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 Zcash

22 historical signal(s) detected for Zcash; 16 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades15
Win rate46.7%
Average return / trade+1.64%
Compounded total return+13.47%
Max drawdown-32.56%
Buy & hold, same period+106.90%

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 dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-19 2025-10-26 $220.9870 $275.3177 +24.59% 124.59
2025-11-23 2025-11-30 $519.0073 $460.0247 -11.36% 110.43
2025-12-19 2025-12-26 $388.0998 $437.8740 +12.83% 124.59
2026-01-09 2026-01-16 $422.0000 $413.3106 -2.06% 122.02
2026-01-21 2026-01-28 $349.5431 $397.8827 +13.83% 138.90
2026-02-01 2026-02-08 $302.8211 $239.7914 -20.81% 109.99
2026-02-22 2026-03-01 $258.7156 $220.3277 -14.84% 93.67
2026-03-08 2026-03-15 $197.1186 $212.3095 +7.71% 100.89
2026-03-24 2026-03-31 $228.3173 $225.4206 -1.27% 99.61
2026-04-18 2026-04-25 $329.0389 $359.5718 +9.28% 108.85
2026-05-16 2026-05-23 $515.1261 $582.5787 +13.09% 123.10
2026-05-28 2026-06-04 $541.2592 $620.9294 +14.72% 141.22
2026-06-05 2026-06-12 $459.1723 $427.9931 -6.79% 131.63
2026-06-23 2026-06-30 $441.7266 $406.6092 -7.95% 121.17
2026-07-25 2026-08-01 $488.2650 $457.2306 -6.36% 113.47

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 Zcash ยท Read the full methodology