Historical rule simulator

Backtest: After a 3% One-Day Drop

Simulates one mechanical rule โ€” buy after a 3% one-day drop, hold a fixed number of days, then exit โ€” 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 Avalanche

58 historical signal(s) detected for Avalanche; 35 non-overlapping trade(s) taken at a 7-day hold (23 skipped because a position was already open).

Completed trades33
Win rate42.4%
Average return / trade-3.09%
Compounded total return-70.16%
Max drawdown-77.66%
Buy & hold, same period-76.59%

Hypothetical growth of $100

2 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-20 2025-09-27 $33.7593 $29.0496 -13.95% 86.05
2025-10-05 2025-10-12 $30.1319 $21.4854 -28.70% 61.36
2025-10-15 2025-10-22 $22.7524 $19.5510 -14.07% 52.72
2025-10-22 2025-10-29 $19.5510 $19.4912 -0.31% 52.56
2025-10-29 2025-11-05 $19.4912 $16.0144 -17.84% 43.19
2025-11-07 2025-11-14 $16.1013 $16.0839 -0.11% 43.14
2025-11-14 2025-11-21 $16.0839 $13.8139 -14.11% 37.05
2025-11-21 2025-11-28 $13.8139 $15.0210 +8.74% 40.29
2025-11-30 2025-12-07 $14.2495 $13.4075 -5.91% 37.91
2025-12-11 2025-12-18 $14.1288 $11.8444 -16.17% 31.78
2025-12-18 2025-12-25 $11.8444 $12.1055 +2.20% 32.48
2026-01-08 2026-01-15 $14.1144 $14.6275 +3.64% 33.66
2026-01-16 2026-01-23 $13.8327 $12.2528 -11.42% 29.82
2026-01-26 2026-02-02 $11.5270 $9.9718 -13.49% 25.79
2026-02-06 2026-02-13 $8.3277 $8.9723 +7.74% 27.79
2026-02-16 2026-02-23 $9.3501 $8.5389 -8.68% 25.38
2026-02-23 2026-03-02 $8.5389 $9.0794 +6.33% 26.99
2026-03-07 2026-03-14 $9.0780 $9.7438 +7.33% 28.96
2026-03-19 2026-03-26 $9.7177 $9.7527 +0.36% 29.07
2026-03-27 2026-04-03 $9.1473 $8.7535 -4.30% 27.82
2026-04-03 2026-04-10 $8.7535 $9.3829 +7.19% 29.82
2026-04-13 2026-04-20 $9.0313 $9.0065 -0.28% 29.74
2026-05-16 2026-05-23 $9.5350 $9.1452 -4.09% 28.52
2026-05-23 2026-05-30 $9.1452 $8.8200 -3.56% 27.51
2026-06-03 2026-06-10 $8.1696 $6.6353 -18.78% 22.34
2026-06-11 2026-06-18 $6.3806 $6.7589 +5.93% 23.66
2026-06-19 2026-06-26 $6.3106 $6.2279 -1.31% 23.35
2026-06-26 2026-07-03 $6.2279 $6.7935 +9.08% 25.48
2026-07-08 2026-07-15 $6.6869 $6.7022 +0.23% 25.53
2026-07-24 2026-07-31 $6.2625 $6.4310 +2.69% 26.22
2026-08-02 2026-08-09 $6.1869 $6.4764 +4.68% 27.45
2026-08-23 2026-08-30 $7.4933 $7.3312 -2.16% 26.85
2026-08-31 2026-09-07 $7.1102 $7.9020 +11.14% 29.84

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 Avalanche ยท Read the full methodology