Historical rule simulator

Backtest: When Bitcoin Drops 3% in a Day

Simulates one mechanical rule โ€” buy when bitcoin drops 3% in a day, 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 Avalanche

20 historical signal(s) detected for Avalanche; 15 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades14
Win rate57.1%
Average return / trade-2.21%
Compounded total return-33.30%
Max drawdown-41.15%
Buy & hold, same period-74.40%

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
2025-09-26 2025-10-03 $28.8504 $30.9735 +7.36% 107.36
2025-10-11 2025-10-18 $20.8648 $19.9597 -4.34% 102.70
2025-11-04 2025-11-11 $16.6429 $18.1705 +9.18% 112.13
2025-11-15 2025-11-22 $15.1362 $13.3013 -12.12% 98.54
2025-12-02 2025-12-09 $12.7512 $13.6405 +6.97% 105.41
2026-01-21 2026-01-28 $12.1331 $12.1950 +0.51% 105.95
2026-01-30 2026-02-06 $11.0771 $8.3277 -24.82% 79.65
2026-02-23 2026-03-02 $8.5389 $9.0794 +6.33% 84.69
2026-03-07 2026-03-14 $9.0780 $9.7438 +7.33% 90.90
2026-03-19 2026-03-26 $9.7177 $9.7527 +0.36% 91.23
2026-03-27 2026-04-03 $9.1473 $8.7535 -4.30% 87.30
2026-04-13 2026-04-20 $9.0313 $9.0065 -0.28% 87.06
2026-06-02 2026-06-09 $8.9231 $6.7634 -24.20% 65.99
2026-08-29 2026-09-05 $7.3064 $7.3855 +1.08% 66.70

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 Avalanche ยท Read the full methodology