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 Chainlink

17 historical signal(s) detected for Chainlink; 13 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades11
Win rate45.5%
Average return / trade-1.88%
Compounded total return-25.34%
Max drawdown-40.33%
Buy & hold, same period-61.22%

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 $20.2012 $22.7837 +12.78% 112.78
2025-10-11 2025-10-18 $17.3508 $16.6196 -4.21% 108.03
2025-11-04 2025-11-11 $15.2322 $16.3589 +7.40% 116.02
2025-11-15 2025-11-22 $13.8180 $12.1179 -12.30% 101.75
2025-12-17 2025-12-24 $12.9239 $12.3952 -4.09% 97.59
2026-01-21 2026-01-28 $12.6694 $12.7337 +0.51% 98.08
2026-01-30 2026-02-06 $11.6356 $8.2126 -29.42% 69.23
2026-02-10 2026-02-17 $8.8459 $10.0301 +13.39% 78.49
2026-03-29 2026-04-05 $8.4420 $8.6977 +3.03% 80.87
2026-05-18 2026-05-25 $9.5620 $9.4250 -1.43% 79.71
2026-06-03 2026-06-10 $8.3646 $7.8339 -6.34% 74.66

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 Chainlink ยท Read the full methodology