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 Zcash
20 historical signal(s) detected for Zcash; 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 | $54.7864 | $131.2123 | +139.50% | 239.50 |
| 2025-10-11 | 2025-10-18 | $229.2593 | $217.4053 | -5.17% | 227.11 |
| 2025-11-04 | 2025-11-11 | $432.0111 | $523.0839 | +21.08% | 274.99 |
| 2025-11-15 | 2025-11-22 | $608.1992 | $547.7121 | -9.95% | 247.64 |
| 2025-12-02 | 2025-12-09 | $344.9288 | $405.1287 | +17.45% | 290.86 |
| 2026-01-21 | 2026-01-28 | $349.5431 | $397.8827 | +13.83% | 331.09 |
| 2026-01-30 | 2026-02-06 | $353.0063 | $206.2654 | -41.57% | 193.46 |
| 2026-02-23 | 2026-03-02 | $232.0731 | $213.2087 | -8.13% | 177.73 |
| 2026-03-07 | 2026-03-14 | $209.5641 | $207.7245 | -0.88% | 176.17 |
| 2026-03-19 | 2026-03-26 | $248.5112 | $231.4329 | -6.87% | 164.07 |
| 2026-03-27 | 2026-04-03 | $221.4807 | $240.9367 | +8.78% | 178.48 |
| 2026-04-13 | 2026-04-20 | $361.5257 | $301.4359 | -16.62% | 148.81 |
| 2026-06-02 | 2026-06-09 | $543.6724 | $458.5823 | -15.65% | 125.52 |
| 2026-08-29 | 2026-09-05 | $801.3777 | $1023.0378 | +27.66% | 160.24 |
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.