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 BNB

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

Completed trades15
Win rate40.0%
Average return / trade+0.77%
Compounded total return+5.75%
Max drawdown-25.14%
Buy & hold, same period-31.06%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $1027.5808 $1307.7583 +27.27% 127.27
2025-10-13 2025-10-20 $1303.2674 $1110.1648 -14.82% 108.41
2025-11-27 2025-12-04 $892.1426 $921.0904 +3.24% 111.93
2025-12-20 2025-12-27 $855.7953 $834.2373 -2.52% 109.11
2026-01-14 2026-01-21 $943.2812 $881.8890 -6.51% 102.01
2026-02-07 2026-02-14 $654.5520 $618.9261 -5.44% 96.45
2026-02-14 2026-02-21 $618.9261 $626.5274 +1.23% 97.64
2026-02-26 2026-03-05 $629.0621 $658.3187 +4.65% 102.18
2026-03-05 2026-03-12 $658.3187 $651.4124 -1.05% 101.11
2026-03-24 2026-03-31 $639.1975 $608.7289 -4.77% 96.29
2026-04-08 2026-04-15 $621.1198 $614.5790 -1.05% 95.27
2026-06-08 2026-06-15 $603.8984 $616.2914 +2.05% 97.23
2026-07-15 2026-07-22 $581.3478 $573.5799 -1.34% 95.93
2026-08-20 2026-08-27 $627.0534 $707.4796 +12.83% 108.23
2026-09-04 2026-09-11 $725.0808 $708.4278 -2.30% 105.75

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 BNB ยท Read the full methodology