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 Stellar

19 historical signal(s) detected for Stellar; 15 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades15
Win rate53.3%
Average return / trade+1.45%
Compounded total return+19.11%
Max drawdown-19.94%
Buy & hold, same period-48.93%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $0.3515 $0.4085 +16.23% 116.23
2025-10-11 2025-10-18 $0.3199 $0.3087 -3.52% 112.14
2025-11-04 2025-11-11 $0.2781 $0.3003 +7.98% 121.09
2025-11-15 2025-11-22 $0.2594 $0.2316 -10.72% 108.10
2025-12-17 2025-12-24 $0.2195 $0.2171 -1.09% 106.93
2026-01-13 2026-01-20 $0.2193 $0.2156 -1.67% 105.14
2026-01-21 2026-01-28 $0.2077 $0.2087 +0.49% 105.65
2026-02-02 2026-02-09 $0.1751 $0.1616 -7.71% 97.51
2026-02-10 2026-02-17 $0.1599 $0.1698 +6.17% 103.53
2026-02-23 2026-03-02 $0.1508 $0.1544 +2.40% 106.02
2026-05-18 2026-05-25 $0.1492 $0.1474 -1.26% 104.68
2026-06-06 2026-06-13 $0.2029 $0.1879 -7.39% 96.95
2026-06-14 2026-06-21 $0.1870 $0.2160 +15.54% 112.01
2026-06-25 2026-07-02 $0.1852 $0.1969 +6.34% 119.11
2026-08-29 2026-09-05 $0.1795 $0.1795 +0.00% 119.11

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 Stellar ยท Read the full methodology