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 TRON
7 historical signal(s) detected for TRON; 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 | $0.2811 | $0.2823 | +0.43% | 100.43 |
| 2026-02-07 | 2026-02-14 | $0.2738 | $0.2821 | +3.04% | 103.48 |
| 2026-02-26 | 2026-03-05 | $0.2853 | $0.2871 | +0.65% | 104.15 |
| 2026-03-05 | 2026-03-12 | $0.2871 | $0.2913 | +1.47% | 105.68 |
| 2026-04-14 | 2026-04-21 | $0.3205 | $0.3290 | +2.66% | 108.50 |
| 2026-08-20 | 2026-08-27 | $0.3343 | $0.3361 | +0.52% | 109.06 |
| 2026-09-04 | 2026-09-11 | $0.3308 | $0.3399 | +2.77% | 112.08 |
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.