Historical rule simulator
Backtest: After a 3% One-Day Drop
Simulates one mechanical rule — buy after a 3% one-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 BNB
27 historical signal(s) detected for BNB; 18 non-overlapping trade(s) taken at a 7-day hold (9 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $992.9536 | $1031.1492 | +3.85% | 103.85 |
| 2025-10-05 | 2025-10-12 | $1150.9754 | $1136.9128 | -1.22% | 102.58 |
| 2025-10-15 | 2025-10-22 | $1210.2211 | $1057.2574 | -12.64% | 89.61 |
| 2025-10-22 | 2025-10-29 | $1057.2574 | $1103.1952 | +4.34% | 93.51 |
| 2025-10-29 | 2025-11-05 | $1103.1952 | $937.0550 | -15.06% | 79.42 |
| 2025-11-12 | 2025-11-19 | $957.7154 | $930.6767 | -2.82% | 77.18 |
| 2025-11-20 | 2025-11-27 | $896.3084 | $892.1426 | -0.46% | 76.82 |
| 2025-12-02 | 2025-12-09 | $826.1811 | $897.2955 | +8.61% | 83.44 |
| 2025-12-18 | 2025-12-25 | $842.7724 | $846.0128 | +0.38% | 83.76 |
| 2026-01-21 | 2026-01-28 | $881.8890 | $897.3152 | +1.75% | 85.22 |
| 2026-01-30 | 2026-02-06 | $867.5133 | $606.9029 | -30.04% | 59.62 |
| 2026-02-23 | 2026-03-02 | $589.4688 | $618.6937 | +4.96% | 62.58 |
| 2026-03-07 | 2026-03-14 | $626.8513 | $655.2115 | +4.52% | 65.41 |
| 2026-03-27 | 2026-04-03 | $628.0751 | $584.0792 | -7.00% | 60.83 |
| 2026-04-03 | 2026-04-10 | $584.0792 | $603.3083 | +3.29% | 62.83 |
| 2026-06-03 | 2026-06-10 | $650.2436 | $593.0656 | -8.79% | 57.30 |
| 2026-06-19 | 2026-06-26 | $578.0941 | $560.0088 | -3.13% | 55.51 |
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.