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 LEO Token
20 historical signal(s) detected for LEO Token; 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 | $9.4821 | $9.6445 | +1.71% | 101.71 |
| 2025-10-11 | 2025-10-18 | $9.6101 | $9.4806 | -1.35% | 100.34 |
| 2025-11-04 | 2025-11-11 | $9.5212 | $9.1848 | -3.53% | 96.80 |
| 2025-11-15 | 2025-11-22 | $9.2029 | $9.4225 | +2.39% | 99.11 |
| 2025-12-02 | 2025-12-09 | $9.8714 | $9.5707 | -3.05% | 96.09 |
| 2026-01-21 | 2026-01-28 | $8.7418 | $9.0787 | +3.85% | 99.79 |
| 2026-01-30 | 2026-02-06 | $9.1287 | $6.8176 | -25.32% | 74.53 |
| 2026-02-23 | 2026-03-02 | $8.1823 | $9.0191 | +10.23% | 82.15 |
| 2026-03-07 | 2026-03-14 | $9.0206 | $9.0270 | +0.07% | 82.21 |
| 2026-03-19 | 2026-03-26 | $9.1050 | $9.3492 | +2.68% | 84.41 |
| 2026-03-27 | 2026-04-03 | $9.5166 | $10.2559 | +7.77% | 90.97 |
| 2026-04-13 | 2026-04-20 | $10.0240 | $9.9723 | -0.52% | 90.50 |
| 2026-06-02 | 2026-06-09 | $10.0171 | $9.4172 | -5.99% | 85.08 |
| 2026-08-29 | 2026-09-05 | $9.4235 | $9.1859 | -2.52% | 82.93 |
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 LEO Token · Read the full methodology