Historical rule simulator

Backtest: When Bitcoin Rises 3% in a Day

Simulates one mechanical rule โ€” buy when bitcoin rises 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 Avalanche

20 historical signal(s) detected for Avalanche; 15 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades15
Win rate26.7%
Average return / trade-2.47%
Compounded total return-33.25%
Max drawdown-38.46%
Buy & hold, same period-75.82%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $30.7084 $28.8180 -6.16% 93.84
2025-10-13 2025-10-20 $22.5407 $20.5929 -8.64% 85.73
2025-11-27 2025-12-04 $14.9424 $14.8057 -0.91% 84.95
2025-12-20 2025-12-27 $12.2516 $12.3420 +0.74% 85.58
2026-01-14 2026-01-21 $14.7919 $12.1331 -17.97% 70.20
2026-02-07 2026-02-14 $9.2696 $9.2211 -0.52% 69.83
2026-02-14 2026-02-21 $9.2211 $9.2225 +0.02% 69.84
2026-02-26 2026-03-05 $9.5407 $9.5327 -0.08% 69.78
2026-03-05 2026-03-12 $9.5327 $9.5542 +0.23% 69.94
2026-03-24 2026-03-31 $9.6155 $8.8015 -8.47% 64.02
2026-04-08 2026-04-15 $9.4585 $9.3153 -1.51% 63.05
2026-06-08 2026-06-15 $6.8075 $6.7841 -0.34% 62.83
2026-07-15 2026-07-22 $6.7022 $6.5642 -2.06% 61.54
2026-08-20 2026-08-27 $6.7745 $7.4403 +9.83% 67.58
2026-09-04 2026-09-11 $7.5180 $7.4249 -1.24% 66.75

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.

View the full study for Avalanche ยท Read the full methodology