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 Sui
23 historical signal(s) detected for Sui; 19 non-overlapping trade(s) taken at a 7-day hold (4 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 |
|---|---|---|---|---|---|
| 2025-09-25 | 2025-10-02 | $3.3616 | $3.5249 | +4.86% | 104.86 |
| 2025-10-11 | 2025-10-18 | $2.6108 | $2.4397 | -6.55% | 97.98 |
| 2025-10-21 | 2025-10-28 | $2.5760 | $2.6088 | +1.27% | 99.23 |
| 2025-11-03 | 2025-11-10 | $2.3551 | $2.1416 | -9.07% | 90.23 |
| 2025-11-15 | 2025-11-22 | $1.7415 | $1.3902 | -20.17% | 72.03 |
| 2025-12-02 | 2025-12-09 | $1.3458 | $1.6112 | +19.72% | 86.24 |
| 2025-12-18 | 2025-12-25 | $1.4220 | $1.4150 | -0.49% | 85.82 |
| 2026-01-20 | 2026-01-27 | $1.5788 | $1.4709 | -6.84% | 79.95 |
| 2026-01-30 | 2026-02-06 | $1.3417 | $0.9010 | -32.85% | 53.69 |
| 2026-02-24 | 2026-03-03 | $0.9125 | $0.9426 | +3.29% | 55.46 |
| 2026-03-23 | 2026-03-30 | $0.9403 | $0.8476 | -9.87% | 49.99 |
| 2026-03-31 | 2026-04-07 | $0.8628 | $0.8728 | +1.15% | 50.56 |
| 2026-05-18 | 2026-05-25 | $1.0438 | $1.0308 | -1.24% | 49.94 |
| 2026-05-28 | 2026-06-04 | $0.9574 | $0.8245 | -13.88% | 43.00 |
| 2026-06-11 | 2026-06-18 | $0.7266 | $0.7668 | +5.53% | 45.38 |
| 2026-06-22 | 2026-06-29 | $0.6929 | $0.6803 | -1.82% | 44.55 |
| 2026-07-28 | 2026-08-04 | $0.6804 | $0.6905 | +1.49% | 45.22 |
| 2026-08-29 | 2026-09-05 | $0.7437 | $0.7554 | +1.58% | 45.93 |
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.