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 Solana
7 historical signal(s) detected for Solana; 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 | $138.6722 | $137.8941 | -0.56% | 99.44 |
| 2026-02-07 | 2026-02-14 | $86.9776 | $84.4579 | -2.90% | 96.56 |
| 2026-02-26 | 2026-03-05 | $88.0792 | $91.0730 | +3.40% | 99.84 |
| 2026-03-05 | 2026-03-12 | $91.0730 | $86.5582 | -4.96% | 94.89 |
| 2026-04-14 | 2026-04-21 | $86.6357 | $85.2941 | -1.55% | 93.42 |
| 2026-08-20 | 2026-08-27 | $85.3331 | $102.0489 | +19.59% | 111.72 |
| 2026-09-04 | 2026-09-11 | $103.9605 | $98.6313 | -5.13% | 105.99 |
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.