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 Stellar

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

Completed trades15
Win rate20.0%
Average return / trade-3.04%
Compounded total return-38.77%
Max drawdown-43.00%
Buy & hold, same period-56.19%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $0.3987 $0.3885 -2.58% 97.42
2025-10-13 2025-10-20 $0.3421 $0.3179 -7.07% 90.54
2025-11-27 2025-12-04 $0.2587 $0.2584 -0.09% 90.46
2025-12-20 2025-12-27 $0.2192 $0.2134 -2.66% 88.05
2026-01-14 2026-01-21 $0.2527 $0.2077 -17.81% 72.37
2026-02-07 2026-02-14 $0.1784 $0.1646 -7.75% 66.76
2026-02-14 2026-02-21 $0.1646 $0.1629 -1.04% 66.06
2026-02-26 2026-03-05 $0.1627 $0.1596 -1.89% 64.82
2026-03-05 2026-03-12 $0.1596 $0.1592 -0.23% 64.67
2026-03-24 2026-03-31 $0.1670 $0.1675 +0.25% 64.83
2026-04-08 2026-04-15 $0.1635 $0.1549 -5.26% 61.42
2026-06-08 2026-06-15 $0.2057 $0.1909 -7.20% 57.00
2026-07-15 2026-07-22 $0.1844 $0.1920 +4.13% 59.35
2026-08-20 2026-08-27 $0.1701 $0.1854 +8.99% 64.69
2026-09-04 2026-09-11 $0.1845 $0.1747 -5.34% 61.23

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 Stellar ยท Read the full methodology