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 Monero
5 historical signal(s) detected for Monero; 5 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 |
|---|---|---|---|---|---|
| 2025-12-08 | 2025-12-15 | $362.6838 | $409.1832 | +12.82% | 112.82 |
| 2026-01-21 | 2026-01-28 | $498.4438 | $455.0858 | -8.70% | 103.01 |
| 2026-02-03 | 2026-02-10 | $375.9737 | $334.3291 | -11.08% | 91.60 |
| 2026-06-06 | 2026-06-13 | $307.9241 | $353.5753 | +14.83% | 105.18 |
| 2026-06-19 | 2026-06-26 | $319.0584 | $307.5893 | -3.59% | 101.40 |
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.