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 BNB
20 historical signal(s) detected for BNB; 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 | $951.8773 | $1091.1638 | +14.63% | 114.63 |
| 2025-10-11 | 2025-10-18 | $1104.4953 | $1071.9863 | -2.94% | 111.26 |
| 2025-11-04 | 2025-11-11 | $992.6566 | $991.9074 | -0.08% | 111.17 |
| 2025-11-15 | 2025-11-22 | $915.9157 | $830.0518 | -9.37% | 100.75 |
| 2025-12-02 | 2025-12-09 | $826.1811 | $897.2955 | +8.61% | 109.42 |
| 2026-01-21 | 2026-01-28 | $881.8890 | $897.3152 | +1.75% | 111.34 |
| 2026-01-30 | 2026-02-06 | $867.5133 | $606.9029 | -30.04% | 77.89 |
| 2026-02-23 | 2026-03-02 | $589.4688 | $618.6937 | +4.96% | 81.75 |
| 2026-03-07 | 2026-03-14 | $626.8513 | $655.2115 | +4.52% | 85.45 |
| 2026-03-19 | 2026-03-26 | $651.6095 | $647.8098 | -0.58% | 84.95 |
| 2026-03-27 | 2026-04-03 | $628.0751 | $584.0792 | -7.00% | 79.00 |
| 2026-04-13 | 2026-04-20 | $592.0592 | $616.1663 | +4.07% | 82.22 |
| 2026-06-02 | 2026-06-09 | $692.0622 | $601.5369 | -13.08% | 71.46 |
| 2026-08-29 | 2026-09-05 | $691.3171 | $721.4303 | +4.36% | 74.58 |
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.