Strategy backtest

Buy bitcoin after a 5% down day

Buy at the close of any day bitcoin falls 5% or more; sell at the close 10 days later.

Result from 2024-01-21 to 2026-10-15: -16.4% across 15 trades, 47% of them winners, against +97.8% for buying and holding the same asset. Maximum drawdown -34.7%. Long only, no fees or slippage — what did happen, not what will.