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 LEO Token
7 historical signal(s) detected for LEO Token; 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 | $9.4843 | $9.6297 | +1.53% | 101.53 |
| 2026-02-07 | 2026-02-14 | $7.9056 | $8.3992 | +6.24% | 107.87 |
| 2026-02-26 | 2026-03-05 | $8.7219 | $9.0294 | +3.53% | 111.68 |
| 2026-03-05 | 2026-03-12 | $9.0294 | $9.1095 | +0.89% | 112.67 |
| 2026-04-14 | 2026-04-21 | $10.0024 | $10.2222 | +2.20% | 115.14 |
| 2026-08-20 | 2026-08-27 | $9.3024 | $9.2331 | -0.74% | 114.28 |
| 2026-09-04 | 2026-09-11 | $9.3534 | $9.1824 | -1.83% | 112.20 |
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 LEO Token · Read the full methodology