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 Rain
4 historical signal(s) detected for Rain; 4 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 |
|---|---|---|---|---|---|
| 2025-09-14 | 2025-09-21 | $0.0023 | $0.0038 | +63.61% | 163.61 |
| 2025-10-09 | 2025-10-16 | $0.0030 | $0.0038 | +25.65% | 205.57 |
| 2025-12-26 | 2026-01-02 | $0.0070 | $0.0080 | +14.64% | 235.66 |
| 2026-04-06 | 2026-04-13 | $0.0066 | $0.0080 | +20.07% | 282.95 |
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.