Historical rule simulator
Backtest: When Bitcoin Rises 5% in a Day
Simulates one mechanical rule — buy when bitcoin rises 5% in a day, hold a fixed number of days, then exit — 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 Avalanche
7 historical signal(s) detected for Avalanche; 7 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-03 | 2025-12-10 | $13.6386 | $14.6159 | +7.17% | 107.17 |
| 2026-02-07 | 2026-02-14 | $9.2696 | $9.2211 | -0.52% | 106.60 |
| 2026-02-26 | 2026-03-05 | $9.5407 | $9.5327 | -0.08% | 106.51 |
| 2026-03-05 | 2026-03-12 | $9.5327 | $9.5542 | +0.23% | 106.75 |
| 2026-04-14 | 2026-04-21 | $9.6928 | $9.2787 | -4.27% | 102.19 |
| 2026-08-20 | 2026-08-27 | $6.7745 | $7.4403 | +9.83% | 112.24 |
| 2026-09-04 | 2026-09-11 | $7.5180 | $7.4249 | -1.24% | 110.85 |
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 Avalanche · Read the full methodology