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 Hyperliquid
6 historical signal(s) detected for Hyperliquid; 6 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 | $40.5301 | $50.6559 | +24.98% | 124.98 |
| 2025-10-11 | 2025-10-18 | $38.1168 | $35.4686 | -6.95% | 116.30 |
| 2025-11-23 | 2025-11-30 | $29.9865 | $34.3910 | +14.69% | 133.38 |
| 2026-01-21 | 2026-01-28 | $21.0921 | $30.7818 | +45.94% | 194.66 |
| 2026-01-30 | 2026-02-06 | $30.7396 | $33.0075 | +7.38% | 209.02 |
| 2026-06-05 | 2026-06-12 | $64.3655 | $58.9072 | -8.48% | 191.29 |
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 Hyperliquid · Read the full methodology