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 Ethereum

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

Completed trades15
Win rate46.7%
Average return / trade-0.10%
Compounded total return-3.67%
Max drawdown-21.90%
Buy & hold, same period-44.02%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $4354.3788 $4526.0621 +3.94% 103.94
2025-10-13 2025-10-20 $4151.9189 $3982.3559 -4.08% 99.70
2025-11-27 2025-12-04 $3026.4215 $3188.8819 +5.37% 105.05
2025-12-20 2025-12-27 $2977.6645 $2926.4702 -1.72% 103.24
2026-01-14 2026-01-21 $3330.5044 $2941.8833 -11.67% 91.20
2026-02-07 2026-02-14 $2055.7744 $2048.3188 -0.36% 90.87
2026-02-14 2026-02-21 $2048.3188 $1967.9284 -3.92% 87.30
2026-02-26 2026-03-05 $2053.0977 $2127.5792 +3.63% 90.47
2026-03-05 2026-03-12 $2127.5792 $2051.9341 -3.56% 87.25
2026-03-24 2026-03-31 $2152.4713 $2024.0146 -5.97% 82.04
2026-04-08 2026-04-15 $2235.8222 $2326.4452 +4.05% 85.37
2026-06-08 2026-06-15 $1687.8827 $1725.4489 +2.23% 87.27
2026-07-15 2026-07-22 $1890.3094 $1928.6559 +2.03% 89.04
2026-08-20 2026-08-27 $2251.7346 $2506.3431 +11.31% 99.11
2026-09-04 2026-09-11 $2507.6483 $2437.5148 -2.80% 96.33

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 Ethereum ยท Read the full methodology