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 Solana

48 historical signal(s) detected for Solana; 30 non-overlapping trade(s) taken at a 7-day hold (18 skipped because a position was already open).

Completed trades29
Win rate37.9%
Average return / trade-3.23%
Compounded total return-64.78%
Max drawdown-64.78%
Buy & hold, same period-57.27%

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
2025-09-20 2025-09-27 $238.5627 $204.8154 -14.15% 85.85
2025-10-08 2025-10-15 $220.3896 $202.5850 -8.08% 78.92
2025-10-16 2025-10-23 $193.9819 $180.0885 -7.16% 73.27
2025-10-23 2025-10-30 $180.0885 $194.0727 +7.77% 78.95
2025-10-31 2025-11-07 $184.4985 $155.0579 -15.96% 66.36
2025-11-07 2025-11-14 $155.0579 $144.6022 -6.74% 61.88
2025-11-14 2025-11-21 $144.6022 $133.6111 -7.60% 57.18
2025-11-22 2025-11-29 $128.5723 $137.4006 +6.87% 61.10
2025-12-02 2025-12-09 $126.6739 $133.2287 +5.17% 64.27
2025-12-13 2025-12-20 $132.3024 $126.1940 -4.62% 61.30
2026-01-08 2026-01-15 $136.1985 $146.5108 +7.57% 65.94
2026-01-19 2026-01-26 $135.5033 $118.6620 -12.43% 57.74
2026-01-26 2026-02-02 $118.6620 $100.8811 -14.98% 49.09
2026-02-04 2026-02-11 $97.6309 $82.9768 -15.01% 41.72
2026-02-11 2026-02-18 $82.9768 $85.3436 +2.85% 42.91
2026-02-19 2026-02-26 $81.7582 $88.0792 +7.73% 46.23
2026-02-28 2026-03-07 $82.0442 $84.7320 +3.28% 47.75
2026-03-07 2026-03-14 $84.7320 $88.1355 +4.02% 49.66
2026-03-19 2026-03-26 $90.1155 $91.7964 +1.87% 50.59
2026-03-27 2026-04-03 $86.5600 $79.0495 -8.68% 46.20
2026-04-09 2026-04-16 $82.5286 $84.9603 +2.95% 47.56
2026-04-20 2026-04-27 $83.5092 $86.9373 +4.11% 49.51
2026-05-13 2026-05-20 $94.2851 $84.1908 -10.71% 44.21
2026-05-23 2026-05-30 $84.3119 $81.9770 -2.77% 42.99
2026-06-03 2026-06-10 $74.1390 $64.9238 -12.43% 37.65
2026-06-19 2026-06-26 $69.6488 $67.6320 -2.90% 36.56
2026-07-09 2026-07-16 $77.7889 $77.2386 -0.71% 36.30
2026-07-28 2026-08-04 $74.1431 $73.4886 -0.88% 35.98
2026-08-29 2026-09-05 $104.1141 $101.9291 -2.10% 35.22

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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