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 Zcash

20 historical signal(s) detected for Zcash; 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+3.45%
Compounded total return+25.39%
Max drawdown-53.18%
Buy & hold, same period+798.69%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-02 2025-10-09 $120.1539 $175.5784 +46.13% 146.13
2025-10-13 2025-10-20 $261.2857 $235.5366 -9.85% 131.73
2025-11-27 2025-12-04 $526.4443 $339.0926 -35.59% 84.85
2025-12-20 2025-12-27 $444.3941 $447.7749 +0.76% 85.49
2026-01-14 2026-01-21 $404.7146 $349.5431 -13.63% 73.84
2026-02-07 2026-02-14 $240.1038 $266.6353 +11.05% 82.00
2026-02-14 2026-02-21 $266.6353 $258.0195 -3.23% 79.35
2026-02-26 2026-03-05 $243.5030 $243.2615 -0.10% 79.27
2026-03-05 2026-03-12 $243.2615 $212.6606 -12.58% 69.30
2026-03-24 2026-03-31 $228.3173 $225.4206 -1.27% 68.42
2026-04-08 2026-04-15 $321.7812 $355.1249 +10.36% 75.51
2026-06-08 2026-06-15 $439.9814 $472.5013 +7.39% 81.09
2026-07-15 2026-07-22 $564.1363 $532.2180 -5.66% 76.50
2026-08-20 2026-08-27 $564.5716 $816.3760 +44.60% 110.62
2026-09-04 2026-09-11 $952.6663 $1079.8141 +13.35% 125.39

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 Zcash ยท Read the full methodology