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 Litecoin

33 historical signal(s) detected for Litecoin; 22 non-overlapping trade(s) taken at a 7-day hold (11 skipped because a position was already open).

Completed trades21
Win rate28.6%
Average return / trade-3.48%
Compounded total return-54.93%
Max drawdown-54.94%
Buy & hold, same period-56.98%

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 $115.1570 $114.0255 -0.98% 99.02
2025-09-23 2025-09-30 $105.7743 $106.8529 +1.02% 100.03
2025-10-11 2025-10-18 $96.8838 $90.1182 -6.98% 93.04
2025-10-31 2025-11-07 $93.2848 $86.9684 -6.77% 86.74
2025-11-11 2025-11-18 $104.3072 $91.1723 -12.59% 75.82
2025-11-21 2025-11-28 $87.2307 $86.6029 -0.72% 75.27
2025-12-02 2025-12-09 $77.5498 $83.9031 +8.19% 81.44
2025-12-15 2025-12-22 $78.9962 $76.8239 -2.75% 79.20
2026-01-12 2026-01-19 $78.5970 $70.6836 -10.07% 71.23
2026-01-19 2026-01-26 $70.6836 $67.1973 -4.93% 67.71
2026-01-30 2026-02-06 $66.2551 $50.8023 -23.32% 51.92
2026-02-06 2026-02-13 $50.8023 $53.1345 +4.59% 54.30
2026-02-23 2026-03-02 $51.6321 $53.2577 +3.15% 56.01
2026-03-07 2026-03-14 $53.8254 $55.2653 +2.68% 57.51
2026-03-19 2026-03-26 $56.0397 $56.6182 +1.03% 58.11
2026-03-27 2026-04-03 $54.5462 $52.3201 -4.08% 55.73
2026-05-12 2026-05-19 $58.4946 $54.3328 -7.11% 51.77
2026-06-03 2026-06-10 $46.8740 $42.9952 -8.27% 47.49
2026-06-24 2026-07-01 $42.1222 $41.8996 -0.53% 47.23
2026-07-28 2026-08-04 $46.0074 $44.2476 -3.83% 45.43
2026-08-26 2026-09-02 $49.9291 $49.5400 -0.78% 45.07

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 Litecoin ยท Read the full methodology