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 Cardano

20 historical signal(s) detected for Cardano; 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-2.38%
Compounded total return-33.85%
Max drawdown-45.82%
Buy & hold, same period-75.95%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $0.8506 $0.8390 -1.37% 98.63
2025-10-13 2025-10-20 $0.7002 $0.6527 -6.79% 91.94
2025-11-27 2025-12-04 $0.4357 $0.4504 +3.36% 95.02
2025-12-20 2025-12-27 $0.3764 $0.3495 -7.15% 88.23
2026-01-14 2026-01-21 $0.4305 $0.3647 -15.29% 74.74
2026-02-07 2026-02-14 $0.2832 $0.2913 +2.86% 76.88
2026-02-14 2026-02-21 $0.2913 $0.3021 +3.70% 79.72
2026-02-26 2026-03-05 $0.3094 $0.2904 -6.14% 74.82
2026-03-05 2026-03-12 $0.2904 $0.2628 -9.48% 67.73
2026-03-24 2026-03-31 $0.2767 $0.2435 -12.02% 59.59
2026-04-08 2026-04-15 $0.2639 $0.2400 -9.08% 54.18
2026-06-08 2026-06-15 $0.1651 $0.1829 +10.77% 60.02
2026-07-15 2026-07-22 $0.1654 $0.1735 +4.91% 62.96
2026-08-20 2026-08-27 $0.1870 $0.2124 +13.56% 71.50
2026-09-04 2026-09-11 $0.2212 $0.2046 -7.49% 66.15

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 Cardano ยท Read the full methodology