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 Chainlink

51 historical signal(s) detected for Chainlink; 29 non-overlapping trade(s) taken at a 7-day hold (22 skipped because a position was already open).

Completed trades28
Win rate42.9%
Average return / trade-1.81%
Compounded total return-45.05%
Max drawdown-45.05%
Buy & hold, same period-52.25%

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 dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-15 2025-09-22 $24.1162 $22.9798 -4.71% 95.29
2025-09-23 2025-09-30 $21.6716 $21.7255 +0.25% 95.52
2025-10-08 2025-10-15 $21.8340 $19.1197 -12.43% 83.65
2025-10-15 2025-10-22 $19.1197 $17.6134 -7.88% 77.06
2025-10-22 2025-10-29 $17.6134 $17.8387 +1.28% 78.05
2025-10-31 2025-11-07 $16.7905 $14.7233 -12.31% 68.44
2025-11-12 2025-11-19 $15.2975 $13.7755 -9.95% 61.63
2025-11-21 2025-11-28 $12.9302 $13.3436 +3.20% 63.60
2025-12-02 2025-12-09 $12.0759 $13.7499 +13.86% 72.41
2025-12-13 2025-12-20 $13.6404 $12.5263 -8.17% 66.50
2026-01-08 2026-01-15 $13.4304 $14.4182 +7.35% 71.39
2026-01-18 2026-01-25 $13.7355 $13.4446 -2.12% 69.88
2026-01-26 2026-02-02 $12.1012 $9.9172 -18.05% 57.27
2026-02-06 2026-02-13 $8.2126 $9.3755 +14.16% 65.38
2026-02-16 2026-02-23 $9.5869 $9.5031 -0.87% 64.80
2026-02-23 2026-03-02 $9.5031 $9.4274 -0.80% 64.29
2026-03-09 2026-03-16 $9.5326 $10.2480 +7.50% 69.11
2026-03-19 2026-03-26 $9.8803 $10.1328 +2.56% 70.88
2026-03-27 2026-04-03 $9.6516 $8.6414 -10.47% 63.46
2026-04-03 2026-04-10 $8.6414 $8.9480 +3.55% 65.71
2026-04-13 2026-04-20 $8.7333 $9.0657 +3.81% 68.21
2026-05-16 2026-05-23 $10.0673 $9.4113 -6.52% 63.77
2026-05-23 2026-05-30 $9.4113 $9.0137 -4.22% 61.07
2026-06-03 2026-06-10 $8.3646 $7.8339 -6.34% 57.20
2026-06-11 2026-06-18 $7.5592 $8.0845 +6.95% 61.17
2026-07-28 2026-08-04 $8.3723 $8.1795 -2.30% 59.76
2026-08-29 2026-09-05 $11.4317 $11.6313 +1.75% 60.81
2026-09-08 2026-09-15 $12.7430 $11.5146 -9.64% 54.95

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 Chainlink ยท Read the full methodology