Historical rule simulator
Backtest: After a 15% Seven-Day Drop
Simulates one mechanical rule — buy after a 15% 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 BNB
3 historical signal(s) detected for BNB; 3 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 |
|---|---|---|---|---|---|
| 2025-11-05 | 2025-11-12 | $937.0550 | $957.7154 | +2.20% | 102.20 |
| 2026-02-04 | 2026-02-11 | $752.5356 | $619.3542 | -17.70% | 84.12 |
| 2026-06-07 | 2026-06-14 | $574.2854 | $609.3154 | +6.10% | 89.25 |
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.