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 Bitcoin Cash
7 historical signal(s) detected for Bitcoin Cash; 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 | $545.7714 | $585.3335 | +7.25% | 107.25 |
| 2026-02-07 | 2026-02-14 | $520.5123 | $563.9888 | +8.35% | 116.21 |
| 2026-02-26 | 2026-03-05 | $494.4156 | $468.4553 | -5.25% | 110.11 |
| 2026-03-05 | 2026-03-12 | $468.4553 | $455.4472 | -2.78% | 107.05 |
| 2026-04-14 | 2026-04-21 | $438.7158 | $443.7470 | +1.15% | 108.28 |
| 2026-08-20 | 2026-08-27 | $213.2770 | $268.7601 | +26.01% | 136.44 |
| 2026-09-04 | 2026-09-11 | $256.5979 | $223.8355 | -12.77% | 119.02 |
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 Bitcoin Cash · Read the full methodology