Historical rule simulator

Backtest: After a 15% Seven-Day Drop

Simulates one mechanical rule โ€” buy after a 15% seven-day drop, hold a fixed number of days, then exit โ€” 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 Hyperliquid

15 historical signal(s) detected for Hyperliquid; 11 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades11
Win rate63.6%
Average return / trade+7.81%
Compounded total return+108.52%
Max drawdown-8.11%
Buy & hold, same period+45.54%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-24 2025-10-01 $44.6392 $45.2580 +1.39% 101.39
2025-10-11 2025-10-18 $38.1168 $35.4686 -6.95% 94.34
2025-11-05 2025-11-12 $39.1353 $38.6465 -1.25% 93.16
2025-11-23 2025-11-30 $29.9865 $34.3910 +14.69% 106.85
2025-12-10 2025-12-17 $27.9467 $26.7802 -4.17% 102.39
2025-12-18 2025-12-25 $24.4726 $25.1616 +2.82% 105.27
2026-01-21 2026-01-28 $21.0921 $30.7818 +45.94% 153.63
2026-02-12 2026-02-19 $29.4475 $28.6867 -2.58% 149.66
2026-02-24 2026-03-03 $26.4557 $32.8655 +24.23% 185.93
2026-06-07 2026-06-14 $56.5968 $60.6895 +7.23% 199.37
2026-06-24 2026-07-01 $62.1166 $64.9679 +4.59% 208.52

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 Hyperliquid ยท Read the full methodology