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 TRON
10 historical signal(s) detected for TRON; 9 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.3208 | $0.3091 | -3.63% | 96.37 |
| 2025-10-25 | 2025-11-01 | $0.3038 | $0.2962 | -2.53% | 93.93 |
| 2025-11-04 | 2025-11-11 | $0.2811 | $0.2963 | +5.39% | 98.99 |
| 2026-01-21 | 2026-01-28 | $0.2969 | $0.2943 | -0.90% | 98.10 |
| 2026-02-06 | 2026-02-13 | $0.2693 | $0.2801 | +4.02% | 102.05 |
| 2026-04-11 | 2026-04-18 | $0.3193 | $0.3278 | +2.67% | 104.78 |
| 2026-05-29 | 2026-06-05 | $0.3525 | $0.3322 | -5.76% | 98.74 |
| 2026-06-06 | 2026-06-13 | $0.3201 | $0.3152 | -1.54% | 97.22 |
| 2026-09-02 | 2026-09-09 | $0.3222 | $0.3388 | +5.16% | 102.23 |
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.