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 Rain

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

Completed trades15
Win rate33.3%
Average return / trade-3.08%
Compounded total return-44.71%
Max drawdown-53.06%
Buy & hold, same period+262.56%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $0.0043 $0.0030 -30.58% 69.42
2025-10-13 2025-10-20 $0.0044 $0.0035 -20.08% 55.48
2025-11-27 2025-12-04 $0.0076 $0.0082 +7.61% 59.70
2025-12-20 2025-12-27 $0.0077 $0.0077 -0.00% 59.70
2026-01-14 2026-01-21 $0.0090 $0.0085 -6.15% 56.03
2026-02-07 2026-02-14 $0.0095 $0.0100 +5.74% 59.25
2026-02-14 2026-02-21 $0.0100 $0.0096 -4.19% 56.76
2026-02-26 2026-03-05 $0.0095 $0.0092 -2.72% 55.22
2026-03-05 2026-03-12 $0.0092 $0.0089 -3.11% 53.50
2026-03-24 2026-03-31 $0.0087 $0.0077 -11.52% 47.34
2026-04-08 2026-04-15 $0.0076 $0.0077 +1.95% 48.26
2026-06-08 2026-06-15 $0.0134 $0.0131 -2.74% 46.94
2026-07-15 2026-07-22 $0.0148 $0.0152 +2.57% 48.15
2026-08-20 2026-08-27 $0.0140 $0.0175 +25.52% 60.44
2026-09-04 2026-09-11 $0.0171 $0.0157 -8.51% 55.29

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 Rain ยท Read the full methodology