Historical rule simulator
Backtest: After a 3% One-Day Drop
Simulates one mechanical rule — buy after a 3% one-day drop, hold a fixed number of days, then exit — 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 Monero
46 historical signal(s) detected for Monero; 29 non-overlapping trade(s) taken at a 7-day hold (17 skipped because a position was already open).
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 date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-18 | 2025-09-25 | $301.5496 | $292.5665 | -2.98% | 97.02 |
| 2025-10-07 | 2025-10-14 | $310.4707 | $311.1011 | +0.20% | 97.22 |
| 2025-10-17 | 2025-10-24 | $301.8252 | $323.5400 | +7.19% | 104.21 |
| 2025-10-31 | 2025-11-07 | $323.8262 | $359.2601 | +10.94% | 115.62 |
| 2025-11-11 | 2025-11-18 | $387.3602 | $406.1520 | +4.85% | 121.22 |
| 2025-11-20 | 2025-11-27 | $366.2365 | $398.5601 | +8.83% | 131.92 |
| 2025-12-02 | 2025-12-09 | $406.7820 | $374.0360 | -8.05% | 121.30 |
| 2025-12-24 | 2025-12-31 | $448.0822 | $439.0048 | -2.03% | 118.85 |
| 2026-01-05 | 2026-01-12 | $418.9956 | $554.3023 | +32.29% | 157.23 |
| 2026-01-16 | 2026-01-23 | $669.2083 | $506.8663 | -24.26% | 119.08 |
| 2026-01-26 | 2026-02-02 | $444.0712 | $398.2015 | -10.33% | 106.78 |
| 2026-02-02 | 2026-02-09 | $398.2015 | $316.4077 | -20.54% | 84.85 |
| 2026-02-16 | 2026-02-23 | $326.8708 | $309.6183 | -5.28% | 80.37 |
| 2026-02-23 | 2026-03-02 | $309.6183 | $336.6338 | +8.73% | 87.38 |
| 2026-03-13 | 2026-03-20 | $340.8073 | $336.9557 | -1.13% | 86.40 |
| 2026-03-22 | 2026-03-29 | $334.5794 | $330.6913 | -1.16% | 85.39 |
| 2026-04-03 | 2026-04-10 | $326.3860 | $346.6126 | +6.20% | 90.68 |
| 2026-04-23 | 2026-04-30 | $366.8342 | $376.1622 | +2.54% | 92.99 |
| 2026-05-08 | 2026-05-15 | $399.6346 | $395.7990 | -0.96% | 92.10 |
| 2026-05-16 | 2026-05-23 | $381.5848 | $380.5010 | -0.28% | 91.84 |
| 2026-05-23 | 2026-05-30 | $380.5010 | $396.7936 | +4.28% | 95.77 |
| 2026-05-31 | 2026-06-07 | $370.2595 | $295.9016 | -20.08% | 76.54 |
| 2026-06-13 | 2026-06-20 | $353.5753 | $314.7739 | -10.97% | 68.14 |
| 2026-07-01 | 2026-07-08 | $303.5117 | $335.1119 | +10.41% | 75.23 |
| 2026-07-09 | 2026-07-16 | $319.6133 | $329.7921 | +3.18% | 77.63 |
| 2026-08-05 | 2026-08-12 | $351.0710 | $377.1738 | +7.44% | 83.40 |
| 2026-08-12 | 2026-08-19 | $377.1738 | $412.4172 | +9.34% | 91.19 |
| 2026-09-02 | 2026-09-09 | $504.8569 | $500.0708 | -0.95% | 90.33 |
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.