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 Cardano
3 historical signal(s) detected for Cardano; 3 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.6359 | $0.6247 | -1.76% | 98.24 |
| 2026-02-06 | 2026-02-13 | $0.2541 | $0.2832 | +11.46% | 109.50 |
| 2026-06-05 | 2026-06-12 | $0.1797 | $0.1703 | -5.19% | 103.82 |
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.