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 Ethereum

13 historical signal(s) detected for Ethereum; 10 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades10
Win rate30.0%
Average return / trade-2.59%
Compounded total return-25.63%
Max drawdown-35.38%
Buy & hold, same period-57.94%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $3896.0630 $4484.1804 +15.10% 115.10
2025-10-11 2025-10-18 $3841.6737 $3835.0072 -0.17% 114.90
2025-11-04 2025-11-11 $3600.3638 $3566.0499 -0.95% 113.80
2025-11-17 2025-11-24 $3091.9050 $2798.9131 -9.48% 103.02
2025-12-17 2025-12-24 $2957.8602 $2965.2188 +0.25% 103.27
2026-01-21 2026-01-28 $2941.8833 $3020.0157 +2.66% 106.02
2026-02-01 2026-02-08 $2450.6635 $2087.9866 -14.80% 90.33
2026-02-10 2026-02-17 $2106.7856 $1998.1760 -5.16% 85.67
2026-05-18 2026-05-25 $2130.7492 $2097.6583 -1.55% 84.34
2026-06-03 2026-06-10 $1858.3640 $1638.7504 -11.82% 74.37

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 Ethereum ยท Read the full methodology