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 Chainlink
11 historical signal(s) detected for Chainlink; 9 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
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 date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $20.2012 | $22.7837 | +12.78% | 112.78 |
| 2025-10-11 | 2025-10-18 | $17.3508 | $16.6196 | -4.21% | 108.03 |
| 2025-11-04 | 2025-11-11 | $15.2322 | $16.3589 | +7.40% | 116.02 |
| 2025-11-18 | 2025-11-25 | $13.3106 | $12.9666 | -2.58% | 113.02 |
| 2025-12-19 | 2025-12-26 | $11.9332 | $12.0612 | +1.07% | 114.24 |
| 2026-02-01 | 2026-02-08 | $10.3016 | $9.3915 | -8.83% | 104.14 |
| 2026-03-29 | 2026-04-05 | $8.4420 | $8.6977 | +3.03% | 107.30 |
| 2026-06-06 | 2026-06-13 | $7.3611 | $7.8604 | +6.78% | 114.58 |
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 Chainlink · Read the full methodology