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 Rain

47 historical signal(s) detected for Rain; 25 non-overlapping trade(s) taken at a 7-day hold (22 skipped because a position was already open).

Completed trades24
Win rate50.0%
Average return / trade+1.33%
Compounded total return+18.20%
Max drawdown-40.98%
Buy & hold, same period+527.70%

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
2025-09-12 2025-09-19 $0.0027 $0.0024 -9.18% 90.82
2025-09-26 2025-10-03 $0.0035 $0.0042 +19.39% 108.42
2025-10-03 2025-10-10 $0.0042 $0.0032 -22.69% 83.83
2025-10-14 2025-10-21 $0.0041 $0.0034 -17.51% 69.15
2025-10-21 2025-10-28 $0.0034 $0.0031 -7.40% 64.03
2025-10-29 2025-11-05 $0.0030 $0.0030 -0.06% 63.99
2025-11-28 2025-12-05 $0.0072 $0.0078 +8.79% 69.62
2025-12-05 2025-12-12 $0.0078 $0.0078 -0.46% 69.30
2025-12-13 2025-12-20 $0.0074 $0.0077 +3.80% 71.93
2025-12-23 2025-12-30 $0.0072 $0.0080 +11.50% 80.21
2026-01-10 2026-01-17 $0.0084 $0.0095 +12.76% 90.44
2026-01-19 2026-01-26 $0.0091 $0.0095 +4.97% 94.94
2026-01-26 2026-02-02 $0.0095 $0.0097 +2.09% 96.92
2026-02-04 2026-02-11 $0.0090 $0.0101 +12.19% 108.74
2026-03-22 2026-03-29 $0.0083 $0.0081 -3.24% 105.22
2026-03-31 2026-04-07 $0.0077 $0.0065 -15.07% 89.36
2026-04-12 2026-04-19 $0.0078 $0.0077 -2.03% 87.55
2026-04-26 2026-05-03 $0.0071 $0.0077 +8.54% 95.03
2026-06-02 2026-06-09 $0.0135 $0.0133 -1.77% 93.34
2026-06-10 2026-06-17 $0.0127 $0.0141 +11.58% 104.15
2026-07-23 2026-07-30 $0.0143 $0.0138 -3.98% 100.01
2026-07-31 2026-08-07 $0.0133 $0.0125 -5.93% 94.08
2026-08-23 2026-08-30 $0.0141 $0.0176 +25.28% 117.87
2026-08-31 2026-09-07 $0.0167 $0.0167 +0.28% 118.20

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.

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