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 Monero
5 historical signal(s) detected for Monero; 4 non-overlapping trade(s) taken at a 7-day hold (1 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 | $294.1979 | $291.5727 | -0.89% | 99.11 |
| 2026-01-21 | 2026-01-28 | $498.4438 | $455.0858 | -8.70% | 90.49 |
| 2026-02-02 | 2026-02-09 | $398.2015 | $316.4077 | -20.54% | 71.90 |
| 2026-06-06 | 2026-06-13 | $307.9241 | $353.5753 | +14.83% | 82.56 |
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.