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 Litecoin

14 historical signal(s) detected for Litecoin; 10 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades10
Win rate30.0%
Average return / trade-0.65%
Compounded total return-10.68%
Max drawdown-30.82%
Buy & hold, same period-58.72%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $102.7864 $119.4989 +16.26% 116.26
2025-10-11 2025-10-18 $96.8838 $90.1182 -6.98% 108.14
2025-11-04 2025-11-11 $87.3668 $104.3072 +19.39% 129.11
2025-11-17 2025-11-24 $95.7838 $83.0208 -13.32% 111.91
2025-11-26 2025-12-03 $85.2709 $82.8478 -2.84% 108.73
2025-12-18 2025-12-25 $75.9464 $75.6953 -0.33% 108.37
2026-01-16 2026-01-23 $72.3009 $68.2044 -5.67% 102.23
2026-02-01 2026-02-08 $59.4259 $55.1797 -7.15% 94.92
2026-02-11 2026-02-18 $53.3494 $53.9253 +1.08% 95.95
2026-06-05 2026-06-12 $45.5805 $42.4309 -6.91% 89.32

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 Litecoin ยท Read the full methodology