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 Solana
11 historical signal(s) detected for Solana; 7 non-overlapping trade(s) taken at a 7-day hold (4 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 | $193.4110 | $234.7840 | +21.39% | 121.39 |
| 2025-10-11 | 2025-10-18 | $188.7926 | $182.1459 | -3.52% | 117.12 |
| 2025-11-04 | 2025-11-11 | $165.8882 | $167.3829 | +0.90% | 118.17 |
| 2025-11-17 | 2025-11-24 | $137.1390 | $130.5809 | -4.78% | 112.52 |
| 2026-02-01 | 2026-02-08 | $105.4928 | $87.5435 | -17.01% | 93.38 |
| 2026-02-10 | 2026-02-17 | $86.8027 | $86.5771 | -0.26% | 93.13 |
| 2026-06-05 | 2026-06-12 | $68.8109 | $66.8166 | -2.90% | 90.43 |
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.