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 TRON

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

Completed trades15
Win rate66.7%
Average return / trade+0.66%
Compounded total return+10.10%
Max drawdown-3.45%
Buy & hold, same period-0.57%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $0.3419 $0.3421 +0.08% 100.08
2025-10-13 2025-10-20 $0.3230 $0.3204 -0.80% 99.27
2025-11-27 2025-12-04 $0.2765 $0.2805 +1.45% 100.71
2025-12-20 2025-12-27 $0.2800 $0.2795 -0.17% 100.54
2026-01-14 2026-01-21 $0.3070 $0.2969 -3.29% 97.23
2026-02-07 2026-02-14 $0.2738 $0.2821 +3.04% 100.19
2026-02-14 2026-02-21 $0.2821 $0.2854 +1.15% 101.34
2026-02-26 2026-03-05 $0.2853 $0.2871 +0.65% 102.00
2026-03-05 2026-03-12 $0.2871 $0.2913 +1.47% 103.50
2026-03-24 2026-03-31 $0.3075 $0.3198 +4.01% 107.64
2026-04-08 2026-04-15 $0.3256 $0.3239 -0.53% 107.07
2026-06-08 2026-06-15 $0.3267 $0.3215 -1.58% 105.38
2026-07-15 2026-07-22 $0.3257 $0.3294 +1.14% 106.58
2026-08-20 2026-08-27 $0.3343 $0.3361 +0.52% 107.14
2026-09-04 2026-09-11 $0.3308 $0.3399 +2.77% 110.10

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 TRON ยท Read the full methodology