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 LEO Token

16 historical signal(s) detected for LEO Token; 12 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades12
Win rate83.3%
Average return / trade+1.90%
Compounded total return+23.23%
Max drawdown-11.30%
Buy & hold, same period+3.59%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-21 2025-10-28 $8.9803 $9.3361 +3.96% 103.96
2025-11-07 2025-11-14 $8.6747 $9.1740 +5.76% 109.95
2025-12-03 2025-12-10 $9.4843 $9.6297 +1.53% 111.63
2025-12-18 2025-12-25 $7.2240 $8.1218 +12.43% 125.50
2026-01-07 2026-01-14 $8.9723 $9.0752 +1.15% 126.94
2026-01-15 2026-01-22 $8.7017 $8.8379 +1.56% 128.93
2026-02-01 2026-02-08 $8.7779 $7.7856 -11.30% 114.36
2026-02-12 2026-02-19 $8.3979 $8.5109 +1.35% 115.90
2026-02-22 2026-03-01 $8.3544 $8.8780 +6.27% 123.16
2026-04-09 2026-04-16 $10.0428 $9.7582 -2.83% 119.67
2026-06-06 2026-06-13 $9.5566 $9.6023 +0.48% 120.24
2026-08-13 2026-08-20 $9.0768 $9.3024 +2.49% 123.23

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 LEO Token ยท Read the full methodology