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 Sui

14 historical signal(s) detected for Sui; 13 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).

Completed trades12
Win rate41.7%
Average return / trade-1.75%
Compounded total return-24.71%
Max drawdown-42.38%
Buy & hold, same period-74.10%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $3.1331 $3.5866 +14.47% 114.47
2025-10-11 2025-10-18 $2.6108 $2.4397 -6.55% 106.97
2025-11-04 2025-11-11 $2.0682 $2.1634 +4.60% 111.89
2025-11-15 2025-11-22 $1.7415 $1.3902 -20.17% 89.32
2025-12-19 2025-12-26 $1.3466 $1.3624 +1.17% 90.37
2026-01-21 2026-01-28 $1.4932 $1.4615 -2.12% 88.45
2026-02-01 2026-02-08 $1.1701 $1.0248 -12.42% 77.47
2026-02-10 2026-02-17 $0.9638 $1.0236 +6.20% 82.27
2026-05-18 2026-05-25 $1.0438 $1.0308 -1.24% 81.25
2026-05-29 2026-06-05 $0.9288 $0.7663 -17.49% 67.04
2026-06-05 2026-06-12 $0.7663 $0.7540 -1.61% 65.96
2026-08-31 2026-09-07 $0.7109 $0.8116 +14.15% 75.29

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 Sui ยท Read the full methodology