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 Stellar
7 historical signal(s) detected for Stellar; 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 | $0.2547 | $0.2534 | -0.52% | 99.48 |
| 2026-02-07 | 2026-02-14 | $0.1784 | $0.1646 | -7.75% | 91.77 |
| 2026-02-26 | 2026-03-05 | $0.1627 | $0.1596 | -1.89% | 90.03 |
| 2026-03-05 | 2026-03-12 | $0.1596 | $0.1592 | -0.23% | 89.83 |
| 2026-04-14 | 2026-04-21 | $0.1563 | $0.1738 | +11.22% | 99.90 |
| 2026-08-20 | 2026-08-27 | $0.1701 | $0.1854 | +8.99% | 108.88 |
| 2026-09-04 | 2026-09-11 | $0.1845 | $0.1747 | -5.34% | 103.07 |
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.