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 Solana

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

Completed trades10
Win rate50.0%
Average return / trade-3.62%
Compounded total return-32.42%
Max drawdown-35.54%
Buy & hold, same period-69.32%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-25 2025-10-02 $211.6243 $221.8779 +4.85% 104.85
2025-10-11 2025-10-18 $188.7926 $182.1459 -3.52% 101.15
2025-11-04 2025-11-11 $165.8882 $167.3829 +0.90% 102.07
2025-11-15 2025-11-22 $138.9855 $128.5723 -7.49% 94.42
2025-12-19 2025-12-26 $119.5348 $120.0178 +0.40% 94.80
2026-01-21 2026-01-28 $126.1076 $127.2051 +0.87% 95.62
2026-02-01 2026-02-08 $105.4928 $87.5435 -17.01% 79.35
2026-03-31 2026-04-07 $82.4461 $80.1439 -2.79% 77.14
2026-05-18 2026-05-25 $85.1828 $85.2230 +0.05% 77.18
2026-06-03 2026-06-10 $74.1390 $64.9238 -12.43% 67.58

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 Solana ยท Read the full methodology