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 Chainlink

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

Completed trades15
Win rate53.3%
Average return / trade-0.97%
Compounded total return-16.52%
Max drawdown-27.20%
Buy & hold, same period-49.22%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $22.5810 $22.6277 +0.21% 100.21
2025-10-13 2025-10-20 $19.0301 $17.2775 -9.21% 90.98
2025-11-27 2025-12-04 $13.4523 $14.6669 +9.03% 99.19
2025-12-20 2025-12-27 $12.5263 $12.1759 -2.80% 96.42
2026-01-14 2026-01-21 $14.4011 $12.6694 -12.03% 84.82
2026-02-07 2026-02-14 $9.1344 $9.7250 +6.47% 90.31
2026-02-14 2026-02-21 $9.7250 $9.7538 +0.30% 90.57
2026-02-26 2026-03-05 $9.7334 $9.8743 +1.45% 91.89
2026-03-05 2026-03-12 $9.8743 $9.0064 -8.79% 83.81
2026-03-24 2026-03-31 $9.5910 $8.6187 -10.14% 75.31
2026-04-08 2026-04-15 $9.3260 $9.0329 -3.14% 72.95
2026-06-08 2026-06-15 $7.9085 $8.1720 +3.33% 75.38
2026-07-15 2026-07-22 $8.3387 $8.6503 +3.74% 78.19
2026-08-20 2026-08-27 $10.5474 $11.6202 +10.17% 86.15
2026-09-04 2026-09-11 $11.8327 $11.4667 -3.09% 83.48

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 Chainlink ยท Read the full methodology