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 Litecoin

20 historical signal(s) detected for Litecoin; 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-0.63%
Compounded total return-10.85%
Max drawdown-27.50%
Buy & hold, same period-54.80%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $115.2913 $118.5840 +2.86% 102.86
2025-10-13 2025-10-20 $98.7060 $93.3129 -5.46% 97.24
2025-11-27 2025-12-04 $86.8604 $85.9046 -1.10% 96.17
2025-12-20 2025-12-27 $77.4827 $76.8272 -0.85% 95.35
2026-01-14 2026-01-21 $78.3122 $67.2305 -14.15% 81.86
2026-02-07 2026-02-14 $54.8135 $55.0431 +0.42% 82.20
2026-02-14 2026-02-21 $55.0431 $55.2270 +0.33% 82.48
2026-02-26 2026-03-05 $56.7460 $56.7829 +0.07% 82.53
2026-03-05 2026-03-12 $56.7829 $54.8536 -3.40% 79.73
2026-03-24 2026-03-31 $55.7546 $53.2797 -4.44% 76.19
2026-04-08 2026-04-15 $55.5205 $54.3436 -2.12% 74.57
2026-06-08 2026-06-15 $42.8114 $45.3777 +5.99% 79.04
2026-07-15 2026-07-22 $45.3863 $46.8235 +3.17% 81.55
2026-08-20 2026-08-27 $46.7607 $50.5035 +8.00% 88.07
2026-09-04 2026-09-11 $51.4784 $52.1078 +1.22% 89.15

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 Litecoin ยท Read the full methodology