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 BNB
6 historical signal(s) detected for BNB; 5 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 | $1164.1691 | $1072.0760 | -7.91% | 92.09 |
| 2025-11-04 | 2025-11-11 | $992.6566 | $991.9074 | -0.08% | 92.02 |
| 2025-11-23 | 2025-11-30 | $833.2537 | $873.2239 | +4.80% | 96.43 |
| 2026-02-01 | 2026-02-08 | $779.6856 | $646.8126 | -17.04% | 80.00 |
| 2026-06-06 | 2026-06-13 | $571.9699 | $603.5065 | +5.51% | 84.41 |
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.