 $541.5032 $472.7427 -12.70% 85.94
2025-10-27 2025-11-03 $558.9128 $536.9693 -3.93% 82.57
2025-11-08 2025-11-15 $513.3722 $480.2803 -6.45% 77.24
2025-11-19 2025-11-26 $522.8133 $527.2463 +0.85% 77.90
2025-12-04 2025-12-11 $591.2305 $573.0033 -3.08% 75.50
2025-12-20 2025-12-27 $624.6620 $593.5910 -4.97% 71.74
2026-01-04 2026-01-11 $654.8411 $641.8532 -1.98% 70.32
2026-02-07 2026-02-14 $520.5123 $563.9888 +8.35% 76.19
2026-02-14 2026-02-21 $563.9888 $562.4408 -0.27% 75.98
2026-06-08 2026-06-15 $230.1538 $210.5622 -8.51% 69.51
2026-06-16 2026-06-23 $224.4576 $197.2654 -12.11% 61.09
2026-06-30 2026-07-07 $200.8131 $241.8126 +20.42% 73.57
2026-08-22 2026-08-29 $288.1096 $247.9810 -13.93% 63.32

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