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 Sui

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

Completed trades15
Win rate40.0%
Average return / trade-2.39%
Compounded total return-33.76%
Max drawdown-39.69%
Buy & hold, same period-79.37%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $3.5249 $3.5367 +0.33% 100.33
2025-10-13 2025-10-20 $2.8096 $2.5810 -8.14% 92.17
2025-11-27 2025-12-04 $1.5426 $1.6965 +9.98% 101.37
2025-12-20 2025-12-27 $1.4809 $1.3968 -5.68% 95.61
2026-01-14 2026-01-21 $1.8951 $1.4932 -21.21% 75.34
2026-02-07 2026-02-14 $1.0249 $0.9944 -2.98% 73.09
2026-02-14 2026-02-21 $0.9944 $0.9842 -1.03% 72.34
2026-02-26 2026-03-05 $0.9921 $0.9756 -1.66% 71.15
2026-03-05 2026-03-12 $0.9756 $0.9791 +0.36% 71.40
2026-03-24 2026-03-31 $0.9790 $0.8628 -11.87% 62.93
2026-04-08 2026-04-15 $0.9622 $0.9347 -2.86% 61.13
2026-06-08 2026-06-15 $0.7572 $0.8027 +6.01% 64.80
2026-07-15 2026-07-22 $0.7619 $0.7713 +1.23% 65.60
2026-08-20 2026-08-27 $0.7056 $0.7674 +8.75% 71.34
2026-09-04 2026-09-11 $0.7833 $0.7273 -7.15% 66.24

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 Sui ยท Read the full methodology