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 TRON
20 historical signal(s) detected for TRON; 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 | $0.3324 | $0.3428 | +3.13% | 103.13 |
| 2025-10-11 | 2025-10-18 | $0.3208 | $0.3091 | -3.63% | 99.38 |
| 2025-11-04 | 2025-11-11 | $0.2811 | $0.2963 | +5.39% | 104.74 |
| 2025-11-15 | 2025-11-22 | $0.2925 | $0.2764 | -5.51% | 98.96 |
| 2025-12-02 | 2025-12-09 | $0.2769 | $0.2814 | +1.61% | 100.56 |
| 2026-01-21 | 2026-01-28 | $0.2969 | $0.2943 | -0.90% | 99.65 |
| 2026-01-30 | 2026-02-06 | $0.2948 | $0.2693 | -8.66% | 91.03 |
| 2026-02-23 | 2026-03-02 | $0.2881 | $0.2809 | -2.52% | 88.73 |
| 2026-03-07 | 2026-03-14 | $0.2846 | $0.2935 | +3.13% | 91.51 |
| 2026-03-19 | 2026-03-26 | $0.3044 | $0.3147 | +3.36% | 94.58 |
| 2026-03-27 | 2026-04-03 | $0.3115 | $0.3238 | +3.95% | 98.32 |
| 2026-04-13 | 2026-04-20 | $0.3213 | $0.3291 | +2.45% | 100.73 |
| 2026-06-02 | 2026-06-09 | $0.3433 | $0.3266 | -4.86% | 95.84 |
| 2026-08-29 | 2026-09-05 | $0.3415 | $0.3315 | -2.93% | 93.04 |
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.