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 Cardano
12 historical signal(s) detected for Cardano; 9 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $0.7699 | $0.8707 | +13.08% | 113.08 |
| 2025-10-11 | 2025-10-18 | $0.6359 | $0.6247 | -1.76% | 111.09 |
| 2025-11-04 | 2025-11-11 | $0.5515 | $0.5923 | +7.39% | 119.31 |
| 2025-11-17 | 2025-11-24 | $0.4843 | $0.4086 | -15.63% | 100.66 |
| 2025-12-17 | 2025-12-24 | $0.3855 | $0.3630 | -5.85% | 94.77 |
| 2026-01-21 | 2026-01-28 | $0.3647 | $0.3770 | +3.37% | 97.96 |
| 2026-02-01 | 2026-02-08 | $0.3022 | $0.2797 | -7.45% | 90.66 |
| 2026-06-04 | 2026-06-11 | $0.2002 | $0.1606 | -19.79% | 72.72 |
| 2026-08-31 | 2026-09-07 | $0.1927 | $0.2233 | +15.91% | 84.29 |
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.