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 XRP

12 historical signal(s) detected for XRP; 11 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).

Completed trades11
Win rate63.6%
Average return / trade+1.09%
Compounded total return+10.16%
Max drawdown-15.39%
Buy & hold, same period-48.25%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $2.7493 $3.0389 +10.53% 110.53
2025-10-11 2025-10-18 $2.3701 $2.2959 -3.13% 107.08
2025-11-04 2025-11-11 $2.3085 $2.5258 +9.41% 117.16
2025-11-18 2025-11-25 $2.1613 $2.2261 +3.00% 120.67
2025-12-19 2025-12-26 $1.8078 $1.8322 +1.34% 122.29
2026-01-13 2026-01-20 $2.0605 $1.9907 -3.39% 118.15
2026-01-21 2026-01-28 $1.8975 $1.9256 +1.48% 119.90
2026-02-01 2026-02-08 $1.6552 $1.4284 -13.70% 103.47
2026-02-10 2026-02-17 $1.4416 $1.4990 +3.99% 107.59
2026-06-05 2026-06-12 $1.1677 $1.1411 -2.27% 105.15
2026-08-31 2026-09-07 $1.3579 $1.4226 +4.77% 110.16

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 XRP ยท Read the full methodology