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 Dogecoin

20 historical signal(s) detected for Dogecoin; 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-1.93%
Compounded total return-28.13%
Max drawdown-37.50%
Buy & hold, same period-66.72%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $0.2491 $0.2556 +2.64% 102.64
2025-10-13 2025-10-20 $0.2075 $0.1952 -5.91% 96.57
2025-11-27 2025-12-04 $0.1548 $0.1518 -1.90% 94.74
2025-12-20 2025-12-27 $0.1322 $0.1220 -7.69% 87.46
2026-01-14 2026-01-21 $0.1488 $0.1240 -16.68% 72.87
2026-02-07 2026-02-14 $0.0983 $0.0975 -0.88% 72.23
2026-02-14 2026-02-21 $0.0975 $0.1008 +3.40% 74.69
2026-02-26 2026-03-05 $0.1013 $0.0994 -1.88% 73.28
2026-03-05 2026-03-12 $0.0994 $0.0930 -6.47% 68.54
2026-03-24 2026-03-31 $0.0946 $0.0907 -4.17% 65.69
2026-04-08 2026-04-15 $0.0953 $0.0931 -2.34% 64.15
2026-06-08 2026-06-15 $0.0862 $0.0889 +3.07% 66.12
2026-07-15 2026-07-22 $0.0744 $0.0733 -1.49% 65.14
2026-08-20 2026-08-27 $0.0750 $0.0877 +16.91% 76.15
2026-09-04 2026-09-11 $0.0878 $0.0829 -5.62% 71.87

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 Dogecoin ยท Read the full methodology