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 Dogecoin
8 historical signal(s) detected for Dogecoin; 7 non-overlapping trade(s) taken at a 7-day hold (1 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 | $0.2238 | $0.2618 | +16.97% | 116.97 |
| 2025-10-11 | 2025-10-18 | $0.1937 | $0.1848 | -4.61% | 111.58 |
| 2025-11-04 | 2025-11-11 | $0.1671 | $0.1818 | +8.80% | 121.40 |
| 2025-11-18 | 2025-11-25 | $0.1519 | $0.1518 | -0.06% | 121.32 |
| 2026-01-21 | 2026-01-28 | $0.1240 | $0.1268 | +2.26% | 124.07 |
| 2026-02-01 | 2026-02-08 | $0.1045 | $0.0986 | -5.61% | 117.11 |
| 2026-06-06 | 2026-06-13 | $0.0815 | $0.0860 | +5.50% | 123.55 |
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 Dogecoin · Read the full methodology