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 Rain
11 historical signal(s) detected for Rain; 8 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
1 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 |
|---|---|---|---|---|---|
| 2025-09-18 | 2025-09-25 | $0.0024 | $0.0038 | +57.48% | 157.48 |
| 2025-10-09 | 2025-10-16 | $0.0030 | $0.0038 | +25.65% | 197.87 |
| 2025-10-20 | 2025-10-27 | $0.0035 | $0.0032 | -10.37% | 177.36 |
| 2025-10-27 | 2025-11-03 | $0.0032 | $0.0035 | +11.93% | 198.53 |
| 2026-03-31 | 2026-04-07 | $0.0077 | $0.0065 | -15.07% | 168.61 |
| 2026-06-07 | 2026-06-14 | $0.0129 | $0.0130 | +0.68% | 169.75 |
| 2026-08-02 | 2026-08-09 | $0.0123 | $0.0127 | +3.03% | 174.89 |
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.