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 Stellar
53 historical signal(s) detected for Stellar; 28 non-overlapping trade(s) taken at a 7-day hold (25 skipped because a position was already open).
Hypothetical growth of $100
2 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 |
|---|---|---|---|---|---|
| 2025-09-15 | 2025-09-22 | $0.3896 | $0.3800 | -2.47% | 97.53 |
| 2025-09-23 | 2025-09-30 | $0.3686 | $0.3718 | +0.88% | 98.39 |
| 2025-10-05 | 2025-10-12 | $0.3941 | $0.3233 | -17.95% | 80.73 |
| 2025-10-15 | 2025-10-22 | $0.3375 | $0.3144 | -6.86% | 75.19 |
| 2025-10-22 | 2025-10-29 | $0.3144 | $0.3181 | +1.20% | 76.09 |
| 2025-10-31 | 2025-11-07 | $0.2984 | $0.2695 | -9.70% | 68.71 |
| 2025-11-07 | 2025-11-14 | $0.2695 | $0.2681 | -0.49% | 68.37 |
| 2025-11-14 | 2025-11-21 | $0.2681 | $0.2368 | -11.69% | 60.38 |
| 2025-12-02 | 2025-12-09 | $0.2340 | $0.2408 | +2.91% | 62.14 |
| 2025-12-13 | 2025-12-20 | $0.2386 | $0.2192 | -8.10% | 57.10 |
| 2026-01-01 | 2026-01-08 | $0.2011 | $0.2339 | +16.30% | 66.41 |
| 2026-01-15 | 2026-01-22 | $0.2370 | $0.2131 | -10.09% | 59.71 |
| 2026-01-26 | 2026-02-02 | $0.2036 | $0.1751 | -13.98% | 51.36 |
| 2026-02-05 | 2026-02-12 | $0.1712 | $0.1551 | -9.41% | 46.53 |
| 2026-02-23 | 2026-03-02 | $0.1508 | $0.1544 | +2.40% | 47.65 |
| 2026-03-02 | 2026-03-09 | $0.1544 | $0.1482 | -4.01% | 45.74 |
| 2026-03-28 | 2026-04-04 | $0.1671 | $0.1629 | -2.56% | 44.57 |
| 2026-04-07 | 2026-04-14 | $0.1559 | $0.1563 | +0.28% | 44.69 |
| 2026-05-01 | 2026-05-08 | $0.1585 | $0.1583 | -0.13% | 44.63 |
| 2026-05-13 | 2026-05-20 | $0.1623 | $0.1434 | -11.66% | 39.43 |
| 2026-05-31 | 2026-06-07 | $0.2299 | $0.2124 | -7.63% | 36.42 |
| 2026-06-08 | 2026-06-15 | $0.2057 | $0.1909 | -7.20% | 33.80 |
| 2026-06-20 | 2026-06-27 | $0.2180 | $0.1775 | -18.59% | 27.51 |
| 2026-07-08 | 2026-07-15 | $0.1887 | $0.1844 | -2.28% | 26.89 |
| 2026-07-28 | 2026-08-04 | $0.1718 | $0.1712 | -0.37% | 26.79 |
| 2026-08-23 | 2026-08-30 | $0.1956 | $0.1797 | -8.16% | 24.60 |
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.