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 Ethereum

41 historical signal(s) detected for Ethereum; 26 non-overlapping trade(s) taken at a 7-day hold (15 skipped because a position was already open).

Completed trades25
Win rate44.0%
Average return / trade-2.17%
Compounded total return-49.49%
Max drawdown-53.46%
Buy & hold, same period-41.52%

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
2025-09-23 2025-09-30 $4201.8900 $4214.4983 +0.30% 100.30
2025-10-08 2025-10-15 $4453.7813 $4126.2354 -7.35% 92.92
2025-10-16 2025-10-23 $3991.5442 $3805.8819 -4.65% 88.60
2025-10-29 2025-11-05 $3978.8120 $3285.2318 -17.43% 73.16
2025-11-07 2025-11-14 $3312.4503 $3223.1758 -2.70% 71.18
2025-11-14 2025-11-21 $3223.1758 $2832.5308 -12.12% 62.56
2025-12-02 2025-12-09 $2796.7339 $3123.8053 +11.69% 69.87
2025-12-13 2025-12-20 $3086.7328 $2977.6645 -3.53% 67.40
2026-01-08 2026-01-15 $3167.4128 $3351.8161 +5.82% 71.33
2026-01-21 2026-01-28 $2941.8833 $3020.0157 +2.66% 73.22
2026-01-30 2026-02-06 $2822.6338 $1823.8053 -35.39% 47.31
2026-02-11 2026-02-18 $2021.4416 $1994.3527 -1.34% 46.68
2026-02-23 2026-03-02 $1886.4504 $1939.7957 +2.83% 48.00
2026-03-07 2026-03-14 $1979.0781 $2090.0730 +5.61% 50.69
2026-03-19 2026-03-26 $2203.1349 $2172.4163 -1.39% 49.98
2026-03-27 2026-04-03 $2059.5891 $2052.3362 -0.35% 49.81
2026-04-03 2026-04-10 $2052.3362 $2177.9726 +6.12% 52.86
2026-04-13 2026-04-20 $2189.2214 $2264.1942 +3.42% 54.67
2026-04-20 2026-04-27 $2264.1942 $2369.1540 +4.64% 57.20
2026-05-23 2026-05-30 $2064.0397 $2012.5608 -2.49% 55.77
2026-06-03 2026-06-10 $1858.3640 $1638.7504 -11.82% 49.18
2026-06-10 2026-06-17 $1638.7504 $1791.3887 +9.31% 53.76
2026-06-24 2026-07-01 $1665.7162 $1569.8272 -5.76% 50.67
2026-07-28 2026-08-04 $1890.4523 $1858.5377 -1.69% 49.81
2026-08-23 2026-08-30 $2423.4127 $2457.0893 +1.39% 50.51

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.

View the full study for Ethereum ยท Read the full methodology