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 Zcash

19 historical signal(s) detected for Zcash; 13 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades13
Win rate38.5%
Average return / trade-0.51%
Compounded total return-17.81%
Max drawdown-51.80%
Buy & hold, same period+80.70%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-19 2025-10-26 $220.9870 $275.3177 +24.59% 124.59
2025-11-23 2025-11-30 $519.0073 $460.0247 -11.36% 110.43
2025-12-01 2025-12-08 $428.7592 $342.9175 -20.02% 88.32
2026-01-09 2026-01-16 $422.0000 $413.3106 -2.06% 86.50
2026-01-22 2026-01-29 $355.0290 $370.2155 +4.28% 90.20
2026-02-01 2026-02-08 $302.8211 $239.7914 -20.81% 71.43
2026-02-22 2026-03-01 $258.7156 $220.3277 -14.84% 60.83
2026-03-24 2026-03-31 $228.3173 $225.4206 -1.27% 60.06
2026-04-20 2026-04-27 $301.4359 $355.1408 +17.82% 70.76
2026-05-16 2026-05-23 $515.1261 $582.5787 +13.09% 80.02
2026-05-28 2026-06-04 $541.2592 $620.9294 +14.72% 91.80
2026-06-05 2026-06-12 $459.1723 $427.9931 -6.79% 85.57
2026-06-24 2026-07-01 $415.6996 $399.3200 -3.94% 82.19

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 Zcash ยท Read the full methodology