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 Sui
9 historical signal(s) detected for Sui; 7 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 | $2.6108 | $2.4397 | -6.55% | 93.45 |
| 2025-11-04 | 2025-11-11 | $2.0682 | $2.1634 | +4.60% | 97.74 |
| 2025-11-17 | 2025-11-24 | $1.6786 | $1.3661 | -18.62% | 79.54 |
| 2026-01-21 | 2026-01-28 | $1.4932 | $1.4615 | -2.12% | 77.86 |
| 2026-02-01 | 2026-02-08 | $1.1701 | $1.0248 | -12.42% | 68.19 |
| 2026-05-18 | 2026-05-25 | $1.0438 | $1.0308 | -1.24% | 67.34 |
| 2026-06-06 | 2026-06-13 | $0.7028 | $0.7507 | +6.81% | 71.93 |
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.