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 BNB
7 historical signal(s) detected for BNB; 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 | $877.0156 | $897.3845 | +2.32% | 102.32 |
| 2026-02-07 | 2026-02-14 | $654.5520 | $618.9261 | -5.44% | 96.75 |
| 2026-02-26 | 2026-03-05 | $629.0621 | $658.3187 | +4.65% | 101.25 |
| 2026-03-05 | 2026-03-12 | $658.3187 | $651.4124 | -1.05% | 100.19 |
| 2026-04-14 | 2026-04-21 | $615.9570 | $629.3910 | +2.18% | 102.38 |
| 2026-08-20 | 2026-08-27 | $627.0534 | $707.4796 | +12.83% | 115.51 |
| 2026-09-04 | 2026-09-11 | $725.0808 | $708.4278 | -2.30% | 112.85 |
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.