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 Ethereum
6 historical signal(s) detected for Ethereum; 6 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 |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $3896.0630 | $4484.1804 | +15.10% | 115.10 |
| 2025-10-12 | 2025-10-19 | $3747.4570 | $3890.0161 | +3.80% | 119.47 |
| 2025-11-05 | 2025-11-12 | $3285.2318 | $3416.0715 | +3.98% | 124.23 |
| 2025-11-18 | 2025-11-25 | $3026.2183 | $2952.3349 | -2.44% | 121.20 |
| 2026-02-01 | 2026-02-08 | $2450.6635 | $2087.9866 | -14.80% | 103.26 |
| 2026-06-06 | 2026-06-13 | $1582.4588 | $1665.5551 | +5.25% | 108.68 |
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 Ethereum · Read the full methodology