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 Bitcoin Cash

19 historical signal(s) detected for Bitcoin Cash; 13 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades11
Win rate54.5%
Average return / trade-2.31%
Compounded total return-29.12%
Max drawdown-45.47%
Buy & hold, same period-53.91%

Hypothetical growth of $100

2 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
2025-09-26 2025-10-03 $538.3299 $594.5633 +10.45% 110.45
2025-10-11 2025-10-18 $514.1344 $470.1608 -8.55% 101.00
2025-10-20 2025-10-27 $472.7427 $558.9128 +18.23% 119.41
2025-11-05 2025-11-12 $480.8460 $505.3135 +5.09% 125.49
2026-02-01 2026-02-08 $508.0329 $525.9742 +3.53% 129.92
2026-02-24 2026-03-03 $498.4684 $448.2235 -10.08% 116.82
2026-05-18 2026-05-25 $405.7882 $347.2230 -14.43% 99.96
2026-05-28 2026-06-04 $334.8908 $243.1709 -27.39% 72.58
2026-06-23 2026-06-30 $197.2654 $200.8131 +1.80% 73.89
2026-07-18 2026-07-25 $219.7878 $210.7167 -4.13% 70.84
2026-08-29 2026-09-05 $247.9810 $248.1215 +0.06% 70.88

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 Bitcoin Cash ยท Read the full methodology