Historical rule simulator
Backtest: After a 10% Seven-Day Drop
Simulates one mechanical rule — buy after a 10% seven-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 Bitcoin
7 historical signal(s) detected for Bitcoin; 6 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 |
|---|---|---|---|---|---|
| 2025-10-16 | 2025-10-23 | $110844.4042 | $107591.4605 | -2.93% | 97.07 |
| 2025-11-05 | 2025-11-12 | $101480.7666 | $103112.2101 | +1.61% | 98.63 |
| 2025-11-18 | 2025-11-25 | $92100.3645 | $88256.0440 | -4.17% | 94.51 |
| 2026-02-01 | 2026-02-08 | $78647.0274 | $69245.7820 | -11.95% | 83.21 |
| 2026-02-10 | 2026-02-17 | $70175.1475 | $68859.7762 | -1.87% | 81.65 |
| 2026-06-03 | 2026-06-10 | $66727.2642 | $61669.7638 | -7.58% | 75.46 |
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.