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 XRP

39 historical signal(s) detected for XRP; 25 non-overlapping trade(s) taken at a 7-day hold (14 skipped because a position was already open).

Completed trades24
Win rate25.0%
Average return / trade-4.00%
Compounded total return-63.94%
Max drawdown-64.28%
Buy & hold, same period-52.48%

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
2025-09-23 2025-09-30 $2.8531 $2.8804 +0.96% 100.96
2025-10-08 2025-10-15 $2.8557 $2.5051 -12.28% 88.56
2025-10-15 2025-10-22 $2.5051 $2.4235 -3.26% 85.68
2025-10-31 2025-11-07 $2.4394 $2.2103 -9.39% 77.63
2025-11-07 2025-11-14 $2.2103 $2.3191 +4.92% 81.45
2025-11-15 2025-11-22 $2.2436 $1.9495 -13.11% 70.78
2025-12-02 2025-12-09 $2.0286 $2.0727 +2.17% 72.31
2025-12-11 2025-12-18 $2.0429 $1.8617 -8.87% 65.90
2025-12-18 2025-12-25 $1.8617 $1.8614 -0.02% 65.89
2026-01-08 2026-01-15 $2.1650 $2.1421 -1.05% 65.20
2026-01-19 2026-01-26 $1.9624 $1.8428 -6.09% 61.23
2026-01-26 2026-02-02 $1.8428 $1.5997 -13.19% 53.15
2026-02-05 2026-02-12 $1.5179 $1.3842 -8.81% 48.47
2026-02-19 2026-02-26 $1.4411 $1.4380 -0.22% 48.36
2026-02-28 2026-03-07 $1.3658 $1.3714 +0.41% 48.56
2026-03-19 2026-03-26 $1.4663 $1.4232 -2.93% 47.14
2026-03-27 2026-04-03 $1.3681 $1.3219 -3.38% 45.54
2026-05-16 2026-05-23 $1.4331 $1.3324 -7.03% 42.34
2026-06-03 2026-06-10 $1.2102 $1.1369 -6.06% 39.77
2026-06-11 2026-06-18 $1.0969 $1.1858 +8.11% 43.00
2026-06-19 2026-06-26 $1.1457 $1.0424 -9.01% 39.12
2026-07-28 2026-08-04 $1.0651 $1.0746 +0.89% 39.47
2026-08-26 2026-09-02 $1.4340 $1.3515 -5.76% 37.20
2026-09-05 2026-09-12 $1.3987 $1.3558 -3.07% 36.06

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 XRP ยท Read the full methodology