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 Litecoin
20 historical signal(s) detected for Litecoin; 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 | $102.7864 | $119.4989 | +16.26% | 116.26 |
| 2025-10-11 | 2025-10-18 | $96.8838 | $90.1182 | -6.98% | 108.14 |
| 2025-11-04 | 2025-11-11 | $87.3668 | $104.3072 | +19.39% | 129.11 |
| 2025-11-15 | 2025-11-22 | $97.6261 | $82.5908 | -15.40% | 109.23 |
| 2025-12-02 | 2025-12-09 | $77.5498 | $83.9031 | +8.19% | 118.17 |
| 2026-01-21 | 2026-01-28 | $67.2305 | $69.9621 | +4.06% | 122.97 |
| 2026-01-30 | 2026-02-06 | $66.2551 | $50.8023 | -23.32% | 94.29 |
| 2026-02-23 | 2026-03-02 | $51.6321 | $53.2577 | +3.15% | 97.26 |
| 2026-03-07 | 2026-03-14 | $53.8254 | $55.2653 | +2.68% | 99.86 |
| 2026-03-19 | 2026-03-26 | $56.0397 | $56.6182 | +1.03% | 100.89 |
| 2026-03-27 | 2026-04-03 | $54.5462 | $52.3201 | -4.08% | 96.78 |
| 2026-04-13 | 2026-04-20 | $53.4661 | $54.0640 | +1.12% | 97.86 |
| 2026-06-02 | 2026-06-09 | $50.7206 | $43.0039 | -15.21% | 82.97 |
| 2026-08-29 | 2026-09-05 | $49.3126 | $50.7574 | +2.93% | 85.40 |
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 Litecoin · Read the full methodology