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 Monero

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

Completed trades15
Win rate73.3%
Average return / trade+0.73%
Compounded total return+4.80%
Max drawdown-25.83%
Buy & hold, same period+62.55%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $312.6627 $333.7949 +6.76% 106.76
2025-10-13 2025-10-20 $303.9601 $315.5856 +3.82% 110.84
2025-11-27 2025-12-04 $398.5601 $408.4500 +2.48% 113.59
2025-12-20 2025-12-27 $441.1812 $444.7364 +0.81% 114.51
2026-01-14 2026-01-21 $665.5032 $498.4438 -25.10% 85.76
2026-02-07 2026-02-14 $317.1561 $347.0137 +9.41% 93.84
2026-02-14 2026-02-21 $347.0137 $322.0837 -7.18% 87.10
2026-02-26 2026-03-05 $334.2433 $345.9567 +3.50% 90.15
2026-03-05 2026-03-12 $345.9567 $352.9340 +2.02% 91.97
2026-03-24 2026-03-31 $347.6719 $321.0643 -7.65% 84.93
2026-04-08 2026-04-15 $343.8464 $344.8084 +0.28% 85.17
2026-06-08 2026-06-15 $302.8756 $340.9439 +12.57% 95.87
2026-07-15 2026-07-22 $330.8904 $357.2848 +7.98% 103.52
2026-08-20 2026-08-27 $422.1466 $437.6055 +3.66% 107.31
2026-09-04 2026-09-11 $520.4191 $508.2345 -2.34% 104.80

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 Monero ยท Read the full methodology