Historical rule simulator
Backtest: When Bitcoin Drops 5% in a Day
Simulates one mechanical rule — buy when bitcoin drops 5% 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 BNB
6 historical signal(s) detected for BNB; 5 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $1104.4953 | $1071.9863 | -2.94% | 97.06 |
| 2025-11-21 | 2025-11-28 | $865.7728 | $895.6001 | +3.45% | 100.40 |
| 2026-01-30 | 2026-02-06 | $867.5133 | $606.9029 | -30.04% | 70.24 |
| 2026-02-06 | 2026-02-13 | $606.9029 | $613.9634 | +1.16% | 71.06 |
| 2026-06-03 | 2026-06-10 | $650.2436 | $593.0656 | -8.79% | 64.81 |
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.