Historical rule simulator
Backtest: After a 10% One-Day Drop
Simulates one mechanical rule — buy after a 10% one-day drop, 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 Avalanche
5 historical signal(s) detected for Avalanche; 5 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 |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $28.8504 | $30.9735 | +7.36% | 107.36 |
| 2025-10-11 | 2025-10-18 | $20.8648 | $19.9597 | -4.34% | 102.70 |
| 2025-11-04 | 2025-11-11 | $16.6429 | $18.1705 | +9.18% | 112.13 |
| 2026-02-06 | 2026-02-13 | $8.3277 | $8.9723 | +7.74% | 120.81 |
| 2026-06-06 | 2026-06-13 | $6.7209 | $6.5676 | -2.28% | 118.05 |
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.
View the full study for Avalanche · Read the full methodology