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 Zcash
10 historical signal(s) detected for Zcash; 8 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 |
|---|---|---|---|---|---|
| 2025-10-19 | 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 |
| 2026-01-11 | 2026-01-18 | $373.8885 | $399.8364 | +6.94% | 94.45 |
| 2026-01-22 | 2026-01-29 | $355.0290 | $370.2155 | +4.28% | 98.49 |
| 2026-02-04 | 2026-02-11 | $270.7563 | $233.8415 | -13.63% | 85.06 |
| 2026-02-23 | 2026-03-02 | $232.0731 | $213.2087 | -8.13% | 78.15 |
| 2026-06-06 | 2026-06-13 | $389.9925 | $411.6969 | +5.57% | 82.49 |
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.