Historical rule simulator
Backtest: When Bitcoin Drops 3% in a Day
Simulates one mechanical rule — buy when bitcoin drops 3% in a day, 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 Cash
20 historical signal(s) detected for Bitcoin Cash; 15 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 |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $538.3299 | $594.5633 | +10.45% | 110.45 |
| 2025-10-11 | 2025-10-18 | $514.1344 | $470.1608 | -8.55% | 101.00 |
| 2025-11-04 | 2025-11-11 | $505.3144 | $517.2491 | +2.36% | 103.38 |
| 2025-11-15 | 2025-11-22 | $480.2803 | $533.5993 | +11.10% | 114.86 |
| 2025-12-02 | 2025-12-09 | $522.7769 | $579.5225 | +10.85% | 127.33 |
| 2026-01-21 | 2026-01-28 | $573.5879 | $599.1723 | +4.46% | 133.01 |
| 2026-01-30 | 2026-02-06 | $555.0155 | $458.4375 | -17.40% | 109.86 |
| 2026-02-23 | 2026-03-02 | $542.5587 | $445.7691 | -17.84% | 90.27 |
| 2026-03-07 | 2026-03-14 | $453.5576 | $462.0541 | +1.87% | 91.96 |
| 2026-03-19 | 2026-03-26 | $459.8387 | $477.4360 | +3.83% | 95.48 |
| 2026-03-27 | 2026-04-03 | $465.2478 | $445.3382 | -4.28% | 91.39 |
| 2026-04-13 | 2026-04-20 | $422.3674 | $436.3393 | +3.31% | 94.41 |
| 2026-06-02 | 2026-06-09 | $293.3863 | $209.3475 | -28.64% | 67.37 |
| 2026-08-29 | 2026-09-05 | $247.9810 | $248.1215 | +0.06% | 67.41 |
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 · Read the full methodology