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 Cardano
7 historical signal(s) detected for Cardano; 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 | $0.4336 | $0.4702 | +8.46% | 108.46 |
| 2026-02-07 | 2026-02-14 | $0.2832 | $0.2913 | +2.86% | 111.56 |
| 2026-02-26 | 2026-03-05 | $0.3094 | $0.2904 | -6.14% | 104.72 |
| 2026-03-05 | 2026-03-12 | $0.2904 | $0.2628 | -9.48% | 94.79 |
| 2026-04-14 | 2026-04-21 | $0.2488 | $0.2481 | -0.28% | 94.52 |
| 2026-08-20 | 2026-08-27 | $0.1870 | $0.2124 | +13.56% | 107.33 |
| 2026-09-04 | 2026-09-11 | $0.2212 | $0.2046 | -7.49% | 99.30 |
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.