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 XRP

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

Completed trades15
Win rate26.7%
Average return / trade-0.88%
Compounded total return-17.07%
Max drawdown-33.60%
Buy & hold, same period-54.75%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $2.9483 $2.8796 -2.33% 97.67
2025-10-13 2025-10-20 $2.5297 $2.3903 -5.51% 92.29
2025-11-27 2025-12-04 $2.2234 $2.2005 -1.03% 91.34
2025-12-20 2025-12-27 $1.9075 $1.8425 -3.41% 88.23
2026-01-14 2026-01-21 $2.1692 $1.8975 -12.52% 77.18
2026-02-07 2026-02-14 $1.4617 $1.4173 -3.04% 74.84
2026-02-14 2026-02-21 $1.4173 $1.4383 +1.48% 75.94
2026-02-26 2026-03-05 $1.4380 $1.4358 -0.15% 75.82
2026-03-05 2026-03-12 $1.4358 $1.3847 -3.55% 73.13
2026-03-24 2026-03-31 $1.4376 $1.3229 -7.98% 67.29
2026-04-08 2026-04-15 $1.3820 $1.3636 -1.33% 66.40
2026-06-08 2026-06-15 $1.1549 $1.1858 +2.68% 68.18
2026-07-15 2026-07-22 $1.1111 $1.1424 +2.82% 70.10
2026-08-20 2026-08-27 $1.1051 $1.4225 +28.71% 90.23
2026-09-04 2026-09-11 $1.4513 $1.3340 -8.08% 82.93

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 XRP ยท Read the full methodology