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 Bitcoin Cash

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

Completed trades15
Win rate20.0%
Average return / trade-1.63%
Compounded total return-26.70%
Max drawdown-33.32%
Buy & hold, same period-62.23%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $592.6974 $583.4470 -1.56% 98.44
2025-10-13 2025-10-20 $541.5032 $472.7427 -12.70% 85.94
2025-11-27 2025-12-04 $543.8084 $591.2305 +8.72% 93.43
2025-12-20 2025-12-27 $624.6620 $593.5910 -4.97% 88.79
2026-01-14 2026-01-21 $616.2845 $573.5879 -6.93% 82.63
2026-02-07 2026-02-14 $520.5123 $563.9888 +8.35% 89.54
2026-02-14 2026-02-21 $563.9888 $562.4408 -0.27% 89.29
2026-02-26 2026-03-05 $494.4156 $468.4553 -5.25% 84.60
2026-03-05 2026-03-12 $468.4553 $455.4472 -2.78% 82.25
2026-03-24 2026-03-31 $480.6499 $460.0231 -4.29% 78.72
2026-04-08 2026-04-15 $446.1549 $436.8163 -2.09% 77.08
2026-06-08 2026-06-15 $230.1538 $210.5622 -8.51% 70.52
2026-07-15 2026-07-22 $236.6058 $223.7509 -5.43% 66.68
2026-08-20 2026-08-27 $213.2770 $268.7601 +26.01% 84.03
2026-09-04 2026-09-11 $256.5979 $223.8355 -12.77% 73.30

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 Bitcoin Cash ยท Read the full methodology