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 Monero
9 historical signal(s) detected for Monero; 7 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-17 | 2025-10-24 | $301.8252 | $323.5400 | +7.19% | 107.19 |
| 2025-11-21 | 2025-11-28 | $339.2437 | $409.3326 | +20.66% | 129.34 |
| 2025-12-08 | 2025-12-15 | $362.6838 | $409.1832 | +12.82% | 145.92 |
| 2026-01-21 | 2026-01-28 | $498.4438 | $455.0858 | -8.70% | 133.23 |
| 2026-01-29 | 2026-02-05 | $459.2693 | $376.5786 | -18.00% | 109.24 |
| 2026-06-02 | 2026-06-09 | $343.9163 | $314.5660 | -8.53% | 99.92 |
| 2026-06-19 | 2026-06-26 | $319.0584 | $307.5893 | -3.59% | 96.33 |
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.