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 Solana

20 historical signal(s) detected for Solana; 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-0.74%
Compounded total return-14.16%
Max drawdown-31.90%
Buy & hold, same period-55.55%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $221.8779 $229.0916 +3.25% 103.25
2025-10-13 2025-10-20 $197.2147 $187.7920 -4.78% 98.32
2025-11-27 2025-12-04 $143.0183 $144.8290 +1.27% 99.56
2025-12-20 2025-12-27 $126.1940 $122.1919 -3.17% 96.41
2026-01-14 2026-01-21 $145.7386 $126.1076 -13.47% 83.42
2026-02-07 2026-02-14 $86.9776 $84.4579 -2.90% 81.00
2026-02-14 2026-02-21 $84.4579 $84.7978 +0.40% 81.33
2026-02-26 2026-03-05 $88.0792 $91.0730 +3.40% 84.09
2026-03-05 2026-03-12 $91.0730 $86.5582 -4.96% 79.92
2026-03-24 2026-03-31 $91.6200 $82.4461 -10.01% 71.92
2026-04-08 2026-04-15 $85.7378 $83.8194 -2.24% 70.31
2026-06-08 2026-06-15 $66.4248 $71.2182 +7.22% 75.39
2026-07-15 2026-07-22 $77.8086 $78.0882 +0.36% 75.66
2026-08-20 2026-08-27 $85.3331 $102.0489 +19.59% 90.48
2026-09-04 2026-09-11 $103.9605 $98.6313 -5.13% 85.84

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 Solana ยท Read the full methodology