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 Sui
7 historical signal(s) detected for Sui; 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 | $1.6283 | $1.6587 | +1.87% | 101.87 |
| 2026-02-07 | 2026-02-14 | $1.0249 | $0.9944 | -2.98% | 98.84 |
| 2026-02-26 | 2026-03-05 | $0.9921 | $0.9756 | -1.66% | 97.20 |
| 2026-03-05 | 2026-03-12 | $0.9756 | $0.9791 | +0.36% | 97.55 |
| 2026-04-14 | 2026-04-21 | $0.9610 | $0.9447 | -1.69% | 95.90 |
| 2026-08-20 | 2026-08-27 | $0.7056 | $0.7674 | +8.75% | 104.28 |
| 2026-09-04 | 2026-09-11 | $0.7833 | $0.7273 | -7.15% | 96.83 |
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.