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 Hyperliquid
7 historical signal(s) detected for Hyperliquid; 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 | $33.8731 | $27.9467 | -17.50% | 82.50 |
| 2026-02-07 | 2026-02-14 | $32.3965 | $31.6125 | -2.42% | 80.51 |
| 2026-02-26 | 2026-03-05 | $27.9119 | $32.2221 | +15.44% | 92.94 |
| 2026-03-05 | 2026-03-12 | $32.2221 | $36.2503 | +12.50% | 104.56 |
| 2026-04-14 | 2026-04-21 | $44.4119 | $40.7192 | -8.31% | 95.86 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 113.35 |
| 2026-09-04 | 2026-09-11 | $87.4499 | $78.5568 | -10.17% | 101.82 |
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 Hyperliquid · Read the full methodology