Historical rule simulator
Backtest: When Bitcoin Drops 3% in a Day
Simulates one mechanical rule โ buy when bitcoin drops 3% in a day, hold a fixed number of days, then exit โ 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 XRP
20 historical signal(s) detected for XRP; 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 | $2.7493 | $3.0389 | +10.53% | 110.53 |
| 2025-10-11 | 2025-10-18 | $2.3701 | $2.2959 | -3.13% | 107.08 |
| 2025-11-04 | 2025-11-11 | $2.3085 | $2.5258 | +9.41% | 117.16 |
| 2025-11-15 | 2025-11-22 | $2.2436 | $1.9495 | -13.11% | 101.80 |
| 2025-12-02 | 2025-12-09 | $2.0286 | $2.0727 | +2.17% | 104.01 |
| 2026-01-21 | 2026-01-28 | $1.8975 | $1.9256 | +1.48% | 105.55 |
| 2026-01-30 | 2026-02-06 | $1.8159 | $1.2133 | -33.18% | 70.53 |
| 2026-02-23 | 2026-03-02 | $1.3640 | $1.3623 | -0.13% | 70.44 |
| 2026-03-07 | 2026-03-14 | $1.3714 | $1.3988 | +2.00% | 71.84 |
| 2026-03-19 | 2026-03-26 | $1.4663 | $1.4232 | -2.93% | 69.73 |
| 2026-03-27 | 2026-04-03 | $1.3681 | $1.3219 | -3.38% | 67.38 |
| 2026-04-13 | 2026-04-20 | $1.3253 | $1.3957 | +5.31% | 70.96 |
| 2026-06-02 | 2026-06-09 | $1.2955 | $1.1678 | -9.86% | 63.96 |
| 2026-08-29 | 2026-09-05 | $1.3834 | $1.3987 | +1.10% | 64.67 |
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.