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 Litecoin
7 historical signal(s) detected for Litecoin; 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 | $82.8478 | $86.0245 | +3.83% | 103.83 |
| 2026-02-07 | 2026-02-14 | $54.8135 | $55.0431 | +0.42% | 104.27 |
| 2026-02-26 | 2026-03-05 | $56.7460 | $56.7829 | +0.07% | 104.34 |
| 2026-03-05 | 2026-03-12 | $56.7829 | $54.8536 | -3.40% | 100.79 |
| 2026-04-14 | 2026-04-21 | $54.6562 | $55.0362 | +0.70% | 101.49 |
| 2026-08-20 | 2026-08-27 | $46.7607 | $50.5035 | +8.00% | 109.62 |
| 2026-09-04 | 2026-09-11 | $51.4784 | $52.1078 | +1.22% | 110.96 |
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 Litecoin · Read the full methodology