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 WhiteBIT Coin

21 historical signal(s) detected for WhiteBIT Coin; 14 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).

Completed trades13
Win rate61.5%
Average return / trade+0.83%
Compounded total return+10.01%
Max drawdown-14.85%
Buy & hold, same period+80.81%

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
2025-09-26 2025-10-03 $40.4998 $43.8584 +8.29% 108.29
2025-11-05 2025-11-12 $51.9119 $53.9930 +4.01% 112.63
2025-11-21 2025-11-28 $56.9872 $59.3942 +4.22% 117.39
2026-01-10 2026-01-17 $53.7430 $55.2416 +2.79% 120.67
2026-01-19 2026-01-26 $53.2976 $51.4612 -3.45% 116.51
2026-01-30 2026-02-06 $50.8203 $47.3491 -6.83% 108.55
2026-02-06 2026-02-13 $47.3491 $49.3735 +4.28% 113.19
2026-02-18 2026-02-25 $49.9625 $47.4480 -5.03% 107.49
2026-03-13 2026-03-20 $53.5962 $53.6289 +0.06% 107.56
2026-03-20 2026-03-27 $53.6289 $51.2926 -4.36% 102.87
2026-03-27 2026-04-03 $51.2926 $51.2311 -0.12% 102.75
2026-06-03 2026-06-10 $48.5807 $50.9637 +4.91% 107.79
2026-08-29 2026-09-05 $71.7529 $73.2295 +2.06% 110.01

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.

View the full study for WhiteBIT Coin ยท Read the full methodology