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 XRP
7 historical signal(s) detected for XRP; 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 | $2.1544 | $2.1076 | -2.17% | 97.83 |
| 2026-02-07 | 2026-02-14 | $1.4617 | $1.4173 | -3.04% | 94.86 |
| 2026-02-26 | 2026-03-05 | $1.4380 | $1.4358 | -0.15% | 94.71 |
| 2026-03-05 | 2026-03-12 | $1.4358 | $1.3847 | -3.55% | 91.35 |
| 2026-04-14 | 2026-04-21 | $1.3757 | $1.4252 | +3.60% | 94.63 |
| 2026-08-20 | 2026-08-27 | $1.1051 | $1.4225 | +28.71% | 121.81 |
| 2026-09-04 | 2026-09-11 | $1.4513 | $1.3340 | -8.08% | 111.96 |
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.