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 Rain
7 historical signal(s) detected for Rain; 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 | $0.0080 | $0.0077 | -3.80% | 96.20 |
| 2026-02-07 | 2026-02-14 | $0.0095 | $0.0100 | +5.74% | 101.73 |
| 2026-02-26 | 2026-03-05 | $0.0095 | $0.0092 | -2.72% | 98.96 |
| 2026-03-05 | 2026-03-12 | $0.0092 | $0.0089 | -3.11% | 95.88 |
| 2026-04-14 | 2026-04-21 | $0.0081 | $0.0075 | -7.27% | 88.91 |
| 2026-08-20 | 2026-08-27 | $0.0140 | $0.0175 | +25.52% | 111.61 |
| 2026-09-04 | 2026-09-11 | $0.0171 | $0.0157 | -8.51% | 102.11 |
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.