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 WhiteBIT Coin
2 historical signal(s) detected for WhiteBIT Coin; 2 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2026-01-25 | 2026-02-01 | $49.8970 | $48.8986 | -2.00% | 98.00 |
| 2026-06-03 | 2026-06-10 | $48.5807 | $50.9637 | +4.91% | 102.81 |
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 WhiteBIT Coin · Read the full methodology