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 Hyperliquid
25 historical signal(s) detected for Hyperliquid; 20 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).
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 date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $47.2511 | $46.2117 | -2.20% | 97.80 |
| 2025-10-10 | 2025-10-17 | $44.0533 | $36.7679 | -16.54% | 81.63 |
| 2025-10-21 | 2025-10-28 | $37.9133 | $46.5499 | +22.78% | 100.22 |
| 2025-11-03 | 2025-11-10 | $42.4741 | $41.7267 | -1.76% | 98.46 |
| 2025-11-15 | 2025-11-22 | $37.5015 | $33.8616 | -9.71% | 88.90 |
| 2025-11-23 | 2025-11-30 | $29.9865 | $34.3910 | +14.69% | 101.96 |
| 2025-12-06 | 2025-12-13 | $30.9837 | $28.6085 | -7.67% | 94.14 |
| 2025-12-18 | 2025-12-25 | $24.4726 | $25.1616 | +2.82% | 96.79 |
| 2026-01-13 | 2026-01-20 | $23.8285 | $23.7731 | -0.23% | 96.57 |
| 2026-01-21 | 2026-01-28 | $21.0921 | $30.7818 | +45.94% | 140.93 |
| 2026-02-11 | 2026-02-18 | $28.8430 | $29.5828 | +2.56% | 144.55 |
| 2026-02-24 | 2026-03-03 | $26.4557 | $32.8655 | +24.23% | 179.57 |
| 2026-04-02 | 2026-04-09 | $36.0194 | $38.7153 | +7.48% | 193.01 |
| 2026-06-07 | 2026-06-14 | $56.5968 | $60.6895 | +7.23% | 206.97 |
| 2026-06-24 | 2026-07-01 | $62.1166 | $64.9679 | +4.59% | 216.47 |
| 2026-07-14 | 2026-07-21 | $63.4394 | $62.4209 | -1.61% | 212.99 |
| 2026-07-23 | 2026-07-30 | $59.3583 | $53.8751 | -9.24% | 193.32 |
| 2026-08-02 | 2026-08-09 | $52.1563 | $55.0998 | +5.64% | 204.23 |
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 Hyperliquid · Read the full methodology