Historical rule simulator

Backtest: After a 10% One-Day Drop

Simulates one mechanical rule โ€” buy after a 10% one-day drop, hold a fixed number of days, then exit โ€” 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 Zcash

17 historical signal(s) detected for Zcash; 11 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades10
Win rate40.0%
Average return / trade+8.59%
Compounded total return+63.30%
Max drawdown-39.60%
Buy & hold, same period+234.68%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-08 2025-10-15 $127.8815 $247.9710 +93.91% 193.91
2025-10-17 2025-10-24 $204.5334 $243.1103 +18.86% 230.48
2025-11-11 2025-11-18 $523.0839 $613.6129 +17.31% 270.37
2025-11-18 2025-11-25 $613.6129 $519.0731 -15.41% 228.71
2025-12-02 2025-12-09 $344.9288 $405.1287 +17.45% 268.63
2026-01-09 2026-01-16 $422.0000 $413.3106 -2.06% 263.10
2026-02-01 2026-02-08 $302.8211 $239.7914 -20.81% 208.34
2026-02-19 2026-02-26 $263.1292 $243.5030 -7.46% 192.80
2026-05-23 2026-05-30 $582.5787 $529.3962 -9.13% 175.20
2026-06-05 2026-06-12 $459.1723 $427.9931 -6.79% 163.30

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 Zcash ยท Read the full methodology