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 Stellar
10 historical signal(s) detected for Stellar; 8 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.3199 | $0.3087 | -3.52% | 96.48 |
| 2025-11-05 | 2025-11-12 | $0.2699 | $0.2815 | +4.30% | 100.63 |
| 2025-11-18 | 2025-11-25 | $0.2468 | $0.2550 | +3.32% | 103.97 |
| 2025-12-18 | 2025-12-25 | $0.2104 | $0.2121 | +0.83% | 104.83 |
| 2026-01-21 | 2026-01-28 | $0.2077 | $0.2087 | +0.49% | 105.34 |
| 2026-02-05 | 2026-02-12 | $0.1712 | $0.1551 | -9.41% | 95.42 |
| 2026-06-06 | 2026-06-13 | $0.2029 | $0.1879 | -7.39% | 88.37 |
| 2026-06-25 | 2026-07-02 | $0.1852 | $0.1969 | +6.34% | 93.97 |
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.