Historical rule simulator

Backtest: After a 10% Seven-Day Drop

Simulates one mechanical rule โ€” buy after a 10% seven-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 Avalanche

14 historical signal(s) detected for Avalanche; 13 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).

Completed trades13
Win rate46.2%
Average return / trade-1.53%
Compounded total return-22.50%
Max drawdown-38.35%
Buy & hold, same period-77.07%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $28.8504 $30.9735 +7.36% 107.36
2025-10-11 2025-10-18 $20.8648 $19.9597 -4.34% 102.70
2025-10-21 2025-10-28 $20.3531 $20.3248 -0.14% 102.56
2025-11-04 2025-11-11 $16.6429 $18.1705 +9.18% 111.97
2025-11-15 2025-11-22 $15.1362 $13.3013 -12.12% 98.40
2025-12-06 2025-12-13 $13.2216 $13.1091 -0.85% 97.56
2025-12-17 2025-12-24 $12.3382 $12.1792 -1.29% 96.30
2026-01-21 2026-01-28 $12.1331 $12.1950 +0.51% 96.80
2026-01-31 2026-02-07 $10.8979 $9.2696 -14.94% 82.33
2026-02-10 2026-02-17 $9.0579 $9.3395 +3.11% 84.89
2026-05-18 2026-05-25 $9.1923 $9.2033 +0.12% 84.99
2026-06-03 2026-06-10 $8.1696 $6.6353 -18.78% 69.03
2026-06-20 2026-06-27 $5.8922 $6.6154 +12.27% 77.50

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 Avalanche ยท Read the full methodology