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 Solana
6 historical signal(s) detected for Solana; 6 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 |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $193.4110 | $234.7840 | +21.39% | 121.39 |
| 2025-10-12 | 2025-10-19 | $177.9843 | $187.6503 | +5.43% | 127.98 |
| 2025-11-05 | 2025-11-12 | $155.1981 | $154.6564 | -0.35% | 127.54 |
| 2025-11-18 | 2025-11-25 | $130.8066 | $138.3532 | +5.77% | 134.90 |
| 2026-02-04 | 2026-02-11 | $97.6309 | $82.9768 | -15.01% | 114.65 |
| 2026-06-06 | 2026-06-13 | $63.6331 | $66.7767 | +4.94% | 120.31 |
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.