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 Zcash
7 historical signal(s) detected for Zcash; 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 | $314.0455 | $433.1610 | +37.93% | 137.93 |
| 2026-02-07 | 2026-02-14 | $240.1038 | $266.6353 | +11.05% | 153.17 |
| 2026-02-26 | 2026-03-05 | $243.5030 | $243.2615 | -0.10% | 153.02 |
| 2026-03-05 | 2026-03-12 | $243.2615 | $212.6606 | -12.58% | 133.77 |
| 2026-04-14 | 2026-04-21 | $368.4303 | $312.1316 | -15.28% | 113.33 |
| 2026-08-20 | 2026-08-27 | $564.5716 | $816.3760 | +44.60% | 163.87 |
| 2026-09-04 | 2026-09-11 | $952.6663 | $1079.8141 | +13.35% | 185.75 |
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.