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 Ethereum
20 historical signal(s) detected for Ethereum; 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 | $3896.0630 | $4484.1804 | +15.10% | 115.10 |
| 2025-10-11 | 2025-10-18 | $3841.6737 | $3835.0072 | -0.17% | 114.90 |
| 2025-11-04 | 2025-11-11 | $3600.3638 | $3566.0499 | -0.95% | 113.80 |
| 2025-11-15 | 2025-11-22 | $3118.7143 | $2763.8974 | -11.38% | 100.85 |
| 2025-12-02 | 2025-12-09 | $2796.7339 | $3123.8053 | +11.69% | 112.65 |
| 2026-01-21 | 2026-01-28 | $2941.8833 | $3020.0157 | +2.66% | 115.64 |
| 2026-01-30 | 2026-02-06 | $2822.6338 | $1823.8053 | -35.39% | 74.72 |
| 2026-02-23 | 2026-03-02 | $1886.4504 | $1939.7957 | +2.83% | 76.83 |
| 2026-03-07 | 2026-03-14 | $1979.0781 | $2090.0730 | +5.61% | 81.14 |
| 2026-03-19 | 2026-03-26 | $2203.1349 | $2172.4163 | -1.39% | 80.01 |
| 2026-03-27 | 2026-04-03 | $2059.5891 | $2052.3362 | -0.35% | 79.73 |
| 2026-04-13 | 2026-04-20 | $2189.2214 | $2264.1942 | +3.42% | 82.46 |
| 2026-06-02 | 2026-06-09 | $2003.5794 | $1690.4951 | -15.63% | 69.57 |
| 2026-08-29 | 2026-09-05 | $2442.4076 | $2456.0851 | +0.56% | 69.96 |
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 Ethereum · Read the full methodology