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 Dogecoin

55 historical signal(s) detected for Dogecoin; 30 non-overlapping trade(s) taken at a 7-day hold (25 skipped because a position was already open).

Completed trades29
Win rate41.4%
Average return / trade-3.18%
Compounded total return-63.64%
Max drawdown-63.91%
Buy & hold, same period-69.71%

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 $0.2782 $0.2608 -6.25% 93.75
2025-09-23 2025-09-30 $0.2413 $0.2350 -2.61% 91.31
2025-10-08 2025-10-15 $0.2473 $0.2045 -17.30% 75.51
2025-10-15 2025-10-22 $0.2045 $0.1944 -4.95% 71.77
2025-10-29 2025-11-05 $0.1936 $0.1625 -16.08% 60.23
2025-11-07 2025-11-14 $0.1615 $0.1637 +1.41% 61.08
2025-11-14 2025-11-21 $0.1637 $0.1491 -8.96% 55.61
2025-12-02 2025-12-09 $0.1355 $0.1426 +5.22% 58.51
2025-12-11 2025-12-18 $0.1434 $0.1262 -12.00% 51.49
2025-12-18 2025-12-25 $0.1262 $0.1285 +1.81% 52.42
2025-12-26 2026-01-02 $0.1236 $0.1268 +2.62% 53.79
2026-01-16 2026-01-23 $0.1402 $0.1250 -10.84% 47.96
2026-01-26 2026-02-02 $0.1198 $0.1048 -12.57% 41.93
2026-02-06 2026-02-13 $0.0887 $0.0939 +5.84% 44.38
2026-02-16 2026-02-23 $0.1029 $0.0938 -8.88% 40.44
2026-02-23 2026-03-02 $0.0938 $0.0926 -1.26% 39.93
2026-03-04 2026-03-11 $0.0906 $0.0948 +4.62% 41.78
2026-03-19 2026-03-26 $0.0956 $0.0967 +1.24% 42.30
2026-03-27 2026-04-03 $0.0925 $0.0907 -1.97% 41.46
2026-04-19 2026-04-26 $0.0948 $0.0980 +3.43% 42.88
2026-05-08 2026-05-15 $0.1079 $0.1153 +6.92% 45.85
2026-05-17 2026-05-24 $0.1093 $0.1029 -5.84% 43.17
2026-06-03 2026-06-10 $0.0926 $0.0847 -8.50% 39.50
2026-06-24 2026-07-01 $0.0788 $0.0720 -8.65% 36.09
2026-07-08 2026-07-15 $0.0742 $0.0744 +0.30% 36.20
2026-07-24 2026-07-31 $0.0692 $0.0706 +2.02% 36.92
2026-08-13 2026-08-20 $0.0696 $0.0750 +7.73% 39.78
2026-08-25 2026-09-01 $0.0901 $0.0828 -8.04% 36.58
2026-09-05 2026-09-12 $0.0848 $0.0843 -0.60% 36.36

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 Dogecoin ยท Read the full methodology