Historical rule simulator
Backtest: After a 20% Seven-Day Drop
Simulates one mechanical rule — buy after a 20% 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 Cardano
6 historical signal(s) detected for Cardano; 4 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 | $0.6359 | $0.6247 | -1.76% | 98.24 |
| 2025-11-18 | 2025-11-25 | $0.4656 | $0.4277 | -8.14% | 90.24 |
| 2026-02-01 | 2026-02-08 | $0.3022 | $0.2797 | -7.45% | 83.51 |
| 2026-06-05 | 2026-06-12 | $0.1797 | $0.1703 | -5.19% | 79.18 |
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.