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 Hyperliquid
5 historical signal(s) detected for Hyperliquid; 5 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-25 | 2025-10-02 | $45.5613 | $47.1740 | +3.54% | 103.54 |
| 2025-10-11 | 2025-10-18 | $38.1168 | $35.4686 | -6.95% | 96.35 |
| 2025-11-23 | 2025-11-30 | $29.9865 | $34.3910 | +14.69% | 110.50 |
| 2025-12-19 | 2025-12-26 | $22.5310 | $24.3823 | +8.22% | 119.58 |
| 2026-06-11 | 2026-06-18 | $53.2596 | $71.1115 | +33.52% | 159.66 |
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 Hyperliquid · Read the full methodology