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 Solana
20 historical signal(s) detected for Solana; 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 | $193.4110 | $234.7840 | +21.39% | 121.39 |
| 2025-10-11 | 2025-10-18 | $188.7926 | $182.1459 | -3.52% | 117.12 |
| 2025-11-04 | 2025-11-11 | $165.8882 | $167.3829 | +0.90% | 118.17 |
| 2025-11-15 | 2025-11-22 | $138.9855 | $128.5723 | -7.49% | 109.32 |
| 2025-12-02 | 2025-12-09 | $126.6739 | $133.2287 | +5.17% | 114.98 |
| 2026-01-21 | 2026-01-28 | $126.1076 | $127.2051 | +0.87% | 115.98 |
| 2026-01-30 | 2026-02-06 | $117.8830 | $78.4043 | -33.49% | 77.14 |
| 2026-02-23 | 2026-03-02 | $78.7499 | $83.7399 | +6.34% | 82.02 |
| 2026-03-07 | 2026-03-14 | $84.7320 | $88.1355 | +4.02% | 85.32 |
| 2026-03-19 | 2026-03-26 | $90.1155 | $91.7964 | +1.87% | 86.91 |
| 2026-03-27 | 2026-04-03 | $86.5600 | $79.0495 | -8.68% | 79.37 |
| 2026-04-13 | 2026-04-20 | $81.4868 | $83.5092 | +2.48% | 81.34 |
| 2026-06-02 | 2026-06-09 | $81.1610 | $66.8026 | -17.69% | 66.95 |
| 2026-08-29 | 2026-09-05 | $104.1141 | $101.9291 | -2.10% | 65.54 |
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.