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 Rain
20 historical signal(s) detected for Rain; 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 | $0.0035 | $0.0042 | +19.39% | 119.39 |
| 2025-10-11 | 2025-10-18 | $0.0034 | $0.0036 | +6.14% | 126.71 |
| 2025-11-04 | 2025-11-11 | $0.0032 | $0.0034 | +4.58% | 132.52 |
| 2025-11-15 | 2025-11-22 | $0.0033 | $0.0036 | +10.74% | 146.75 |
| 2025-12-02 | 2025-12-09 | $0.0081 | $0.0077 | -5.37% | 138.87 |
| 2026-01-21 | 2026-01-28 | $0.0085 | $0.0100 | +18.18% | 164.11 |
| 2026-01-30 | 2026-02-06 | $0.0095 | $0.0088 | -7.73% | 151.43 |
| 2026-02-23 | 2026-03-02 | $0.0094 | $0.0091 | -2.53% | 147.60 |
| 2026-03-07 | 2026-03-14 | $0.0091 | $0.0089 | -2.53% | 143.86 |
| 2026-03-19 | 2026-03-26 | $0.0089 | $0.0090 | +0.81% | 145.03 |
| 2026-03-27 | 2026-04-03 | $0.0084 | $0.0079 | -5.41% | 137.18 |
| 2026-04-13 | 2026-04-20 | $0.0080 | $0.0076 | -5.18% | 130.08 |
| 2026-06-02 | 2026-06-09 | $0.0135 | $0.0133 | -1.77% | 127.78 |
| 2026-08-29 | 2026-09-05 | $0.0177 | $0.0166 | -6.35% | 119.66 |
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.